CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7390 |
0.7358 |
-0.0033 |
-0.4% |
0.7435 |
| High |
0.7390 |
0.7395 |
0.0005 |
0.1% |
0.7438 |
| Low |
0.7382 |
0.7358 |
-0.0025 |
-0.3% |
0.7351 |
| Close |
0.7384 |
0.7395 |
0.0011 |
0.1% |
0.7375 |
| Range |
0.0008 |
0.0038 |
0.0030 |
368.8% |
0.0087 |
| ATR |
0.0029 |
0.0029 |
0.0001 |
2.1% |
0.0000 |
| Volume |
352 |
216 |
-136 |
-38.6% |
143 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7495 |
0.7483 |
0.7416 |
|
| R3 |
0.7458 |
0.7445 |
0.7405 |
|
| R2 |
0.7420 |
0.7420 |
0.7402 |
|
| R1 |
0.7408 |
0.7408 |
0.7398 |
0.7414 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7386 |
| S1 |
0.7370 |
0.7370 |
0.7392 |
0.7376 |
| S2 |
0.7345 |
0.7345 |
0.7388 |
|
| S3 |
0.7308 |
0.7333 |
0.7385 |
|
| S4 |
0.7270 |
0.7295 |
0.7374 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7599 |
0.7422 |
|
| R3 |
0.7562 |
0.7512 |
0.7398 |
|
| R2 |
0.7475 |
0.7475 |
0.7390 |
|
| R1 |
0.7425 |
0.7425 |
0.7382 |
0.7406 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7379 |
| S1 |
0.7338 |
0.7338 |
0.7367 |
0.7319 |
| S2 |
0.7301 |
0.7301 |
0.7359 |
|
| S3 |
0.7214 |
0.7251 |
0.7351 |
|
| S4 |
0.7127 |
0.7164 |
0.7327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7351 |
0.0062 |
0.8% |
0.0025 |
0.3% |
71% |
False |
False |
140 |
| 10 |
0.7459 |
0.7351 |
0.0108 |
1.5% |
0.0021 |
0.3% |
41% |
False |
False |
76 |
| 20 |
0.7533 |
0.7351 |
0.0182 |
2.5% |
0.0022 |
0.3% |
24% |
False |
False |
48 |
| 40 |
0.7545 |
0.7349 |
0.0196 |
2.7% |
0.0020 |
0.3% |
23% |
False |
False |
27 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0022 |
0.3% |
47% |
False |
False |
30 |
| 80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
47% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7554 |
|
2.618 |
0.7493 |
|
1.618 |
0.7456 |
|
1.000 |
0.7433 |
|
0.618 |
0.7418 |
|
HIGH |
0.7395 |
|
0.618 |
0.7381 |
|
0.500 |
0.7376 |
|
0.382 |
0.7372 |
|
LOW |
0.7358 |
|
0.618 |
0.7334 |
|
1.000 |
0.7320 |
|
1.618 |
0.7297 |
|
2.618 |
0.7259 |
|
4.250 |
0.7198 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7388 |
| PP |
0.7383 |
0.7380 |
| S1 |
0.7376 |
0.7373 |
|