CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7450 |
0.7411 |
-0.0039 |
-0.5% |
0.7519 |
| High |
0.7450 |
0.7453 |
0.0003 |
0.0% |
0.7519 |
| Low |
0.7450 |
0.7411 |
-0.0039 |
-0.5% |
0.7411 |
| Close |
0.7450 |
0.7411 |
-0.0039 |
-0.5% |
0.7411 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0108 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
3.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7551 |
0.7523 |
0.7434 |
|
| R3 |
0.7509 |
0.7481 |
0.7422 |
|
| R2 |
0.7467 |
0.7467 |
0.7418 |
|
| R1 |
0.7439 |
0.7439 |
0.7414 |
0.7432 |
| PP |
0.7425 |
0.7425 |
0.7425 |
0.7421 |
| S1 |
0.7397 |
0.7397 |
0.7407 |
0.7390 |
| S2 |
0.7383 |
0.7383 |
0.7403 |
|
| S3 |
0.7341 |
0.7355 |
0.7399 |
|
| S4 |
0.7299 |
0.7313 |
0.7387 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7699 |
0.7470 |
|
| R3 |
0.7663 |
0.7591 |
0.7440 |
|
| R2 |
0.7555 |
0.7555 |
0.7430 |
|
| R1 |
0.7483 |
0.7483 |
0.7420 |
0.7465 |
| PP |
0.7447 |
0.7447 |
0.7447 |
0.7438 |
| S1 |
0.7375 |
0.7375 |
0.7401 |
0.7357 |
| S2 |
0.7339 |
0.7339 |
0.7391 |
|
| S3 |
0.7231 |
0.7267 |
0.7381 |
|
| S4 |
0.7123 |
0.7159 |
0.7351 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7562 |
|
1.618 |
0.7520 |
|
1.000 |
0.7495 |
|
0.618 |
0.7478 |
|
HIGH |
0.7453 |
|
0.618 |
0.7436 |
|
0.500 |
0.7432 |
|
0.382 |
0.7427 |
|
LOW |
0.7411 |
|
0.618 |
0.7385 |
|
1.000 |
0.7369 |
|
1.618 |
0.7343 |
|
2.618 |
0.7301 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7432 |
0.7459 |
| PP |
0.7425 |
0.7443 |
| S1 |
0.7418 |
0.7427 |
|