CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7504 |
0.0057 |
0.8% |
0.7417 |
| High |
0.7507 |
0.7533 |
0.0027 |
0.4% |
0.7507 |
| Low |
0.7447 |
0.7504 |
0.0057 |
0.8% |
0.7366 |
| Close |
0.7507 |
0.7509 |
0.0002 |
0.0% |
0.7507 |
| Range |
0.0060 |
0.0030 |
-0.0031 |
-50.8% |
0.0141 |
| ATR |
0.0037 |
0.0037 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
16 |
21 |
5 |
31.3% |
176 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7586 |
0.7525 |
|
| R3 |
0.7574 |
0.7556 |
0.7517 |
|
| R2 |
0.7545 |
0.7545 |
0.7514 |
|
| R1 |
0.7527 |
0.7527 |
0.7511 |
0.7536 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7520 |
| S1 |
0.7497 |
0.7497 |
0.7506 |
0.7506 |
| S2 |
0.7486 |
0.7486 |
0.7503 |
|
| S3 |
0.7456 |
0.7468 |
0.7500 |
|
| S4 |
0.7427 |
0.7438 |
0.7492 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7834 |
0.7584 |
|
| R3 |
0.7741 |
0.7694 |
0.7545 |
|
| R2 |
0.7600 |
0.7600 |
0.7532 |
|
| R1 |
0.7553 |
0.7553 |
0.7519 |
0.7577 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7471 |
| S1 |
0.7413 |
0.7413 |
0.7494 |
0.7436 |
| S2 |
0.7319 |
0.7319 |
0.7481 |
|
| S3 |
0.7179 |
0.7272 |
0.7468 |
|
| S4 |
0.7038 |
0.7132 |
0.7429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7533 |
0.7366 |
0.0167 |
2.2% |
0.0035 |
0.5% |
85% |
True |
False |
37 |
| 10 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0035 |
0.5% |
87% |
True |
False |
24 |
| 20 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0025 |
0.3% |
81% |
False |
False |
14 |
| 40 |
0.7545 |
0.7270 |
0.0275 |
3.7% |
0.0023 |
0.3% |
87% |
False |
False |
20 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.7% |
0.0024 |
0.3% |
87% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7658 |
|
2.618 |
0.7610 |
|
1.618 |
0.7581 |
|
1.000 |
0.7563 |
|
0.618 |
0.7551 |
|
HIGH |
0.7533 |
|
0.618 |
0.7522 |
|
0.500 |
0.7518 |
|
0.382 |
0.7515 |
|
LOW |
0.7504 |
|
0.618 |
0.7485 |
|
1.000 |
0.7474 |
|
1.618 |
0.7456 |
|
2.618 |
0.7426 |
|
4.250 |
0.7378 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7518 |
0.7490 |
| PP |
0.7515 |
0.7472 |
| S1 |
0.7512 |
0.7454 |
|