CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7443 |
0.7455 |
0.0012 |
0.2% |
0.7504 |
| High |
0.7458 |
0.7459 |
0.0001 |
0.0% |
0.7533 |
| Low |
0.7438 |
0.7428 |
-0.0010 |
-0.1% |
0.7403 |
| Close |
0.7458 |
0.7428 |
-0.0031 |
-0.4% |
0.7404 |
| Range |
0.0021 |
0.0031 |
0.0011 |
51.2% |
0.0130 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
30 |
21 |
-9 |
-30.0% |
48 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7510 |
0.7445 |
|
| R3 |
0.7500 |
0.7479 |
0.7436 |
|
| R2 |
0.7469 |
0.7469 |
0.7433 |
|
| R1 |
0.7448 |
0.7448 |
0.7430 |
0.7443 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7435 |
| S1 |
0.7417 |
0.7417 |
0.7425 |
0.7412 |
| S2 |
0.7407 |
0.7407 |
0.7422 |
|
| S3 |
0.7376 |
0.7386 |
0.7419 |
|
| S4 |
0.7345 |
0.7355 |
0.7410 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7750 |
0.7476 |
|
| R3 |
0.7707 |
0.7620 |
0.7440 |
|
| R2 |
0.7577 |
0.7577 |
0.7428 |
|
| R1 |
0.7490 |
0.7490 |
0.7416 |
0.7469 |
| PP |
0.7447 |
0.7447 |
0.7447 |
0.7436 |
| S1 |
0.7360 |
0.7360 |
0.7392 |
0.7339 |
| S2 |
0.7317 |
0.7317 |
0.7380 |
|
| S3 |
0.7187 |
0.7230 |
0.7368 |
|
| S4 |
0.7057 |
0.7100 |
0.7333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7459 |
0.7403 |
0.0056 |
0.7% |
0.0019 |
0.3% |
44% |
True |
False |
13 |
| 10 |
0.7533 |
0.7403 |
0.0130 |
1.8% |
0.0021 |
0.3% |
19% |
False |
False |
11 |
| 20 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0026 |
0.3% |
43% |
False |
False |
16 |
| 40 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0020 |
0.3% |
57% |
False |
False |
16 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0024 |
0.3% |
58% |
False |
False |
27 |
| 80 |
0.7550 |
0.7264 |
0.0287 |
3.9% |
0.0024 |
0.3% |
57% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7590 |
|
2.618 |
0.7540 |
|
1.618 |
0.7509 |
|
1.000 |
0.7490 |
|
0.618 |
0.7478 |
|
HIGH |
0.7459 |
|
0.618 |
0.7447 |
|
0.500 |
0.7443 |
|
0.382 |
0.7439 |
|
LOW |
0.7428 |
|
0.618 |
0.7408 |
|
1.000 |
0.7397 |
|
1.618 |
0.7377 |
|
2.618 |
0.7346 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7443 |
0.7443 |
| PP |
0.7438 |
0.7438 |
| S1 |
0.7433 |
0.7433 |
|