CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7435 |
0.0004 |
0.1% |
0.7453 |
| High |
0.7449 |
0.7435 |
-0.0014 |
-0.2% |
0.7459 |
| Low |
0.7426 |
0.7433 |
0.0007 |
0.1% |
0.7426 |
| Close |
0.7431 |
0.7433 |
0.0003 |
0.0% |
0.7431 |
| Range |
0.0023 |
0.0002 |
-0.0021 |
-93.3% |
0.0033 |
| ATR |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
51 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7438 |
0.7437 |
0.7434 |
|
| R3 |
0.7437 |
0.7436 |
0.7433 |
|
| R2 |
0.7435 |
0.7435 |
0.7433 |
|
| R1 |
0.7434 |
0.7434 |
0.7433 |
0.7434 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7433 |
| S1 |
0.7433 |
0.7433 |
0.7433 |
0.7432 |
| S2 |
0.7432 |
0.7432 |
0.7433 |
|
| S3 |
0.7431 |
0.7431 |
0.7433 |
|
| S4 |
0.7429 |
0.7430 |
0.7432 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7516 |
0.7448 |
|
| R3 |
0.7503 |
0.7483 |
0.7439 |
|
| R2 |
0.7471 |
0.7471 |
0.7436 |
|
| R1 |
0.7451 |
0.7451 |
0.7433 |
0.7445 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7435 |
| S1 |
0.7418 |
0.7418 |
0.7428 |
0.7412 |
| S2 |
0.7406 |
0.7406 |
0.7425 |
|
| S3 |
0.7373 |
0.7386 |
0.7422 |
|
| S4 |
0.7341 |
0.7353 |
0.7413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7459 |
0.7426 |
0.0033 |
0.4% |
0.0015 |
0.2% |
22% |
False |
False |
10 |
| 10 |
0.7510 |
0.7403 |
0.0107 |
1.4% |
0.0015 |
0.2% |
28% |
False |
False |
8 |
| 20 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0025 |
0.3% |
46% |
False |
False |
16 |
| 40 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0019 |
0.3% |
43% |
False |
False |
15 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
60% |
False |
False |
26 |
| 80 |
0.7550 |
0.7264 |
0.0287 |
3.9% |
0.0023 |
0.3% |
59% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7441 |
|
2.618 |
0.7438 |
|
1.618 |
0.7437 |
|
1.000 |
0.7436 |
|
0.618 |
0.7435 |
|
HIGH |
0.7435 |
|
0.618 |
0.7434 |
|
0.500 |
0.7434 |
|
0.382 |
0.7434 |
|
LOW |
0.7433 |
|
0.618 |
0.7432 |
|
1.000 |
0.7432 |
|
1.618 |
0.7431 |
|
2.618 |
0.7429 |
|
4.250 |
0.7427 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7434 |
0.7442 |
| PP |
0.7434 |
0.7439 |
| S1 |
0.7433 |
0.7436 |
|