CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 03-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7404 |
0.7421 |
0.0017 |
0.2% |
0.7286 |
High |
0.7413 |
0.7466 |
0.0053 |
0.7% |
0.7413 |
Low |
0.7382 |
0.7397 |
0.0016 |
0.2% |
0.7286 |
Close |
0.7399 |
0.7462 |
0.0063 |
0.9% |
0.7399 |
Range |
0.0031 |
0.0069 |
0.0038 |
121.0% |
0.0127 |
ATR |
0.0048 |
0.0049 |
0.0001 |
3.1% |
0.0000 |
Volume |
71,832 |
98,477 |
26,645 |
37.1% |
330,816 |
|
Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7647 |
0.7623 |
0.7500 |
|
R3 |
0.7579 |
0.7555 |
0.7481 |
|
R2 |
0.7510 |
0.7510 |
0.7475 |
|
R1 |
0.7486 |
0.7486 |
0.7468 |
0.7498 |
PP |
0.7442 |
0.7442 |
0.7442 |
0.7448 |
S1 |
0.7418 |
0.7418 |
0.7456 |
0.7430 |
S2 |
0.7373 |
0.7373 |
0.7449 |
|
S3 |
0.7305 |
0.7349 |
0.7443 |
|
S4 |
0.7236 |
0.7281 |
0.7424 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7747 |
0.7700 |
0.7469 |
|
R3 |
0.7620 |
0.7573 |
0.7434 |
|
R2 |
0.7493 |
0.7493 |
0.7422 |
|
R1 |
0.7446 |
0.7446 |
0.7411 |
0.7469 |
PP |
0.7366 |
0.7366 |
0.7366 |
0.7377 |
S1 |
0.7319 |
0.7319 |
0.7387 |
0.7342 |
S2 |
0.7239 |
0.7239 |
0.7376 |
|
S3 |
0.7112 |
0.7192 |
0.7364 |
|
S4 |
0.6985 |
0.7065 |
0.7329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7466 |
0.7313 |
0.0153 |
2.1% |
0.0045 |
0.6% |
98% |
True |
False |
73,328 |
10 |
0.7466 |
0.7254 |
0.0212 |
2.8% |
0.0048 |
0.6% |
98% |
True |
False |
77,409 |
20 |
0.7466 |
0.7227 |
0.0239 |
3.2% |
0.0052 |
0.7% |
99% |
True |
False |
92,853 |
40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0048 |
0.6% |
78% |
False |
False |
47,707 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0049 |
0.7% |
73% |
False |
False |
31,870 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
73% |
False |
False |
23,944 |
100 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0044 |
0.6% |
67% |
False |
False |
19,171 |
120 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
69% |
False |
False |
15,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7757 |
2.618 |
0.7645 |
1.618 |
0.7576 |
1.000 |
0.7534 |
0.618 |
0.7508 |
HIGH |
0.7466 |
0.618 |
0.7439 |
0.500 |
0.7431 |
0.382 |
0.7423 |
LOW |
0.7397 |
0.618 |
0.7355 |
1.000 |
0.7329 |
1.618 |
0.7286 |
2.618 |
0.7218 |
4.250 |
0.7106 |
|
|
Fisher Pivots for day following 03-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7452 |
0.7448 |
PP |
0.7442 |
0.7433 |
S1 |
0.7431 |
0.7419 |
|