CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7456 |
0.7446 |
-0.0011 |
-0.1% |
0.7286 |
| High |
0.7468 |
0.7459 |
-0.0010 |
-0.1% |
0.7413 |
| Low |
0.7434 |
0.7425 |
-0.0009 |
-0.1% |
0.7286 |
| Close |
0.7440 |
0.7440 |
0.0000 |
0.0% |
0.7399 |
| Range |
0.0035 |
0.0034 |
-0.0001 |
-2.9% |
0.0127 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
75,251 |
63,088 |
-12,163 |
-16.2% |
330,816 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7542 |
0.7524 |
0.7458 |
|
| R3 |
0.7508 |
0.7491 |
0.7449 |
|
| R2 |
0.7475 |
0.7475 |
0.7446 |
|
| R1 |
0.7457 |
0.7457 |
0.7443 |
0.7449 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7437 |
| S1 |
0.7424 |
0.7424 |
0.7437 |
0.7416 |
| S2 |
0.7408 |
0.7408 |
0.7434 |
|
| S3 |
0.7374 |
0.7390 |
0.7431 |
|
| S4 |
0.7341 |
0.7357 |
0.7422 |
|
|
| 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 |
0.7468 |
0.7373 |
0.0096 |
1.3% |
0.0041 |
0.5% |
71% |
False |
False |
74,251 |
| 10 |
0.7468 |
0.7254 |
0.0214 |
2.9% |
0.0045 |
0.6% |
87% |
False |
False |
75,605 |
| 20 |
0.7468 |
0.7227 |
0.0242 |
3.2% |
0.0050 |
0.7% |
88% |
False |
False |
92,177 |
| 40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0048 |
0.6% |
70% |
False |
False |
51,160 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
66% |
False |
False |
34,171 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
66% |
False |
False |
25,670 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
60% |
False |
False |
20,553 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
63% |
False |
False |
17,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7601 |
|
2.618 |
0.7546 |
|
1.618 |
0.7513 |
|
1.000 |
0.7492 |
|
0.618 |
0.7479 |
|
HIGH |
0.7459 |
|
0.618 |
0.7446 |
|
0.500 |
0.7442 |
|
0.382 |
0.7438 |
|
LOW |
0.7425 |
|
0.618 |
0.7404 |
|
1.000 |
0.7392 |
|
1.618 |
0.7371 |
|
2.618 |
0.7337 |
|
4.250 |
0.7283 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7442 |
0.7438 |
| PP |
0.7441 |
0.7435 |
| S1 |
0.7441 |
0.7433 |
|