CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 06-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7446 |
0.7439 |
-0.0007 |
-0.1% |
0.7421 |
High |
0.7459 |
0.7445 |
-0.0014 |
-0.2% |
0.7468 |
Low |
0.7425 |
0.7412 |
-0.0013 |
-0.2% |
0.7397 |
Close |
0.7440 |
0.7432 |
-0.0009 |
-0.1% |
0.7432 |
Range |
0.0034 |
0.0033 |
-0.0001 |
-1.5% |
0.0071 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
63,088 |
59,412 |
-3,676 |
-5.8% |
296,228 |
|
Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7529 |
0.7513 |
0.7450 |
|
R3 |
0.7496 |
0.7480 |
0.7441 |
|
R2 |
0.7463 |
0.7463 |
0.7438 |
|
R1 |
0.7447 |
0.7447 |
0.7435 |
0.7438 |
PP |
0.7430 |
0.7430 |
0.7430 |
0.7425 |
S1 |
0.7414 |
0.7414 |
0.7428 |
0.7405 |
S2 |
0.7397 |
0.7397 |
0.7425 |
|
S3 |
0.7364 |
0.7381 |
0.7422 |
|
S4 |
0.7331 |
0.7348 |
0.7413 |
|
|
Weekly Pivots for week ending 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7645 |
0.7609 |
0.7471 |
|
R3 |
0.7574 |
0.7538 |
0.7451 |
|
R2 |
0.7503 |
0.7503 |
0.7445 |
|
R1 |
0.7467 |
0.7467 |
0.7438 |
0.7485 |
PP |
0.7432 |
0.7432 |
0.7432 |
0.7441 |
S1 |
0.7396 |
0.7396 |
0.7425 |
0.7414 |
S2 |
0.7361 |
0.7361 |
0.7418 |
|
S3 |
0.7290 |
0.7325 |
0.7412 |
|
S4 |
0.7219 |
0.7254 |
0.7392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7468 |
0.7382 |
0.0087 |
1.2% |
0.0040 |
0.5% |
58% |
False |
False |
73,612 |
10 |
0.7468 |
0.7254 |
0.0214 |
2.9% |
0.0042 |
0.6% |
83% |
False |
False |
71,783 |
20 |
0.7468 |
0.7227 |
0.0242 |
3.2% |
0.0049 |
0.7% |
85% |
False |
False |
89,453 |
40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0048 |
0.6% |
68% |
False |
False |
52,642 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
64% |
False |
False |
35,160 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
64% |
False |
False |
26,398 |
100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
58% |
False |
False |
21,147 |
120 |
0.7581 |
0.7224 |
0.0357 |
4.8% |
0.0044 |
0.6% |
58% |
False |
False |
17,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7585 |
2.618 |
0.7531 |
1.618 |
0.7498 |
1.000 |
0.7478 |
0.618 |
0.7465 |
HIGH |
0.7445 |
0.618 |
0.7432 |
0.500 |
0.7429 |
0.382 |
0.7425 |
LOW |
0.7412 |
0.618 |
0.7392 |
1.000 |
0.7379 |
1.618 |
0.7359 |
2.618 |
0.7326 |
4.250 |
0.7272 |
|
|
Fisher Pivots for day following 06-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7431 |
0.7440 |
PP |
0.7430 |
0.7437 |
S1 |
0.7429 |
0.7434 |
|