CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 10-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7439 |
0.7408 |
-0.0032 |
-0.4% |
0.7421 |
| High |
0.7445 |
0.7424 |
-0.0021 |
-0.3% |
0.7468 |
| Low |
0.7412 |
0.7387 |
-0.0026 |
-0.3% |
0.7397 |
| Close |
0.7432 |
0.7410 |
-0.0022 |
-0.3% |
0.7432 |
| Range |
0.0033 |
0.0038 |
0.0005 |
13.6% |
0.0071 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
59,412 |
44,384 |
-15,028 |
-25.3% |
296,228 |
|
| Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7519 |
0.7502 |
0.7431 |
|
| R3 |
0.7482 |
0.7465 |
0.7420 |
|
| R2 |
0.7444 |
0.7444 |
0.7417 |
|
| R1 |
0.7427 |
0.7427 |
0.7413 |
0.7436 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7411 |
| S1 |
0.7390 |
0.7390 |
0.7407 |
0.7398 |
| S2 |
0.7369 |
0.7369 |
0.7403 |
|
| S3 |
0.7332 |
0.7352 |
0.7400 |
|
| S4 |
0.7294 |
0.7315 |
0.7389 |
|
|
| Weekly Pivots for week ending 07-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 |
0.7387 |
0.0082 |
1.1% |
0.0041 |
0.6% |
29% |
False |
True |
68,122 |
| 10 |
0.7468 |
0.7286 |
0.0183 |
2.5% |
0.0041 |
0.6% |
68% |
False |
False |
67,142 |
| 20 |
0.7468 |
0.7249 |
0.0219 |
3.0% |
0.0048 |
0.7% |
74% |
False |
False |
84,312 |
| 40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0048 |
0.6% |
60% |
False |
False |
53,746 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
57% |
False |
False |
35,898 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
57% |
False |
False |
26,951 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
52% |
False |
False |
21,591 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
52% |
False |
False |
17,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7583 |
|
2.618 |
0.7522 |
|
1.618 |
0.7485 |
|
1.000 |
0.7462 |
|
0.618 |
0.7447 |
|
HIGH |
0.7424 |
|
0.618 |
0.7410 |
|
0.500 |
0.7405 |
|
0.382 |
0.7401 |
|
LOW |
0.7387 |
|
0.618 |
0.7363 |
|
1.000 |
0.7349 |
|
1.618 |
0.7326 |
|
2.618 |
0.7288 |
|
4.250 |
0.7227 |
|
|
| Fisher Pivots for day following 10-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7423 |
| PP |
0.7407 |
0.7418 |
| S1 |
0.7405 |
0.7414 |
|