CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7411 |
0.0004 |
0.0% |
0.7421 |
| High |
0.7424 |
0.7437 |
0.0013 |
0.2% |
0.7468 |
| Low |
0.7387 |
0.7407 |
0.0021 |
0.3% |
0.7397 |
| Close |
0.7410 |
0.7434 |
0.0024 |
0.3% |
0.7432 |
| Range |
0.0038 |
0.0030 |
-0.0008 |
-20.0% |
0.0071 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
44,384 |
54,890 |
10,506 |
23.7% |
296,228 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7516 |
0.7505 |
0.7450 |
|
| R3 |
0.7486 |
0.7475 |
0.7442 |
|
| R2 |
0.7456 |
0.7456 |
0.7439 |
|
| R1 |
0.7445 |
0.7445 |
0.7436 |
0.7450 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7429 |
| S1 |
0.7415 |
0.7415 |
0.7431 |
0.7420 |
| S2 |
0.7396 |
0.7396 |
0.7428 |
|
| S3 |
0.7366 |
0.7385 |
0.7425 |
|
| S4 |
0.7336 |
0.7355 |
0.7417 |
|
|
| 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% |
0.0034 |
0.5% |
58% |
False |
False |
59,405 |
| 10 |
0.7468 |
0.7313 |
0.0156 |
2.1% |
0.0039 |
0.5% |
78% |
False |
False |
66,366 |
| 20 |
0.7468 |
0.7250 |
0.0218 |
2.9% |
0.0046 |
0.6% |
84% |
False |
False |
79,750 |
| 40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
68% |
False |
False |
55,105 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
64% |
False |
False |
36,809 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
64% |
False |
False |
27,634 |
| 100 |
0.7558 |
0.7227 |
0.0332 |
4.5% |
0.0043 |
0.6% |
62% |
False |
False |
22,139 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
58% |
False |
False |
18,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7565 |
|
2.618 |
0.7516 |
|
1.618 |
0.7486 |
|
1.000 |
0.7467 |
|
0.618 |
0.7456 |
|
HIGH |
0.7437 |
|
0.618 |
0.7426 |
|
0.500 |
0.7422 |
|
0.382 |
0.7418 |
|
LOW |
0.7407 |
|
0.618 |
0.7388 |
|
1.000 |
0.7377 |
|
1.618 |
0.7358 |
|
2.618 |
0.7328 |
|
4.250 |
0.7280 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7430 |
0.7428 |
| PP |
0.7426 |
0.7422 |
| S1 |
0.7422 |
0.7416 |
|