CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7434 |
0.7447 |
0.0013 |
0.2% |
0.7421 |
| High |
0.7456 |
0.7509 |
0.0053 |
0.7% |
0.7468 |
| Low |
0.7422 |
0.7444 |
0.0023 |
0.3% |
0.7397 |
| Close |
0.7454 |
0.7508 |
0.0054 |
0.7% |
0.7432 |
| Range |
0.0035 |
0.0065 |
0.0030 |
87.0% |
0.0071 |
| ATR |
0.0044 |
0.0046 |
0.0001 |
3.3% |
0.0000 |
| Volume |
65,679 |
68,314 |
2,635 |
4.0% |
296,228 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7680 |
0.7658 |
0.7543 |
|
| R3 |
0.7616 |
0.7594 |
0.7525 |
|
| R2 |
0.7551 |
0.7551 |
0.7519 |
|
| R1 |
0.7529 |
0.7529 |
0.7513 |
0.7540 |
| PP |
0.7487 |
0.7487 |
0.7487 |
0.7492 |
| S1 |
0.7465 |
0.7465 |
0.7502 |
0.7476 |
| S2 |
0.7422 |
0.7422 |
0.7496 |
|
| S3 |
0.7358 |
0.7400 |
0.7490 |
|
| S4 |
0.7293 |
0.7336 |
0.7472 |
|
|
| 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 |
0.7509 |
0.7387 |
0.0122 |
1.6% |
0.0040 |
0.5% |
99% |
True |
False |
58,535 |
| 10 |
0.7509 |
0.7373 |
0.0136 |
1.8% |
0.0040 |
0.5% |
99% |
True |
False |
66,393 |
| 20 |
0.7509 |
0.7254 |
0.0255 |
3.4% |
0.0044 |
0.6% |
100% |
True |
False |
74,356 |
| 40 |
0.7509 |
0.7227 |
0.0282 |
3.8% |
0.0047 |
0.6% |
100% |
True |
False |
58,442 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
87% |
False |
False |
39,035 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
87% |
False |
False |
29,306 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
87% |
False |
False |
23,478 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0044 |
0.6% |
79% |
False |
False |
19,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7783 |
|
2.618 |
0.7677 |
|
1.618 |
0.7613 |
|
1.000 |
0.7573 |
|
0.618 |
0.7548 |
|
HIGH |
0.7509 |
|
0.618 |
0.7484 |
|
0.500 |
0.7476 |
|
0.382 |
0.7469 |
|
LOW |
0.7444 |
|
0.618 |
0.7404 |
|
1.000 |
0.7380 |
|
1.618 |
0.7340 |
|
2.618 |
0.7275 |
|
4.250 |
0.7170 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7497 |
0.7491 |
| PP |
0.7487 |
0.7474 |
| S1 |
0.7476 |
0.7458 |
|