CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7506 |
0.0059 |
0.8% |
0.7408 |
| High |
0.7509 |
0.7527 |
0.0019 |
0.2% |
0.7527 |
| Low |
0.7444 |
0.7474 |
0.0030 |
0.4% |
0.7387 |
| Close |
0.7508 |
0.7494 |
-0.0014 |
-0.2% |
0.7494 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-17.1% |
0.0141 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
| Volume |
68,314 |
109,974 |
41,660 |
61.0% |
343,241 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7630 |
0.7523 |
|
| R3 |
0.7605 |
0.7576 |
0.7508 |
|
| R2 |
0.7552 |
0.7552 |
0.7503 |
|
| R1 |
0.7523 |
0.7523 |
0.7498 |
0.7510 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7492 |
| S1 |
0.7469 |
0.7469 |
0.7489 |
0.7457 |
| S2 |
0.7445 |
0.7445 |
0.7484 |
|
| S3 |
0.7391 |
0.7416 |
0.7479 |
|
| S4 |
0.7338 |
0.7362 |
0.7464 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7891 |
0.7833 |
0.7571 |
|
| R3 |
0.7750 |
0.7692 |
0.7532 |
|
| R2 |
0.7610 |
0.7610 |
0.7519 |
|
| R1 |
0.7552 |
0.7552 |
0.7506 |
0.7581 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7484 |
| S1 |
0.7411 |
0.7411 |
0.7481 |
0.7440 |
| S2 |
0.7329 |
0.7329 |
0.7468 |
|
| S3 |
0.7188 |
0.7271 |
0.7455 |
|
| S4 |
0.7048 |
0.7130 |
0.7416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7527 |
0.7387 |
0.0141 |
1.9% |
0.0044 |
0.6% |
76% |
True |
False |
68,648 |
| 10 |
0.7527 |
0.7382 |
0.0146 |
1.9% |
0.0042 |
0.6% |
77% |
True |
False |
71,130 |
| 20 |
0.7527 |
0.7254 |
0.0273 |
3.6% |
0.0045 |
0.6% |
88% |
True |
False |
74,025 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0047 |
0.6% |
89% |
True |
False |
61,174 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
83% |
False |
False |
40,863 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
83% |
False |
False |
30,677 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
83% |
False |
False |
24,578 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0044 |
0.6% |
75% |
False |
False |
20,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7754 |
|
2.618 |
0.7667 |
|
1.618 |
0.7614 |
|
1.000 |
0.7581 |
|
0.618 |
0.7560 |
|
HIGH |
0.7527 |
|
0.618 |
0.7507 |
|
0.500 |
0.7500 |
|
0.382 |
0.7494 |
|
LOW |
0.7474 |
|
0.618 |
0.7440 |
|
1.000 |
0.7420 |
|
1.618 |
0.7387 |
|
2.618 |
0.7333 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7500 |
0.7487 |
| PP |
0.7498 |
0.7481 |
| S1 |
0.7496 |
0.7474 |
|