CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 17-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7506 |
0.7491 |
-0.0015 |
-0.2% |
0.7408 |
High |
0.7527 |
0.7503 |
-0.0024 |
-0.3% |
0.7527 |
Low |
0.7474 |
0.7460 |
-0.0014 |
-0.2% |
0.7387 |
Close |
0.7494 |
0.7472 |
-0.0022 |
-0.3% |
0.7494 |
Range |
0.0054 |
0.0044 |
-0.0010 |
-18.7% |
0.0141 |
ATR |
0.0046 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
Volume |
109,974 |
64,129 |
-45,845 |
-41.7% |
343,241 |
|
Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7609 |
0.7584 |
0.7496 |
|
R3 |
0.7565 |
0.7540 |
0.7484 |
|
R2 |
0.7522 |
0.7522 |
0.7480 |
|
R1 |
0.7497 |
0.7497 |
0.7476 |
0.7488 |
PP |
0.7478 |
0.7478 |
0.7478 |
0.7474 |
S1 |
0.7453 |
0.7453 |
0.7468 |
0.7444 |
S2 |
0.7435 |
0.7435 |
0.7464 |
|
S3 |
0.7391 |
0.7410 |
0.7460 |
|
S4 |
0.7348 |
0.7366 |
0.7448 |
|
|
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 |
0.7407 |
0.0120 |
1.6% |
0.0045 |
0.6% |
54% |
False |
False |
72,597 |
10 |
0.7527 |
0.7387 |
0.0141 |
1.9% |
0.0043 |
0.6% |
61% |
False |
False |
70,359 |
20 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0045 |
0.6% |
80% |
False |
False |
73,511 |
40 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0047 |
0.6% |
82% |
False |
False |
62,763 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
76% |
False |
False |
41,930 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
76% |
False |
False |
31,478 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
76% |
False |
False |
25,218 |
120 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0043 |
0.6% |
69% |
False |
False |
21,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7688 |
2.618 |
0.7617 |
1.618 |
0.7573 |
1.000 |
0.7547 |
0.618 |
0.7530 |
HIGH |
0.7503 |
0.618 |
0.7486 |
0.500 |
0.7481 |
0.382 |
0.7476 |
LOW |
0.7460 |
0.618 |
0.7433 |
1.000 |
0.7416 |
1.618 |
0.7389 |
2.618 |
0.7346 |
4.250 |
0.7275 |
|
|
Fisher Pivots for day following 17-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7481 |
0.7486 |
PP |
0.7478 |
0.7481 |
S1 |
0.7475 |
0.7477 |
|