CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 18-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7474 |
-0.0017 |
-0.2% |
0.7408 |
High |
0.7503 |
0.7494 |
-0.0010 |
-0.1% |
0.7527 |
Low |
0.7460 |
0.7470 |
0.0011 |
0.1% |
0.7387 |
Close |
0.7472 |
0.7475 |
0.0003 |
0.0% |
0.7494 |
Range |
0.0044 |
0.0024 |
-0.0020 |
-46.0% |
0.0141 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
64,129 |
59,992 |
-4,137 |
-6.5% |
343,241 |
|
Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7550 |
0.7536 |
0.7488 |
|
R3 |
0.7527 |
0.7513 |
0.7481 |
|
R2 |
0.7503 |
0.7503 |
0.7479 |
|
R1 |
0.7489 |
0.7489 |
0.7477 |
0.7496 |
PP |
0.7480 |
0.7480 |
0.7480 |
0.7483 |
S1 |
0.7466 |
0.7466 |
0.7473 |
0.7473 |
S2 |
0.7456 |
0.7456 |
0.7471 |
|
S3 |
0.7433 |
0.7442 |
0.7469 |
|
S4 |
0.7409 |
0.7419 |
0.7462 |
|
|
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 |
0.7422 |
0.0106 |
1.4% |
0.0044 |
0.6% |
51% |
False |
False |
73,617 |
10 |
0.7527 |
0.7387 |
0.0141 |
1.9% |
0.0039 |
0.5% |
63% |
False |
False |
66,511 |
20 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0043 |
0.6% |
81% |
False |
False |
71,960 |
40 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0046 |
0.6% |
83% |
False |
False |
64,245 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
77% |
False |
False |
42,927 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
77% |
False |
False |
32,228 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
77% |
False |
False |
25,816 |
120 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0043 |
0.6% |
70% |
False |
False |
21,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7593 |
2.618 |
0.7555 |
1.618 |
0.7532 |
1.000 |
0.7517 |
0.618 |
0.7508 |
HIGH |
0.7494 |
0.618 |
0.7485 |
0.500 |
0.7482 |
0.382 |
0.7479 |
LOW |
0.7470 |
0.618 |
0.7455 |
1.000 |
0.7447 |
1.618 |
0.7432 |
2.618 |
0.7408 |
4.250 |
0.7370 |
|
|
Fisher Pivots for day following 18-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7482 |
0.7493 |
PP |
0.7480 |
0.7487 |
S1 |
0.7477 |
0.7481 |
|