CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 19-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7474 |
0.7478 |
0.0004 |
0.0% |
0.7408 |
| High |
0.7494 |
0.7480 |
-0.0014 |
-0.2% |
0.7527 |
| Low |
0.7470 |
0.7434 |
-0.0037 |
-0.5% |
0.7387 |
| Close |
0.7475 |
0.7436 |
-0.0039 |
-0.5% |
0.7494 |
| Range |
0.0024 |
0.0046 |
0.0023 |
95.7% |
0.0141 |
| ATR |
0.0044 |
0.0045 |
0.0000 |
0.3% |
0.0000 |
| Volume |
59,992 |
68,838 |
8,846 |
14.7% |
343,241 |
|
| Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7588 |
0.7558 |
0.7461 |
|
| R3 |
0.7542 |
0.7512 |
0.7449 |
|
| R2 |
0.7496 |
0.7496 |
0.7444 |
|
| R1 |
0.7466 |
0.7466 |
0.7440 |
0.7458 |
| PP |
0.7450 |
0.7450 |
0.7450 |
0.7446 |
| S1 |
0.7420 |
0.7420 |
0.7432 |
0.7412 |
| S2 |
0.7404 |
0.7404 |
0.7428 |
|
| S3 |
0.7358 |
0.7374 |
0.7423 |
|
| S4 |
0.7312 |
0.7328 |
0.7411 |
|
|
| 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 |
0.7434 |
0.0094 |
1.3% |
0.0046 |
0.6% |
3% |
False |
True |
74,249 |
| 10 |
0.7527 |
0.7387 |
0.0141 |
1.9% |
0.0040 |
0.5% |
35% |
False |
False |
65,870 |
| 20 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0043 |
0.6% |
67% |
False |
False |
71,838 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0046 |
0.6% |
70% |
False |
False |
65,911 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
65% |
False |
False |
44,073 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0048 |
0.6% |
65% |
False |
False |
33,085 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
65% |
False |
False |
26,505 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
59% |
False |
False |
22,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7675 |
|
2.618 |
0.7600 |
|
1.618 |
0.7554 |
|
1.000 |
0.7526 |
|
0.618 |
0.7508 |
|
HIGH |
0.7480 |
|
0.618 |
0.7462 |
|
0.500 |
0.7457 |
|
0.382 |
0.7451 |
|
LOW |
0.7434 |
|
0.618 |
0.7405 |
|
1.000 |
0.7388 |
|
1.618 |
0.7359 |
|
2.618 |
0.7313 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 19-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7468 |
| PP |
0.7450 |
0.7458 |
| S1 |
0.7443 |
0.7447 |
|