CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7478 |
0.7438 |
-0.0040 |
-0.5% |
0.7408 |
| High |
0.7480 |
0.7444 |
-0.0036 |
-0.5% |
0.7527 |
| Low |
0.7434 |
0.7421 |
-0.0013 |
-0.2% |
0.7387 |
| Close |
0.7436 |
0.7429 |
-0.0007 |
-0.1% |
0.7494 |
| Range |
0.0046 |
0.0023 |
-0.0023 |
-50.0% |
0.0141 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
68,838 |
52,595 |
-16,243 |
-23.6% |
343,241 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7500 |
0.7488 |
0.7442 |
|
| R3 |
0.7477 |
0.7465 |
0.7435 |
|
| R2 |
0.7454 |
0.7454 |
0.7433 |
|
| R1 |
0.7442 |
0.7442 |
0.7431 |
0.7437 |
| PP |
0.7431 |
0.7431 |
0.7431 |
0.7429 |
| S1 |
0.7419 |
0.7419 |
0.7427 |
0.7414 |
| S2 |
0.7408 |
0.7408 |
0.7425 |
|
| S3 |
0.7385 |
0.7396 |
0.7423 |
|
| S4 |
0.7362 |
0.7373 |
0.7416 |
|
|
| 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 |
0.7421 |
0.0106 |
1.4% |
0.0038 |
0.5% |
8% |
False |
True |
71,105 |
| 10 |
0.7527 |
0.7387 |
0.0141 |
1.9% |
0.0039 |
0.5% |
30% |
False |
False |
64,820 |
| 20 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0042 |
0.6% |
64% |
False |
False |
70,213 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0046 |
0.6% |
67% |
False |
False |
67,196 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
63% |
False |
False |
44,949 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0048 |
0.6% |
63% |
False |
False |
33,742 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
63% |
False |
False |
27,030 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
57% |
False |
False |
22,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7542 |
|
2.618 |
0.7504 |
|
1.618 |
0.7481 |
|
1.000 |
0.7467 |
|
0.618 |
0.7458 |
|
HIGH |
0.7444 |
|
0.618 |
0.7435 |
|
0.500 |
0.7433 |
|
0.382 |
0.7430 |
|
LOW |
0.7421 |
|
0.618 |
0.7407 |
|
1.000 |
0.7398 |
|
1.618 |
0.7384 |
|
2.618 |
0.7361 |
|
4.250 |
0.7323 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7457 |
| PP |
0.7431 |
0.7448 |
| S1 |
0.7430 |
0.7438 |
|