CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7429 |
-0.0010 |
-0.1% |
0.7491 |
| High |
0.7444 |
0.7430 |
-0.0015 |
-0.2% |
0.7503 |
| Low |
0.7421 |
0.7381 |
-0.0041 |
-0.5% |
0.7381 |
| Close |
0.7429 |
0.7389 |
-0.0040 |
-0.5% |
0.7389 |
| Range |
0.0023 |
0.0049 |
0.0026 |
113.0% |
0.0123 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
1.0% |
0.0000 |
| Volume |
52,595 |
64,121 |
11,526 |
21.9% |
309,675 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7547 |
0.7517 |
0.7416 |
|
| R3 |
0.7498 |
0.7468 |
0.7402 |
|
| R2 |
0.7449 |
0.7449 |
0.7398 |
|
| R1 |
0.7419 |
0.7419 |
0.7393 |
0.7409 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7395 |
| S1 |
0.7370 |
0.7370 |
0.7385 |
0.7360 |
| S2 |
0.7351 |
0.7351 |
0.7380 |
|
| S3 |
0.7302 |
0.7321 |
0.7376 |
|
| S4 |
0.7253 |
0.7272 |
0.7362 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7792 |
0.7713 |
0.7456 |
|
| R3 |
0.7669 |
0.7590 |
0.7423 |
|
| R2 |
0.7547 |
0.7547 |
0.7411 |
|
| R1 |
0.7468 |
0.7468 |
0.7400 |
0.7446 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7413 |
| S1 |
0.7345 |
0.7345 |
0.7378 |
0.7324 |
| S2 |
0.7302 |
0.7302 |
0.7367 |
|
| S3 |
0.7179 |
0.7223 |
0.7355 |
|
| S4 |
0.7057 |
0.7100 |
0.7322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7503 |
0.7381 |
0.0123 |
1.7% |
0.0037 |
0.5% |
7% |
False |
True |
61,935 |
| 10 |
0.7527 |
0.7381 |
0.0147 |
2.0% |
0.0041 |
0.5% |
6% |
False |
True |
65,291 |
| 20 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0041 |
0.6% |
49% |
False |
False |
68,537 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
54% |
False |
False |
68,790 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
50% |
False |
False |
46,017 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
50% |
False |
False |
34,544 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
50% |
False |
False |
27,671 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
46% |
False |
False |
23,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7638 |
|
2.618 |
0.7558 |
|
1.618 |
0.7509 |
|
1.000 |
0.7479 |
|
0.618 |
0.7460 |
|
HIGH |
0.7430 |
|
0.618 |
0.7411 |
|
0.500 |
0.7405 |
|
0.382 |
0.7399 |
|
LOW |
0.7381 |
|
0.618 |
0.7350 |
|
1.000 |
0.7332 |
|
1.618 |
0.7301 |
|
2.618 |
0.7252 |
|
4.250 |
0.7172 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7405 |
0.7430 |
| PP |
0.7400 |
0.7416 |
| S1 |
0.7394 |
0.7403 |
|