CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7392 |
-0.0037 |
-0.5% |
0.7491 |
| High |
0.7430 |
0.7403 |
-0.0027 |
-0.4% |
0.7503 |
| Low |
0.7381 |
0.7378 |
-0.0003 |
0.0% |
0.7381 |
| Close |
0.7389 |
0.7393 |
0.0004 |
0.1% |
0.7389 |
| Range |
0.0049 |
0.0025 |
-0.0025 |
-50.0% |
0.0123 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
64,121 |
55,158 |
-8,963 |
-14.0% |
309,675 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7453 |
0.7406 |
|
| R3 |
0.7440 |
0.7429 |
0.7400 |
|
| R2 |
0.7416 |
0.7416 |
0.7397 |
|
| R1 |
0.7404 |
0.7404 |
0.7395 |
0.7410 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7394 |
| S1 |
0.7380 |
0.7380 |
0.7391 |
0.7386 |
| S2 |
0.7367 |
0.7367 |
0.7389 |
|
| S3 |
0.7342 |
0.7355 |
0.7386 |
|
| S4 |
0.7318 |
0.7331 |
0.7380 |
|
|
| 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 |
0.7494 |
0.7378 |
0.0116 |
1.6% |
0.0033 |
0.4% |
13% |
False |
True |
60,140 |
| 10 |
0.7527 |
0.7378 |
0.0149 |
2.0% |
0.0039 |
0.5% |
10% |
False |
True |
66,369 |
| 20 |
0.7527 |
0.7286 |
0.0242 |
3.3% |
0.0040 |
0.5% |
45% |
False |
False |
66,755 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0045 |
0.6% |
55% |
False |
False |
70,148 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
52% |
False |
False |
46,926 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
52% |
False |
False |
35,233 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
52% |
False |
False |
28,222 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
47% |
False |
False |
23,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7467 |
|
1.618 |
0.7442 |
|
1.000 |
0.7427 |
|
0.618 |
0.7418 |
|
HIGH |
0.7403 |
|
0.618 |
0.7393 |
|
0.500 |
0.7390 |
|
0.382 |
0.7387 |
|
LOW |
0.7378 |
|
0.618 |
0.7363 |
|
1.000 |
0.7354 |
|
1.618 |
0.7338 |
|
2.618 |
0.7314 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7392 |
0.7411 |
| PP |
0.7391 |
0.7405 |
| S1 |
0.7390 |
0.7399 |
|