CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7392 |
0.0001 |
0.0% |
0.7491 |
| High |
0.7403 |
0.7402 |
-0.0001 |
0.0% |
0.7503 |
| Low |
0.7378 |
0.7335 |
-0.0044 |
-0.6% |
0.7381 |
| Close |
0.7393 |
0.7337 |
-0.0057 |
-0.8% |
0.7389 |
| Range |
0.0025 |
0.0067 |
0.0043 |
173.5% |
0.0123 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.2% |
0.0000 |
| Volume |
55,158 |
74,519 |
19,361 |
35.1% |
309,675 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7515 |
0.7373 |
|
| R3 |
0.7492 |
0.7448 |
0.7355 |
|
| R2 |
0.7425 |
0.7425 |
0.7349 |
|
| R1 |
0.7381 |
0.7381 |
0.7343 |
0.7369 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7352 |
| S1 |
0.7314 |
0.7314 |
0.7330 |
0.7302 |
| S2 |
0.7291 |
0.7291 |
0.7324 |
|
| S3 |
0.7224 |
0.7247 |
0.7318 |
|
| S4 |
0.7157 |
0.7180 |
0.7300 |
|
|
| 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 |
0.7480 |
0.7335 |
0.0145 |
2.0% |
0.0042 |
0.6% |
1% |
False |
True |
63,046 |
| 10 |
0.7527 |
0.7335 |
0.0193 |
2.6% |
0.0043 |
0.6% |
1% |
False |
True |
68,331 |
| 20 |
0.7527 |
0.7313 |
0.0215 |
2.9% |
0.0041 |
0.6% |
11% |
False |
False |
67,349 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
37% |
False |
False |
71,995 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
34% |
False |
False |
48,166 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
34% |
False |
False |
36,164 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
34% |
False |
False |
28,966 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
31% |
False |
False |
24,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7577 |
|
1.618 |
0.7510 |
|
1.000 |
0.7469 |
|
0.618 |
0.7443 |
|
HIGH |
0.7402 |
|
0.618 |
0.7376 |
|
0.500 |
0.7368 |
|
0.382 |
0.7360 |
|
LOW |
0.7335 |
|
0.618 |
0.7293 |
|
1.000 |
0.7268 |
|
1.618 |
0.7226 |
|
2.618 |
0.7159 |
|
4.250 |
0.7050 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7382 |
| PP |
0.7358 |
0.7367 |
| S1 |
0.7347 |
0.7352 |
|