CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7346 |
-0.0047 |
-0.6% |
0.7491 |
| High |
0.7402 |
0.7361 |
-0.0041 |
-0.6% |
0.7503 |
| Low |
0.7335 |
0.7333 |
-0.0002 |
0.0% |
0.7381 |
| Close |
0.7337 |
0.7335 |
-0.0002 |
0.0% |
0.7389 |
| Range |
0.0067 |
0.0028 |
-0.0040 |
-59.0% |
0.0123 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
74,519 |
83,969 |
9,450 |
12.7% |
309,675 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7425 |
0.7407 |
0.7350 |
|
| R3 |
0.7398 |
0.7380 |
0.7342 |
|
| R2 |
0.7370 |
0.7370 |
0.7340 |
|
| R1 |
0.7352 |
0.7352 |
0.7337 |
0.7348 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7340 |
| S1 |
0.7325 |
0.7325 |
0.7332 |
0.7320 |
| S2 |
0.7315 |
0.7315 |
0.7329 |
|
| S3 |
0.7288 |
0.7297 |
0.7327 |
|
| S4 |
0.7260 |
0.7270 |
0.7319 |
|
|
| 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 |
0.7444 |
0.7333 |
0.0111 |
1.5% |
0.0038 |
0.5% |
1% |
False |
True |
66,072 |
| 10 |
0.7527 |
0.7333 |
0.0194 |
2.6% |
0.0042 |
0.6% |
1% |
False |
True |
70,160 |
| 20 |
0.7527 |
0.7333 |
0.0194 |
2.6% |
0.0040 |
0.5% |
1% |
False |
True |
68,196 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0045 |
0.6% |
36% |
False |
False |
74,053 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
33% |
False |
False |
49,565 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
33% |
False |
False |
37,213 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
33% |
False |
False |
29,805 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
31% |
False |
False |
24,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7477 |
|
2.618 |
0.7432 |
|
1.618 |
0.7405 |
|
1.000 |
0.7388 |
|
0.618 |
0.7377 |
|
HIGH |
0.7361 |
|
0.618 |
0.7350 |
|
0.500 |
0.7347 |
|
0.382 |
0.7344 |
|
LOW |
0.7333 |
|
0.618 |
0.7316 |
|
1.000 |
0.7306 |
|
1.618 |
0.7289 |
|
2.618 |
0.7261 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7368 |
| PP |
0.7343 |
0.7357 |
| S1 |
0.7339 |
0.7346 |
|