CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7341 |
0.7363 |
0.0022 |
0.3% |
0.7392 |
| High |
0.7366 |
0.7395 |
0.0029 |
0.4% |
0.7403 |
| Low |
0.7336 |
0.7323 |
-0.0013 |
-0.2% |
0.7323 |
| Close |
0.7359 |
0.7395 |
0.0036 |
0.5% |
0.7395 |
| Range |
0.0030 |
0.0072 |
0.0042 |
140.0% |
0.0080 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
5.1% |
0.0000 |
| Volume |
78,731 |
94,594 |
15,863 |
20.1% |
386,971 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7563 |
0.7434 |
|
| R3 |
0.7515 |
0.7491 |
0.7414 |
|
| R2 |
0.7443 |
0.7443 |
0.7408 |
|
| R1 |
0.7419 |
0.7419 |
0.7401 |
0.7431 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7377 |
| S1 |
0.7347 |
0.7347 |
0.7388 |
0.7359 |
| S2 |
0.7299 |
0.7299 |
0.7381 |
|
| S3 |
0.7227 |
0.7275 |
0.7375 |
|
| S4 |
0.7155 |
0.7203 |
0.7355 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7583 |
0.7438 |
|
| R3 |
0.7532 |
0.7503 |
0.7416 |
|
| R2 |
0.7453 |
0.7453 |
0.7409 |
|
| R1 |
0.7424 |
0.7424 |
0.7402 |
0.7438 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7381 |
| S1 |
0.7344 |
0.7344 |
0.7387 |
0.7359 |
| S2 |
0.7294 |
0.7294 |
0.7380 |
|
| S3 |
0.7214 |
0.7265 |
0.7373 |
|
| S4 |
0.7135 |
0.7185 |
0.7351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7403 |
0.7323 |
0.0080 |
1.1% |
0.0044 |
0.6% |
90% |
False |
True |
77,394 |
| 10 |
0.7503 |
0.7323 |
0.0180 |
2.4% |
0.0041 |
0.5% |
40% |
False |
True |
69,664 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0041 |
0.6% |
35% |
False |
True |
70,397 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
56% |
False |
False |
78,225 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
52% |
False |
False |
52,444 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
52% |
False |
False |
39,378 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
52% |
False |
False |
31,537 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
47% |
False |
False |
26,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7701 |
|
2.618 |
0.7583 |
|
1.618 |
0.7511 |
|
1.000 |
0.7467 |
|
0.618 |
0.7439 |
|
HIGH |
0.7395 |
|
0.618 |
0.7367 |
|
0.500 |
0.7359 |
|
0.382 |
0.7351 |
|
LOW |
0.7323 |
|
0.618 |
0.7279 |
|
1.000 |
0.7251 |
|
1.618 |
0.7207 |
|
2.618 |
0.7135 |
|
4.250 |
0.7017 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7383 |
| PP |
0.7371 |
0.7371 |
| S1 |
0.7359 |
0.7359 |
|