CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7363 |
0.7392 |
0.0029 |
0.4% |
0.7392 |
| High |
0.7395 |
0.7399 |
0.0004 |
0.0% |
0.7403 |
| Low |
0.7323 |
0.7370 |
0.0047 |
0.6% |
0.7323 |
| Close |
0.7395 |
0.7391 |
-0.0004 |
0.0% |
0.7395 |
| Range |
0.0072 |
0.0029 |
-0.0043 |
-59.7% |
0.0080 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
94,594 |
51,390 |
-43,204 |
-45.7% |
386,971 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7461 |
0.7407 |
|
| R3 |
0.7444 |
0.7432 |
0.7399 |
|
| R2 |
0.7415 |
0.7415 |
0.7396 |
|
| R1 |
0.7403 |
0.7403 |
0.7394 |
0.7395 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7382 |
| S1 |
0.7374 |
0.7374 |
0.7388 |
0.7366 |
| S2 |
0.7357 |
0.7357 |
0.7386 |
|
| S3 |
0.7328 |
0.7345 |
0.7383 |
|
| S4 |
0.7299 |
0.7316 |
0.7375 |
|
|
| 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 |
0.7402 |
0.7323 |
0.0079 |
1.1% |
0.0045 |
0.6% |
87% |
False |
False |
76,640 |
| 10 |
0.7494 |
0.7323 |
0.0171 |
2.3% |
0.0039 |
0.5% |
40% |
False |
False |
68,390 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0041 |
0.6% |
33% |
False |
False |
69,375 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
55% |
False |
False |
79,249 |
| 60 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
54% |
False |
False |
53,296 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
51% |
False |
False |
40,018 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0043 |
0.6% |
51% |
False |
False |
32,047 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
46% |
False |
False |
26,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7522 |
|
2.618 |
0.7474 |
|
1.618 |
0.7445 |
|
1.000 |
0.7428 |
|
0.618 |
0.7416 |
|
HIGH |
0.7399 |
|
0.618 |
0.7387 |
|
0.500 |
0.7384 |
|
0.382 |
0.7381 |
|
LOW |
0.7370 |
|
0.618 |
0.7352 |
|
1.000 |
0.7341 |
|
1.618 |
0.7323 |
|
2.618 |
0.7294 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7381 |
| PP |
0.7386 |
0.7371 |
| S1 |
0.7384 |
0.7361 |
|