CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7390 |
-0.0002 |
0.0% |
0.7392 |
| High |
0.7399 |
0.7399 |
0.0001 |
0.0% |
0.7403 |
| Low |
0.7370 |
0.7340 |
-0.0030 |
-0.4% |
0.7323 |
| Close |
0.7391 |
0.7348 |
-0.0043 |
-0.6% |
0.7395 |
| Range |
0.0029 |
0.0060 |
0.0031 |
105.2% |
0.0080 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.7% |
0.0000 |
| Volume |
51,390 |
77,568 |
26,178 |
50.9% |
386,971 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7541 |
0.7504 |
0.7381 |
|
| R3 |
0.7481 |
0.7444 |
0.7364 |
|
| R2 |
0.7422 |
0.7422 |
0.7359 |
|
| R1 |
0.7385 |
0.7385 |
0.7353 |
0.7374 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7357 |
| S1 |
0.7325 |
0.7325 |
0.7343 |
0.7314 |
| S2 |
0.7303 |
0.7303 |
0.7337 |
|
| S3 |
0.7243 |
0.7266 |
0.7332 |
|
| S4 |
0.7184 |
0.7206 |
0.7315 |
|
|
| 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 |
0.7399 |
0.7323 |
0.0076 |
1.0% |
0.0044 |
0.6% |
33% |
True |
False |
77,250 |
| 10 |
0.7480 |
0.7323 |
0.0157 |
2.1% |
0.0043 |
0.6% |
16% |
False |
False |
70,148 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0041 |
0.6% |
12% |
False |
False |
68,329 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0047 |
0.6% |
40% |
False |
False |
80,591 |
| 60 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
40% |
False |
False |
54,581 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
38% |
False |
False |
40,985 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
38% |
False |
False |
32,821 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
34% |
False |
False |
27,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7652 |
|
2.618 |
0.7555 |
|
1.618 |
0.7495 |
|
1.000 |
0.7459 |
|
0.618 |
0.7436 |
|
HIGH |
0.7399 |
|
0.618 |
0.7376 |
|
0.500 |
0.7369 |
|
0.382 |
0.7362 |
|
LOW |
0.7340 |
|
0.618 |
0.7303 |
|
1.000 |
0.7280 |
|
1.618 |
0.7243 |
|
2.618 |
0.7184 |
|
4.250 |
0.7087 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7361 |
| PP |
0.7362 |
0.7357 |
| S1 |
0.7355 |
0.7352 |
|