CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7353 |
0.0007 |
0.1% |
0.7392 |
| High |
0.7370 |
0.7404 |
0.0034 |
0.5% |
0.7403 |
| Low |
0.7339 |
0.7343 |
0.0004 |
0.0% |
0.7323 |
| Close |
0.7364 |
0.7394 |
0.0030 |
0.4% |
0.7395 |
| Range |
0.0031 |
0.0062 |
0.0031 |
98.4% |
0.0080 |
| ATR |
0.0043 |
0.0045 |
0.0001 |
3.0% |
0.0000 |
| Volume |
64,946 |
69,483 |
4,537 |
7.0% |
386,971 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7541 |
0.7427 |
|
| R3 |
0.7503 |
0.7479 |
0.7410 |
|
| R2 |
0.7442 |
0.7442 |
0.7405 |
|
| R1 |
0.7418 |
0.7418 |
0.7399 |
0.7430 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7386 |
| S1 |
0.7356 |
0.7356 |
0.7388 |
0.7368 |
| S2 |
0.7319 |
0.7319 |
0.7382 |
|
| S3 |
0.7257 |
0.7295 |
0.7377 |
|
| S4 |
0.7196 |
0.7233 |
0.7360 |
|
|
| 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 |
0.7404 |
0.7323 |
0.0081 |
1.1% |
0.0051 |
0.7% |
87% |
True |
False |
71,596 |
| 10 |
0.7430 |
0.7323 |
0.0107 |
1.4% |
0.0045 |
0.6% |
66% |
False |
False |
71,447 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0042 |
0.6% |
35% |
False |
False |
68,134 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
56% |
False |
False |
80,156 |
| 60 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
55% |
False |
False |
56,818 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
52% |
False |
False |
42,661 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
52% |
False |
False |
34,162 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
47% |
False |
False |
28,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7665 |
|
2.618 |
0.7565 |
|
1.618 |
0.7504 |
|
1.000 |
0.7466 |
|
0.618 |
0.7442 |
|
HIGH |
0.7404 |
|
0.618 |
0.7381 |
|
0.500 |
0.7373 |
|
0.382 |
0.7366 |
|
LOW |
0.7343 |
|
0.618 |
0.7304 |
|
1.000 |
0.7281 |
|
1.618 |
0.7243 |
|
2.618 |
0.7181 |
|
4.250 |
0.7081 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7387 |
0.7386 |
| PP |
0.7380 |
0.7379 |
| S1 |
0.7373 |
0.7372 |
|