CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7393 |
0.0040 |
0.5% |
0.7392 |
| High |
0.7404 |
0.7486 |
0.0082 |
1.1% |
0.7486 |
| Low |
0.7343 |
0.7392 |
0.0050 |
0.7% |
0.7339 |
| Close |
0.7394 |
0.7485 |
0.0091 |
1.2% |
0.7485 |
| Range |
0.0062 |
0.0094 |
0.0032 |
52.0% |
0.0147 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
7.9% |
0.0000 |
| Volume |
69,483 |
85,240 |
15,757 |
22.7% |
348,627 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7703 |
0.7536 |
|
| R3 |
0.7641 |
0.7610 |
0.7510 |
|
| R2 |
0.7548 |
0.7548 |
0.7502 |
|
| R1 |
0.7516 |
0.7516 |
0.7493 |
0.7532 |
| PP |
0.7454 |
0.7454 |
0.7454 |
0.7462 |
| S1 |
0.7423 |
0.7423 |
0.7476 |
0.7438 |
| S2 |
0.7361 |
0.7361 |
0.7467 |
|
| S3 |
0.7267 |
0.7329 |
0.7459 |
|
| S4 |
0.7174 |
0.7236 |
0.7433 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7876 |
0.7827 |
0.7565 |
|
| R3 |
0.7729 |
0.7680 |
0.7525 |
|
| R2 |
0.7583 |
0.7583 |
0.7511 |
|
| R1 |
0.7534 |
0.7534 |
0.7498 |
0.7558 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7449 |
| S1 |
0.7387 |
0.7387 |
0.7471 |
0.7412 |
| S2 |
0.7290 |
0.7290 |
0.7458 |
|
| S3 |
0.7143 |
0.7241 |
0.7444 |
|
| S4 |
0.6997 |
0.7094 |
0.7404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7486 |
0.7339 |
0.0147 |
2.0% |
0.0055 |
0.7% |
99% |
True |
False |
69,725 |
| 10 |
0.7486 |
0.7323 |
0.0163 |
2.2% |
0.0050 |
0.7% |
99% |
True |
False |
73,559 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0045 |
0.6% |
79% |
False |
False |
69,425 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0047 |
0.6% |
86% |
False |
False |
79,439 |
| 60 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0047 |
0.6% |
85% |
False |
False |
58,237 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
80% |
False |
False |
43,726 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
80% |
False |
False |
35,004 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0044 |
0.6% |
73% |
False |
False |
29,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7883 |
|
2.618 |
0.7730 |
|
1.618 |
0.7637 |
|
1.000 |
0.7579 |
|
0.618 |
0.7543 |
|
HIGH |
0.7486 |
|
0.618 |
0.7450 |
|
0.500 |
0.7439 |
|
0.382 |
0.7428 |
|
LOW |
0.7392 |
|
0.618 |
0.7334 |
|
1.000 |
0.7299 |
|
1.618 |
0.7241 |
|
2.618 |
0.7147 |
|
4.250 |
0.6995 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7460 |
| PP |
0.7454 |
0.7436 |
| S1 |
0.7439 |
0.7412 |
|