CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7393 |
0.7483 |
0.0091 |
1.2% |
0.7392 |
| High |
0.7486 |
0.7518 |
0.0032 |
0.4% |
0.7486 |
| Low |
0.7392 |
0.7477 |
0.0085 |
1.1% |
0.7339 |
| Close |
0.7485 |
0.7486 |
0.0002 |
0.0% |
0.7485 |
| Range |
0.0094 |
0.0041 |
-0.0053 |
-56.1% |
0.0147 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
85,240 |
93,738 |
8,498 |
10.0% |
348,627 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7592 |
0.7509 |
|
| R3 |
0.7575 |
0.7551 |
0.7497 |
|
| R2 |
0.7534 |
0.7534 |
0.7494 |
|
| R1 |
0.7510 |
0.7510 |
0.7490 |
0.7522 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7499 |
| S1 |
0.7469 |
0.7469 |
0.7482 |
0.7481 |
| S2 |
0.7452 |
0.7452 |
0.7478 |
|
| S3 |
0.7411 |
0.7428 |
0.7475 |
|
| S4 |
0.7370 |
0.7387 |
0.7463 |
|
|
| 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 |
0.7518 |
0.7339 |
0.0179 |
2.4% |
0.0057 |
0.8% |
82% |
True |
False |
78,195 |
| 10 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0051 |
0.7% |
84% |
True |
False |
77,417 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0045 |
0.6% |
80% |
False |
False |
71,893 |
| 40 |
0.7527 |
0.7249 |
0.0278 |
3.7% |
0.0047 |
0.6% |
85% |
False |
False |
78,102 |
| 60 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0047 |
0.6% |
86% |
False |
False |
59,795 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
80% |
False |
False |
44,897 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
80% |
False |
False |
35,939 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0044 |
0.6% |
73% |
False |
False |
29,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7625 |
|
1.618 |
0.7584 |
|
1.000 |
0.7559 |
|
0.618 |
0.7543 |
|
HIGH |
0.7518 |
|
0.618 |
0.7502 |
|
0.500 |
0.7497 |
|
0.382 |
0.7492 |
|
LOW |
0.7477 |
|
0.618 |
0.7451 |
|
1.000 |
0.7436 |
|
1.618 |
0.7410 |
|
2.618 |
0.7369 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7497 |
0.7467 |
| PP |
0.7493 |
0.7449 |
| S1 |
0.7490 |
0.7430 |
|