CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7483 |
0.7483 |
-0.0001 |
0.0% |
0.7392 |
| High |
0.7518 |
0.7489 |
-0.0029 |
-0.4% |
0.7486 |
| Low |
0.7477 |
0.7466 |
-0.0011 |
-0.1% |
0.7339 |
| Close |
0.7486 |
0.7482 |
-0.0004 |
-0.1% |
0.7485 |
| Range |
0.0041 |
0.0023 |
-0.0018 |
-43.9% |
0.0147 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
93,738 |
60,892 |
-32,846 |
-35.0% |
348,627 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7538 |
0.7495 |
|
| R3 |
0.7525 |
0.7515 |
0.7488 |
|
| R2 |
0.7502 |
0.7502 |
0.7486 |
|
| R1 |
0.7492 |
0.7492 |
0.7484 |
0.7485 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7475 |
| S1 |
0.7469 |
0.7469 |
0.7480 |
0.7462 |
| S2 |
0.7456 |
0.7456 |
0.7478 |
|
| S3 |
0.7433 |
0.7446 |
0.7476 |
|
| S4 |
0.7410 |
0.7423 |
0.7469 |
|
|
| 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% |
0.0050 |
0.7% |
80% |
False |
False |
74,859 |
| 10 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0047 |
0.6% |
82% |
False |
False |
76,055 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0045 |
0.6% |
78% |
False |
False |
72,193 |
| 40 |
0.7527 |
0.7250 |
0.0277 |
3.7% |
0.0045 |
0.6% |
84% |
False |
False |
75,971 |
| 60 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
84% |
False |
False |
60,801 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
79% |
False |
False |
45,655 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
79% |
False |
False |
36,546 |
| 120 |
0.7558 |
0.7227 |
0.0332 |
4.4% |
0.0044 |
0.6% |
77% |
False |
False |
30,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7586 |
|
2.618 |
0.7549 |
|
1.618 |
0.7526 |
|
1.000 |
0.7512 |
|
0.618 |
0.7503 |
|
HIGH |
0.7489 |
|
0.618 |
0.7480 |
|
0.500 |
0.7477 |
|
0.382 |
0.7474 |
|
LOW |
0.7466 |
|
0.618 |
0.7451 |
|
1.000 |
0.7443 |
|
1.618 |
0.7428 |
|
2.618 |
0.7405 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7473 |
| PP |
0.7479 |
0.7464 |
| S1 |
0.7477 |
0.7455 |
|