CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 10-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7483 |
0.7478 |
-0.0005 |
-0.1% |
0.7392 |
High |
0.7489 |
0.7506 |
0.0017 |
0.2% |
0.7486 |
Low |
0.7466 |
0.7461 |
-0.0005 |
-0.1% |
0.7339 |
Close |
0.7482 |
0.7479 |
-0.0003 |
0.0% |
0.7485 |
Range |
0.0023 |
0.0045 |
0.0022 |
93.5% |
0.0147 |
ATR |
0.0046 |
0.0046 |
0.0000 |
-0.2% |
0.0000 |
Volume |
60,892 |
83,392 |
22,500 |
37.0% |
348,627 |
|
Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7615 |
0.7592 |
0.7503 |
|
R3 |
0.7571 |
0.7547 |
0.7491 |
|
R2 |
0.7526 |
0.7526 |
0.7487 |
|
R1 |
0.7503 |
0.7503 |
0.7483 |
0.7515 |
PP |
0.7482 |
0.7482 |
0.7482 |
0.7488 |
S1 |
0.7458 |
0.7458 |
0.7475 |
0.7470 |
S2 |
0.7437 |
0.7437 |
0.7471 |
|
S3 |
0.7393 |
0.7414 |
0.7467 |
|
S4 |
0.7348 |
0.7369 |
0.7455 |
|
|
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 |
0.7343 |
0.0175 |
2.3% |
0.0053 |
0.7% |
78% |
False |
False |
78,549 |
10 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0049 |
0.6% |
80% |
False |
False |
75,997 |
20 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0045 |
0.6% |
76% |
False |
False |
73,079 |
40 |
0.7527 |
0.7250 |
0.0277 |
3.7% |
0.0045 |
0.6% |
83% |
False |
False |
75,399 |
60 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
83% |
False |
False |
62,189 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
78% |
False |
False |
46,696 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
78% |
False |
False |
37,378 |
120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
78% |
False |
False |
31,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7695 |
2.618 |
0.7622 |
1.618 |
0.7578 |
1.000 |
0.7550 |
0.618 |
0.7533 |
HIGH |
0.7506 |
0.618 |
0.7489 |
0.500 |
0.7483 |
0.382 |
0.7478 |
LOW |
0.7461 |
0.618 |
0.7433 |
1.000 |
0.7417 |
1.618 |
0.7389 |
2.618 |
0.7344 |
4.250 |
0.7272 |
|
|
Fisher Pivots for day following 10-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7483 |
0.7489 |
PP |
0.7482 |
0.7486 |
S1 |
0.7480 |
0.7482 |
|