CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7478 |
0.7486 |
0.0008 |
0.1% |
0.7392 |
| High |
0.7506 |
0.7490 |
-0.0016 |
-0.2% |
0.7486 |
| Low |
0.7461 |
0.7416 |
-0.0046 |
-0.6% |
0.7339 |
| Close |
0.7479 |
0.7421 |
-0.0058 |
-0.8% |
0.7485 |
| Range |
0.0045 |
0.0074 |
0.0030 |
66.3% |
0.0147 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.4% |
0.0000 |
| Volume |
83,392 |
82,704 |
-688 |
-0.8% |
348,627 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7617 |
0.7462 |
|
| R3 |
0.7590 |
0.7543 |
0.7441 |
|
| R2 |
0.7516 |
0.7516 |
0.7435 |
|
| R1 |
0.7469 |
0.7469 |
0.7428 |
0.7455 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7435 |
| S1 |
0.7395 |
0.7395 |
0.7414 |
0.7381 |
| S2 |
0.7368 |
0.7368 |
0.7407 |
|
| S3 |
0.7294 |
0.7321 |
0.7401 |
|
| S4 |
0.7220 |
0.7247 |
0.7380 |
|
|
| 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 |
0.7392 |
0.0126 |
1.7% |
0.0055 |
0.7% |
23% |
False |
False |
81,193 |
| 10 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0053 |
0.7% |
50% |
False |
False |
76,394 |
| 20 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0046 |
0.6% |
48% |
False |
False |
73,798 |
| 40 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0045 |
0.6% |
61% |
False |
False |
74,077 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0047 |
0.6% |
65% |
False |
False |
63,561 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
60% |
False |
False |
47,726 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
60% |
False |
False |
38,205 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
60% |
False |
False |
31,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7804 |
|
2.618 |
0.7683 |
|
1.618 |
0.7609 |
|
1.000 |
0.7564 |
|
0.618 |
0.7535 |
|
HIGH |
0.7490 |
|
0.618 |
0.7461 |
|
0.500 |
0.7453 |
|
0.382 |
0.7444 |
|
LOW |
0.7416 |
|
0.618 |
0.7370 |
|
1.000 |
0.7342 |
|
1.618 |
0.7296 |
|
2.618 |
0.7222 |
|
4.250 |
0.7101 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7461 |
| PP |
0.7442 |
0.7447 |
| S1 |
0.7432 |
0.7434 |
|