CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7486 |
0.7420 |
-0.0066 |
-0.9% |
0.7483 |
| High |
0.7490 |
0.7424 |
-0.0066 |
-0.9% |
0.7518 |
| Low |
0.7416 |
0.7377 |
-0.0039 |
-0.5% |
0.7377 |
| Close |
0.7421 |
0.7380 |
-0.0041 |
-0.6% |
0.7380 |
| Range |
0.0074 |
0.0047 |
-0.0027 |
-36.5% |
0.0141 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
82,704 |
77,284 |
-5,420 |
-6.6% |
398,010 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7535 |
0.7504 |
0.7406 |
|
| R3 |
0.7488 |
0.7457 |
0.7393 |
|
| R2 |
0.7441 |
0.7441 |
0.7389 |
|
| R1 |
0.7410 |
0.7410 |
0.7384 |
0.7402 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7390 |
| S1 |
0.7363 |
0.7363 |
0.7376 |
0.7355 |
| S2 |
0.7347 |
0.7347 |
0.7371 |
|
| S3 |
0.7300 |
0.7316 |
0.7367 |
|
| S4 |
0.7253 |
0.7269 |
0.7354 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7846 |
0.7754 |
0.7457 |
|
| R3 |
0.7706 |
0.7613 |
0.7419 |
|
| R2 |
0.7565 |
0.7565 |
0.7406 |
|
| R1 |
0.7473 |
0.7473 |
0.7393 |
0.7449 |
| PP |
0.7425 |
0.7425 |
0.7425 |
0.7413 |
| S1 |
0.7332 |
0.7332 |
0.7367 |
0.7308 |
| S2 |
0.7284 |
0.7284 |
0.7354 |
|
| S3 |
0.7144 |
0.7192 |
0.7341 |
|
| S4 |
0.7003 |
0.7051 |
0.7303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7518 |
0.7377 |
0.0141 |
1.9% |
0.0046 |
0.6% |
2% |
False |
True |
79,602 |
| 10 |
0.7518 |
0.7339 |
0.0179 |
2.4% |
0.0050 |
0.7% |
23% |
False |
False |
74,663 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0046 |
0.6% |
29% |
False |
False |
72,164 |
| 40 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0045 |
0.6% |
46% |
False |
False |
73,094 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0047 |
0.6% |
51% |
False |
False |
64,837 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
48% |
False |
False |
48,688 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
48% |
False |
False |
38,974 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
48% |
False |
False |
32,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7624 |
|
2.618 |
0.7547 |
|
1.618 |
0.7500 |
|
1.000 |
0.7471 |
|
0.618 |
0.7453 |
|
HIGH |
0.7424 |
|
0.618 |
0.7406 |
|
0.500 |
0.7401 |
|
0.382 |
0.7395 |
|
LOW |
0.7377 |
|
0.618 |
0.7348 |
|
1.000 |
0.7330 |
|
1.618 |
0.7301 |
|
2.618 |
0.7254 |
|
4.250 |
0.7177 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7441 |
| PP |
0.7394 |
0.7421 |
| S1 |
0.7387 |
0.7400 |
|