CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7381 |
-0.0040 |
-0.5% |
0.7483 |
| High |
0.7424 |
0.7435 |
0.0011 |
0.1% |
0.7518 |
| Low |
0.7377 |
0.7376 |
-0.0001 |
0.0% |
0.7377 |
| Close |
0.7380 |
0.7430 |
0.0050 |
0.7% |
0.7380 |
| Range |
0.0047 |
0.0059 |
0.0012 |
25.5% |
0.0141 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.7% |
0.0000 |
| Volume |
77,284 |
70,479 |
-6,805 |
-8.8% |
398,010 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7569 |
0.7462 |
|
| R3 |
0.7532 |
0.7510 |
0.7446 |
|
| R2 |
0.7473 |
0.7473 |
0.7441 |
|
| R1 |
0.7451 |
0.7451 |
0.7435 |
0.7462 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7419 |
| S1 |
0.7392 |
0.7392 |
0.7425 |
0.7403 |
| S2 |
0.7355 |
0.7355 |
0.7419 |
|
| S3 |
0.7296 |
0.7333 |
0.7414 |
|
| S4 |
0.7237 |
0.7274 |
0.7398 |
|
|
| 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 |
0.7506 |
0.7376 |
0.0130 |
1.7% |
0.0050 |
0.7% |
42% |
False |
True |
74,950 |
| 10 |
0.7518 |
0.7339 |
0.0179 |
2.4% |
0.0053 |
0.7% |
51% |
False |
False |
76,572 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0046 |
0.6% |
55% |
False |
False |
72,481 |
| 40 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0045 |
0.6% |
64% |
False |
False |
72,996 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0047 |
0.6% |
68% |
False |
False |
66,003 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
63% |
False |
False |
49,568 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
63% |
False |
False |
39,679 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
63% |
False |
False |
33,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7589 |
|
1.618 |
0.7530 |
|
1.000 |
0.7494 |
|
0.618 |
0.7471 |
|
HIGH |
0.7435 |
|
0.618 |
0.7412 |
|
0.500 |
0.7406 |
|
0.382 |
0.7399 |
|
LOW |
0.7376 |
|
0.618 |
0.7340 |
|
1.000 |
0.7317 |
|
1.618 |
0.7281 |
|
2.618 |
0.7222 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7433 |
| PP |
0.7414 |
0.7432 |
| S1 |
0.7406 |
0.7431 |
|