CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 16-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7381 |
0.7432 |
0.0051 |
0.7% |
0.7483 |
High |
0.7435 |
0.7466 |
0.0031 |
0.4% |
0.7518 |
Low |
0.7376 |
0.7416 |
0.0040 |
0.5% |
0.7377 |
Close |
0.7430 |
0.7430 |
-0.0001 |
0.0% |
0.7380 |
Range |
0.0059 |
0.0050 |
-0.0010 |
-16.1% |
0.0141 |
ATR |
0.0048 |
0.0049 |
0.0000 |
0.2% |
0.0000 |
Volume |
70,479 |
74,936 |
4,457 |
6.3% |
398,010 |
|
Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7586 |
0.7557 |
0.7457 |
|
R3 |
0.7536 |
0.7508 |
0.7443 |
|
R2 |
0.7487 |
0.7487 |
0.7439 |
|
R1 |
0.7458 |
0.7458 |
0.7434 |
0.7448 |
PP |
0.7437 |
0.7437 |
0.7437 |
0.7432 |
S1 |
0.7409 |
0.7409 |
0.7425 |
0.7398 |
S2 |
0.7388 |
0.7388 |
0.7420 |
|
S3 |
0.7338 |
0.7359 |
0.7416 |
|
S4 |
0.7289 |
0.7310 |
0.7402 |
|
|
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% |
0.0055 |
0.7% |
41% |
False |
False |
77,759 |
10 |
0.7518 |
0.7339 |
0.0179 |
2.4% |
0.0052 |
0.7% |
51% |
False |
False |
76,309 |
20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0048 |
0.6% |
55% |
False |
False |
73,228 |
40 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0045 |
0.6% |
64% |
False |
False |
72,594 |
60 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0047 |
0.6% |
68% |
False |
False |
67,239 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
63% |
False |
False |
50,502 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
63% |
False |
False |
40,428 |
120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
63% |
False |
False |
33,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7676 |
2.618 |
0.7595 |
1.618 |
0.7546 |
1.000 |
0.7515 |
0.618 |
0.7496 |
HIGH |
0.7466 |
0.618 |
0.7447 |
0.500 |
0.7441 |
0.382 |
0.7435 |
LOW |
0.7416 |
0.618 |
0.7385 |
1.000 |
0.7367 |
1.618 |
0.7336 |
2.618 |
0.7286 |
4.250 |
0.7206 |
|
|
Fisher Pivots for day following 16-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7441 |
0.7427 |
PP |
0.7437 |
0.7424 |
S1 |
0.7433 |
0.7421 |
|