CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7432 |
0.7425 |
-0.0007 |
-0.1% |
0.7483 |
| High |
0.7466 |
0.7447 |
-0.0019 |
-0.2% |
0.7518 |
| Low |
0.7416 |
0.7393 |
-0.0023 |
-0.3% |
0.7377 |
| Close |
0.7430 |
0.7439 |
0.0010 |
0.1% |
0.7380 |
| Range |
0.0050 |
0.0054 |
0.0005 |
9.1% |
0.0141 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.8% |
0.0000 |
| Volume |
74,936 |
68,205 |
-6,731 |
-9.0% |
398,010 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7588 |
0.7568 |
0.7469 |
|
| R3 |
0.7534 |
0.7514 |
0.7454 |
|
| R2 |
0.7480 |
0.7480 |
0.7449 |
|
| R1 |
0.7460 |
0.7460 |
0.7444 |
0.7470 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7432 |
| S1 |
0.7406 |
0.7406 |
0.7434 |
0.7416 |
| S2 |
0.7372 |
0.7372 |
0.7429 |
|
| S3 |
0.7318 |
0.7352 |
0.7424 |
|
| S4 |
0.7264 |
0.7298 |
0.7409 |
|
|
| 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 |
0.7490 |
0.7376 |
0.0114 |
1.5% |
0.0057 |
0.8% |
56% |
False |
False |
74,721 |
| 10 |
0.7518 |
0.7343 |
0.0175 |
2.4% |
0.0055 |
0.7% |
55% |
False |
False |
76,635 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0048 |
0.6% |
60% |
False |
False |
73,197 |
| 40 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0046 |
0.6% |
68% |
False |
False |
72,517 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0047 |
0.6% |
71% |
False |
False |
68,340 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
66% |
False |
False |
51,354 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0048 |
0.6% |
66% |
False |
False |
41,108 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
66% |
False |
False |
34,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7677 |
|
2.618 |
0.7588 |
|
1.618 |
0.7534 |
|
1.000 |
0.7501 |
|
0.618 |
0.7480 |
|
HIGH |
0.7447 |
|
0.618 |
0.7426 |
|
0.500 |
0.7420 |
|
0.382 |
0.7414 |
|
LOW |
0.7393 |
|
0.618 |
0.7360 |
|
1.000 |
0.7339 |
|
1.618 |
0.7306 |
|
2.618 |
0.7252 |
|
4.250 |
0.7164 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7433 |
| PP |
0.7426 |
0.7427 |
| S1 |
0.7420 |
0.7421 |
|