CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7438 |
0.0013 |
0.2% |
0.7483 |
| High |
0.7447 |
0.7439 |
-0.0009 |
-0.1% |
0.7518 |
| Low |
0.7393 |
0.7399 |
0.0006 |
0.1% |
0.7377 |
| Close |
0.7439 |
0.7406 |
-0.0033 |
-0.4% |
0.7380 |
| Range |
0.0054 |
0.0040 |
-0.0015 |
-26.9% |
0.0141 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
68,205 |
58,157 |
-10,048 |
-14.7% |
398,010 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7509 |
0.7428 |
|
| R3 |
0.7494 |
0.7470 |
0.7417 |
|
| R2 |
0.7454 |
0.7454 |
0.7413 |
|
| R1 |
0.7430 |
0.7430 |
0.7410 |
0.7422 |
| PP |
0.7415 |
0.7415 |
0.7415 |
0.7411 |
| S1 |
0.7391 |
0.7391 |
0.7402 |
0.7383 |
| S2 |
0.7375 |
0.7375 |
0.7399 |
|
| S3 |
0.7336 |
0.7351 |
0.7395 |
|
| S4 |
0.7296 |
0.7312 |
0.7384 |
|
|
| 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 |
0.7466 |
0.7376 |
0.0090 |
1.2% |
0.0050 |
0.7% |
34% |
False |
False |
69,812 |
| 10 |
0.7518 |
0.7376 |
0.0142 |
1.9% |
0.0053 |
0.7% |
21% |
False |
False |
75,502 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0049 |
0.7% |
43% |
False |
False |
73,475 |
| 40 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0045 |
0.6% |
56% |
False |
False |
71,844 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0047 |
0.6% |
60% |
False |
False |
69,289 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
56% |
False |
False |
52,081 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
56% |
False |
False |
41,689 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
56% |
False |
False |
34,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7606 |
|
2.618 |
0.7542 |
|
1.618 |
0.7502 |
|
1.000 |
0.7478 |
|
0.618 |
0.7463 |
|
HIGH |
0.7439 |
|
0.618 |
0.7423 |
|
0.500 |
0.7419 |
|
0.382 |
0.7414 |
|
LOW |
0.7399 |
|
0.618 |
0.7375 |
|
1.000 |
0.7360 |
|
1.618 |
0.7335 |
|
2.618 |
0.7296 |
|
4.250 |
0.7231 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7429 |
| PP |
0.7415 |
0.7422 |
| S1 |
0.7410 |
0.7414 |
|