CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7412 |
-0.0027 |
-0.4% |
0.7381 |
| High |
0.7439 |
0.7429 |
-0.0010 |
-0.1% |
0.7466 |
| Low |
0.7399 |
0.7399 |
0.0000 |
0.0% |
0.7376 |
| Close |
0.7406 |
0.7408 |
0.0002 |
0.0% |
0.7408 |
| Range |
0.0040 |
0.0030 |
-0.0010 |
-24.1% |
0.0090 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
58,157 |
64,532 |
6,375 |
11.0% |
336,309 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7485 |
0.7424 |
|
| R3 |
0.7472 |
0.7455 |
0.7416 |
|
| R2 |
0.7442 |
0.7442 |
0.7413 |
|
| R1 |
0.7425 |
0.7425 |
0.7410 |
0.7418 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7409 |
| S1 |
0.7395 |
0.7395 |
0.7405 |
0.7388 |
| S2 |
0.7382 |
0.7382 |
0.7402 |
|
| S3 |
0.7352 |
0.7365 |
0.7399 |
|
| S4 |
0.7322 |
0.7335 |
0.7391 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7636 |
0.7457 |
|
| R3 |
0.7595 |
0.7546 |
0.7432 |
|
| R2 |
0.7506 |
0.7506 |
0.7424 |
|
| R1 |
0.7457 |
0.7457 |
0.7416 |
0.7481 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7429 |
| S1 |
0.7367 |
0.7367 |
0.7399 |
0.7392 |
| S2 |
0.7327 |
0.7327 |
0.7391 |
|
| S3 |
0.7237 |
0.7278 |
0.7383 |
|
| S4 |
0.7148 |
0.7188 |
0.7358 |
|
|
| 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% |
0.0046 |
0.6% |
35% |
False |
False |
67,261 |
| 10 |
0.7518 |
0.7376 |
0.0142 |
1.9% |
0.0046 |
0.6% |
22% |
False |
False |
73,431 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0048 |
0.6% |
43% |
False |
False |
73,495 |
| 40 |
0.7527 |
0.7254 |
0.0273 |
3.7% |
0.0045 |
0.6% |
56% |
False |
False |
71,016 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0047 |
0.6% |
60% |
False |
False |
70,359 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
56% |
False |
False |
52,886 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
56% |
False |
False |
42,334 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
56% |
False |
False |
35,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7508 |
|
1.618 |
0.7478 |
|
1.000 |
0.7459 |
|
0.618 |
0.7448 |
|
HIGH |
0.7429 |
|
0.618 |
0.7418 |
|
0.500 |
0.7414 |
|
0.382 |
0.7410 |
|
LOW |
0.7399 |
|
0.618 |
0.7380 |
|
1.000 |
0.7369 |
|
1.618 |
0.7350 |
|
2.618 |
0.7320 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7414 |
0.7420 |
| PP |
0.7412 |
0.7416 |
| S1 |
0.7410 |
0.7412 |
|