CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7412 |
0.0001 |
0.0% |
0.7381 |
| High |
0.7429 |
0.7420 |
-0.0009 |
-0.1% |
0.7466 |
| Low |
0.7399 |
0.7402 |
0.0003 |
0.0% |
0.7376 |
| Close |
0.7408 |
0.7408 |
0.0000 |
0.0% |
0.7408 |
| Range |
0.0030 |
0.0019 |
-0.0012 |
-38.3% |
0.0090 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
64,532 |
31,554 |
-32,978 |
-51.1% |
336,309 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7455 |
0.7418 |
|
| R3 |
0.7447 |
0.7436 |
0.7413 |
|
| R2 |
0.7428 |
0.7428 |
0.7411 |
|
| R1 |
0.7418 |
0.7418 |
0.7409 |
0.7414 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7408 |
| S1 |
0.7399 |
0.7399 |
0.7406 |
0.7395 |
| S2 |
0.7391 |
0.7391 |
0.7404 |
|
| S3 |
0.7373 |
0.7381 |
0.7402 |
|
| S4 |
0.7354 |
0.7362 |
0.7397 |
|
|
| 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 |
0.7393 |
0.0073 |
1.0% |
0.0038 |
0.5% |
20% |
False |
False |
59,476 |
| 10 |
0.7506 |
0.7376 |
0.0130 |
1.7% |
0.0044 |
0.6% |
24% |
False |
False |
67,213 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0048 |
0.6% |
43% |
False |
False |
72,315 |
| 40 |
0.7527 |
0.7286 |
0.0242 |
3.3% |
0.0044 |
0.6% |
51% |
False |
False |
69,535 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
60% |
False |
False |
70,870 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
56% |
False |
False |
53,274 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
56% |
False |
False |
42,649 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
56% |
False |
False |
35,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7499 |
|
2.618 |
0.7468 |
|
1.618 |
0.7450 |
|
1.000 |
0.7439 |
|
0.618 |
0.7431 |
|
HIGH |
0.7420 |
|
0.618 |
0.7413 |
|
0.500 |
0.7411 |
|
0.382 |
0.7409 |
|
LOW |
0.7402 |
|
0.618 |
0.7390 |
|
1.000 |
0.7383 |
|
1.618 |
0.7372 |
|
2.618 |
0.7353 |
|
4.250 |
0.7323 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7419 |
| PP |
0.7410 |
0.7415 |
| S1 |
0.7409 |
0.7411 |
|