CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7410 |
-0.0003 |
0.0% |
0.7381 |
| High |
0.7420 |
0.7421 |
0.0001 |
0.0% |
0.7466 |
| Low |
0.7402 |
0.7385 |
-0.0017 |
-0.2% |
0.7376 |
| Close |
0.7408 |
0.7411 |
0.0004 |
0.0% |
0.7408 |
| Range |
0.0019 |
0.0036 |
0.0017 |
91.9% |
0.0090 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
31,554 |
60,693 |
29,139 |
92.3% |
336,309 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7497 |
0.7431 |
|
| R3 |
0.7477 |
0.7462 |
0.7421 |
|
| R2 |
0.7441 |
0.7441 |
0.7418 |
|
| R1 |
0.7426 |
0.7426 |
0.7414 |
0.7434 |
| PP |
0.7406 |
0.7406 |
0.7406 |
0.7409 |
| S1 |
0.7391 |
0.7391 |
0.7408 |
0.7398 |
| S2 |
0.7370 |
0.7370 |
0.7404 |
|
| S3 |
0.7335 |
0.7355 |
0.7401 |
|
| S4 |
0.7299 |
0.7320 |
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 |
0.7447 |
0.7385 |
0.0062 |
0.8% |
0.0036 |
0.5% |
42% |
False |
True |
56,628 |
| 10 |
0.7506 |
0.7376 |
0.0130 |
1.7% |
0.0045 |
0.6% |
27% |
False |
False |
67,193 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0046 |
0.6% |
45% |
False |
False |
71,624 |
| 40 |
0.7527 |
0.7313 |
0.0215 |
2.9% |
0.0043 |
0.6% |
46% |
False |
False |
69,486 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
61% |
False |
False |
71,871 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
57% |
False |
False |
54,031 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
57% |
False |
False |
43,256 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
57% |
False |
False |
36,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7571 |
|
2.618 |
0.7513 |
|
1.618 |
0.7478 |
|
1.000 |
0.7456 |
|
0.618 |
0.7442 |
|
HIGH |
0.7421 |
|
0.618 |
0.7407 |
|
0.500 |
0.7403 |
|
0.382 |
0.7399 |
|
LOW |
0.7385 |
|
0.618 |
0.7363 |
|
1.000 |
0.7350 |
|
1.618 |
0.7328 |
|
2.618 |
0.7292 |
|
4.250 |
0.7234 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7410 |
| PP |
0.7406 |
0.7408 |
| S1 |
0.7403 |
0.7407 |
|