CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7411 |
0.7359 |
-0.0052 |
-0.7% |
0.7381 |
| High |
0.7414 |
0.7364 |
-0.0050 |
-0.7% |
0.7466 |
| Low |
0.7354 |
0.7333 |
-0.0022 |
-0.3% |
0.7376 |
| Close |
0.7358 |
0.7336 |
-0.0022 |
-0.3% |
0.7408 |
| Range |
0.0060 |
0.0032 |
-0.0029 |
-47.5% |
0.0090 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
87,765 |
68,890 |
-18,875 |
-21.5% |
336,309 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7419 |
0.7353 |
|
| R3 |
0.7407 |
0.7387 |
0.7344 |
|
| R2 |
0.7376 |
0.7376 |
0.7341 |
|
| R1 |
0.7356 |
0.7356 |
0.7338 |
0.7350 |
| PP |
0.7344 |
0.7344 |
0.7344 |
0.7341 |
| S1 |
0.7324 |
0.7324 |
0.7333 |
0.7318 |
| S2 |
0.7313 |
0.7313 |
0.7330 |
|
| S3 |
0.7281 |
0.7293 |
0.7327 |
|
| S4 |
0.7250 |
0.7261 |
0.7318 |
|
|
| 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 |
0.7429 |
0.7333 |
0.0097 |
1.3% |
0.0035 |
0.5% |
3% |
False |
True |
62,686 |
| 10 |
0.7466 |
0.7333 |
0.0133 |
1.8% |
0.0042 |
0.6% |
2% |
False |
True |
66,249 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.7% |
0.0048 |
0.6% |
6% |
False |
False |
71,322 |
| 40 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0044 |
0.6% |
6% |
False |
False |
70,060 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
36% |
False |
False |
74,419 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
34% |
False |
False |
55,984 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
34% |
False |
False |
44,822 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
34% |
False |
False |
37,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7498 |
|
2.618 |
0.7446 |
|
1.618 |
0.7415 |
|
1.000 |
0.7396 |
|
0.618 |
0.7383 |
|
HIGH |
0.7364 |
|
0.618 |
0.7352 |
|
0.500 |
0.7348 |
|
0.382 |
0.7345 |
|
LOW |
0.7333 |
|
0.618 |
0.7313 |
|
1.000 |
0.7301 |
|
1.618 |
0.7282 |
|
2.618 |
0.7250 |
|
4.250 |
0.7199 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7348 |
0.7377 |
| PP |
0.7344 |
0.7363 |
| S1 |
0.7340 |
0.7349 |
|