CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7350 |
0.0015 |
0.2% |
0.7412 |
| High |
0.7356 |
0.7375 |
0.0019 |
0.3% |
0.7421 |
| Low |
0.7327 |
0.7349 |
0.0022 |
0.3% |
0.7327 |
| Close |
0.7348 |
0.7356 |
0.0008 |
0.1% |
0.7348 |
| Range |
0.0030 |
0.0026 |
-0.0004 |
-11.9% |
0.0094 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
71,832 |
76,497 |
4,665 |
6.5% |
320,734 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7438 |
0.7423 |
0.7370 |
|
| R3 |
0.7412 |
0.7397 |
0.7363 |
|
| R2 |
0.7386 |
0.7386 |
0.7360 |
|
| R1 |
0.7371 |
0.7371 |
0.7358 |
0.7378 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7363 |
| S1 |
0.7345 |
0.7345 |
0.7353 |
0.7352 |
| S2 |
0.7334 |
0.7334 |
0.7351 |
|
| S3 |
0.7308 |
0.7319 |
0.7348 |
|
| S4 |
0.7282 |
0.7293 |
0.7341 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7647 |
0.7591 |
0.7399 |
|
| R3 |
0.7553 |
0.7497 |
0.7373 |
|
| R2 |
0.7459 |
0.7459 |
0.7365 |
|
| R1 |
0.7403 |
0.7403 |
0.7356 |
0.7384 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7355 |
| S1 |
0.7309 |
0.7309 |
0.7339 |
0.7290 |
| S2 |
0.7271 |
0.7271 |
0.7330 |
|
| S3 |
0.7177 |
0.7215 |
0.7322 |
|
| S4 |
0.7083 |
0.7121 |
0.7296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7421 |
0.7327 |
0.0094 |
1.3% |
0.0037 |
0.5% |
31% |
False |
False |
73,135 |
| 10 |
0.7466 |
0.7327 |
0.0139 |
1.9% |
0.0037 |
0.5% |
21% |
False |
False |
66,306 |
| 20 |
0.7518 |
0.7327 |
0.0191 |
2.6% |
0.0045 |
0.6% |
15% |
False |
False |
71,439 |
| 40 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0043 |
0.6% |
16% |
False |
False |
70,407 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
43% |
False |
False |
76,646 |
| 80 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
43% |
False |
False |
57,832 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
40% |
False |
False |
46,302 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
40% |
False |
False |
38,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7485 |
|
2.618 |
0.7443 |
|
1.618 |
0.7417 |
|
1.000 |
0.7401 |
|
0.618 |
0.7391 |
|
HIGH |
0.7375 |
|
0.618 |
0.7365 |
|
0.500 |
0.7362 |
|
0.382 |
0.7358 |
|
LOW |
0.7349 |
|
0.618 |
0.7332 |
|
1.000 |
0.7323 |
|
1.618 |
0.7306 |
|
2.618 |
0.7280 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7362 |
0.7354 |
| PP |
0.7360 |
0.7352 |
| S1 |
0.7358 |
0.7351 |
|