CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 31-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7350 |
0.7357 |
0.0007 |
0.1% |
0.7412 |
High |
0.7375 |
0.7373 |
-0.0002 |
0.0% |
0.7421 |
Low |
0.7349 |
0.7328 |
-0.0021 |
-0.3% |
0.7327 |
Close |
0.7356 |
0.7370 |
0.0014 |
0.2% |
0.7348 |
Range |
0.0026 |
0.0045 |
0.0019 |
71.2% |
0.0094 |
ATR |
0.0042 |
0.0042 |
0.0000 |
0.4% |
0.0000 |
Volume |
76,497 |
91,367 |
14,870 |
19.4% |
320,734 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7490 |
0.7474 |
0.7394 |
|
R3 |
0.7446 |
0.7430 |
0.7382 |
|
R2 |
0.7401 |
0.7401 |
0.7378 |
|
R1 |
0.7385 |
0.7385 |
0.7374 |
0.7393 |
PP |
0.7357 |
0.7357 |
0.7357 |
0.7361 |
S1 |
0.7341 |
0.7341 |
0.7365 |
0.7349 |
S2 |
0.7312 |
0.7312 |
0.7361 |
|
S3 |
0.7268 |
0.7296 |
0.7357 |
|
S4 |
0.7223 |
0.7252 |
0.7345 |
|
|
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 |
0.7414 |
0.7327 |
0.0088 |
1.2% |
0.0038 |
0.5% |
49% |
False |
False |
79,270 |
10 |
0.7447 |
0.7327 |
0.0121 |
1.6% |
0.0037 |
0.5% |
36% |
False |
False |
67,949 |
20 |
0.7518 |
0.7327 |
0.0191 |
2.6% |
0.0045 |
0.6% |
23% |
False |
False |
72,129 |
40 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0043 |
0.6% |
23% |
False |
False |
70,229 |
60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
48% |
False |
False |
77,770 |
80 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0045 |
0.6% |
47% |
False |
False |
58,968 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
44% |
False |
False |
47,213 |
120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
44% |
False |
False |
39,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7562 |
2.618 |
0.7489 |
1.618 |
0.7445 |
1.000 |
0.7417 |
0.618 |
0.7400 |
HIGH |
0.7373 |
0.618 |
0.7356 |
0.500 |
0.7350 |
0.382 |
0.7345 |
LOW |
0.7328 |
0.618 |
0.7300 |
1.000 |
0.7284 |
1.618 |
0.7256 |
2.618 |
0.7211 |
4.250 |
0.7139 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7363 |
0.7363 |
PP |
0.7357 |
0.7357 |
S1 |
0.7350 |
0.7351 |
|