CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7370 |
0.0014 |
0.2% |
0.7412 |
| High |
0.7373 |
0.7446 |
0.0073 |
1.0% |
0.7421 |
| Low |
0.7328 |
0.7364 |
0.0036 |
0.5% |
0.7327 |
| Close |
0.7370 |
0.7439 |
0.0070 |
0.9% |
0.7348 |
| Range |
0.0045 |
0.0082 |
0.0037 |
83.1% |
0.0094 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
6.6% |
0.0000 |
| Volume |
91,367 |
87,509 |
-3,858 |
-4.2% |
320,734 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7631 |
0.7484 |
|
| R3 |
0.7579 |
0.7550 |
0.7461 |
|
| R2 |
0.7498 |
0.7498 |
0.7454 |
|
| R1 |
0.7468 |
0.7468 |
0.7446 |
0.7483 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7424 |
| S1 |
0.7387 |
0.7387 |
0.7432 |
0.7402 |
| S2 |
0.7335 |
0.7335 |
0.7424 |
|
| S3 |
0.7253 |
0.7305 |
0.7417 |
|
| S4 |
0.7172 |
0.7224 |
0.7394 |
|
|
| 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 |
0.7446 |
0.7327 |
0.0119 |
1.6% |
0.0043 |
0.6% |
95% |
True |
False |
79,219 |
| 10 |
0.7446 |
0.7327 |
0.0119 |
1.6% |
0.0040 |
0.5% |
95% |
True |
False |
69,879 |
| 20 |
0.7518 |
0.7327 |
0.0191 |
2.6% |
0.0047 |
0.6% |
59% |
False |
False |
73,257 |
| 40 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0044 |
0.6% |
57% |
False |
False |
70,536 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0046 |
0.6% |
71% |
False |
False |
78,275 |
| 80 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
70% |
False |
False |
60,060 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
66% |
False |
False |
48,087 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
66% |
False |
False |
40,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7792 |
|
2.618 |
0.7659 |
|
1.618 |
0.7577 |
|
1.000 |
0.7527 |
|
0.618 |
0.7496 |
|
HIGH |
0.7446 |
|
0.618 |
0.7414 |
|
0.500 |
0.7405 |
|
0.382 |
0.7395 |
|
LOW |
0.7364 |
|
0.618 |
0.7314 |
|
1.000 |
0.7283 |
|
1.618 |
0.7232 |
|
2.618 |
0.7151 |
|
4.250 |
0.7018 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7428 |
0.7422 |
| PP |
0.7416 |
0.7404 |
| S1 |
0.7405 |
0.7387 |
|