CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7439 |
0.7447 |
0.0008 |
0.1% |
0.7350 |
High |
0.7461 |
0.7456 |
-0.0006 |
-0.1% |
0.7461 |
Low |
0.7437 |
0.7431 |
-0.0006 |
-0.1% |
0.7328 |
Close |
0.7448 |
0.7444 |
-0.0004 |
0.0% |
0.7448 |
Range |
0.0024 |
0.0025 |
0.0001 |
2.1% |
0.0133 |
ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
69,133 |
56,975 |
-12,158 |
-17.6% |
324,506 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7517 |
0.7505 |
0.7457 |
|
R3 |
0.7493 |
0.7481 |
0.7451 |
|
R2 |
0.7468 |
0.7468 |
0.7448 |
|
R1 |
0.7456 |
0.7456 |
0.7446 |
0.7450 |
PP |
0.7444 |
0.7444 |
0.7444 |
0.7440 |
S1 |
0.7432 |
0.7432 |
0.7442 |
0.7425 |
S2 |
0.7419 |
0.7419 |
0.7440 |
|
S3 |
0.7395 |
0.7407 |
0.7437 |
|
S4 |
0.7370 |
0.7383 |
0.7431 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7811 |
0.7762 |
0.7521 |
|
R3 |
0.7678 |
0.7629 |
0.7484 |
|
R2 |
0.7545 |
0.7545 |
0.7472 |
|
R1 |
0.7496 |
0.7496 |
0.7460 |
0.7521 |
PP |
0.7412 |
0.7412 |
0.7412 |
0.7424 |
S1 |
0.7363 |
0.7363 |
0.7435 |
0.7388 |
S2 |
0.7279 |
0.7279 |
0.7423 |
|
S3 |
0.7146 |
0.7230 |
0.7411 |
|
S4 |
0.7013 |
0.7097 |
0.7374 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7461 |
0.7328 |
0.0133 |
1.8% |
0.0040 |
0.5% |
87% |
False |
False |
76,296 |
10 |
0.7461 |
0.7327 |
0.0135 |
1.8% |
0.0038 |
0.5% |
87% |
False |
False |
70,221 |
20 |
0.7518 |
0.7327 |
0.0191 |
2.6% |
0.0042 |
0.6% |
62% |
False |
False |
71,826 |
40 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0043 |
0.6% |
59% |
False |
False |
70,626 |
60 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0045 |
0.6% |
72% |
False |
False |
76,901 |
80 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
72% |
False |
False |
61,634 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
67% |
False |
False |
49,346 |
120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
67% |
False |
False |
41,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7560 |
2.618 |
0.7520 |
1.618 |
0.7495 |
1.000 |
0.7480 |
0.618 |
0.7471 |
HIGH |
0.7456 |
0.618 |
0.7446 |
0.500 |
0.7443 |
0.382 |
0.7440 |
LOW |
0.7431 |
0.618 |
0.7416 |
1.000 |
0.7407 |
1.618 |
0.7391 |
2.618 |
0.7367 |
4.250 |
0.7327 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7444 |
0.7434 |
PP |
0.7444 |
0.7423 |
S1 |
0.7443 |
0.7413 |
|