CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7442 |
-0.0005 |
-0.1% |
0.7350 |
| High |
0.7456 |
0.7470 |
0.0015 |
0.2% |
0.7461 |
| Low |
0.7431 |
0.7436 |
0.0005 |
0.1% |
0.7328 |
| Close |
0.7444 |
0.7464 |
0.0020 |
0.3% |
0.7448 |
| Range |
0.0025 |
0.0035 |
0.0010 |
40.8% |
0.0133 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
56,975 |
56,786 |
-189 |
-0.3% |
324,506 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7547 |
0.7483 |
|
| R3 |
0.7526 |
0.7512 |
0.7473 |
|
| R2 |
0.7491 |
0.7491 |
0.7470 |
|
| R1 |
0.7478 |
0.7478 |
0.7467 |
0.7484 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7460 |
| S1 |
0.7443 |
0.7443 |
0.7461 |
0.7450 |
| S2 |
0.7422 |
0.7422 |
0.7458 |
|
| S3 |
0.7388 |
0.7409 |
0.7455 |
|
| S4 |
0.7353 |
0.7374 |
0.7445 |
|
|
| 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 |
0.7470 |
0.7328 |
0.0142 |
1.9% |
0.0042 |
0.6% |
96% |
True |
False |
72,354 |
| 10 |
0.7470 |
0.7327 |
0.0144 |
1.9% |
0.0039 |
0.5% |
96% |
True |
False |
72,744 |
| 20 |
0.7506 |
0.7327 |
0.0179 |
2.4% |
0.0042 |
0.6% |
77% |
False |
False |
69,979 |
| 40 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0043 |
0.6% |
69% |
False |
False |
70,936 |
| 60 |
0.7527 |
0.7249 |
0.0278 |
3.7% |
0.0045 |
0.6% |
77% |
False |
False |
75,394 |
| 80 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0045 |
0.6% |
78% |
False |
False |
62,341 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
74% |
False |
False |
49,913 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
74% |
False |
False |
41,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7617 |
|
2.618 |
0.7560 |
|
1.618 |
0.7526 |
|
1.000 |
0.7505 |
|
0.618 |
0.7491 |
|
HIGH |
0.7470 |
|
0.618 |
0.7457 |
|
0.500 |
0.7453 |
|
0.382 |
0.7449 |
|
LOW |
0.7436 |
|
0.618 |
0.7414 |
|
1.000 |
0.7401 |
|
1.618 |
0.7380 |
|
2.618 |
0.7345 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7460 |
0.7460 |
| PP |
0.7457 |
0.7455 |
| S1 |
0.7453 |
0.7451 |
|