CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 07-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7442 |
0.7464 |
0.0022 |
0.3% |
0.7350 |
High |
0.7470 |
0.7549 |
0.0079 |
1.1% |
0.7461 |
Low |
0.7436 |
0.7450 |
0.0015 |
0.2% |
0.7328 |
Close |
0.7464 |
0.7480 |
0.0016 |
0.2% |
0.7448 |
Range |
0.0035 |
0.0099 |
0.0065 |
187.0% |
0.0133 |
ATR |
0.0042 |
0.0046 |
0.0004 |
9.8% |
0.0000 |
Volume |
56,786 |
104,229 |
47,443 |
83.5% |
324,506 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7790 |
0.7734 |
0.7534 |
|
R3 |
0.7691 |
0.7635 |
0.7507 |
|
R2 |
0.7592 |
0.7592 |
0.7498 |
|
R1 |
0.7536 |
0.7536 |
0.7489 |
0.7564 |
PP |
0.7493 |
0.7493 |
0.7493 |
0.7507 |
S1 |
0.7437 |
0.7437 |
0.7471 |
0.7465 |
S2 |
0.7394 |
0.7394 |
0.7462 |
|
S3 |
0.7295 |
0.7338 |
0.7453 |
|
S4 |
0.7196 |
0.7239 |
0.7426 |
|
|
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 |
0.7549 |
0.7364 |
0.0185 |
2.5% |
0.0053 |
0.7% |
63% |
True |
False |
74,926 |
10 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0046 |
0.6% |
69% |
True |
False |
77,098 |
20 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0045 |
0.6% |
69% |
True |
False |
72,145 |
40 |
0.7549 |
0.7323 |
0.0226 |
3.0% |
0.0045 |
0.6% |
69% |
True |
False |
72,169 |
60 |
0.7549 |
0.7250 |
0.0299 |
4.0% |
0.0045 |
0.6% |
77% |
True |
False |
74,696 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
79% |
True |
False |
63,637 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
79% |
True |
False |
50,953 |
120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
79% |
True |
False |
42,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7970 |
2.618 |
0.7808 |
1.618 |
0.7709 |
1.000 |
0.7648 |
0.618 |
0.7610 |
HIGH |
0.7549 |
0.618 |
0.7511 |
0.500 |
0.7500 |
0.382 |
0.7488 |
LOW |
0.7450 |
0.618 |
0.7389 |
1.000 |
0.7351 |
1.618 |
0.7290 |
2.618 |
0.7191 |
4.250 |
0.7029 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7500 |
0.7490 |
PP |
0.7493 |
0.7487 |
S1 |
0.7487 |
0.7483 |
|