CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7464 |
0.7481 |
0.0017 |
0.2% |
0.7350 |
| High |
0.7549 |
0.7501 |
-0.0048 |
-0.6% |
0.7461 |
| Low |
0.7450 |
0.7471 |
0.0021 |
0.3% |
0.7328 |
| Close |
0.7480 |
0.7488 |
0.0008 |
0.1% |
0.7448 |
| Range |
0.0099 |
0.0030 |
-0.0069 |
-69.7% |
0.0133 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
104,229 |
72,224 |
-32,005 |
-30.7% |
324,506 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7562 |
0.7504 |
|
| R3 |
0.7547 |
0.7532 |
0.7496 |
|
| R2 |
0.7517 |
0.7517 |
0.7493 |
|
| R1 |
0.7502 |
0.7502 |
0.7490 |
0.7509 |
| PP |
0.7487 |
0.7487 |
0.7487 |
0.7490 |
| S1 |
0.7472 |
0.7472 |
0.7485 |
0.7479 |
| S2 |
0.7457 |
0.7457 |
0.7482 |
|
| S3 |
0.7427 |
0.7442 |
0.7479 |
|
| S4 |
0.7397 |
0.7412 |
0.7471 |
|
|
| 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 |
0.7431 |
0.0118 |
1.6% |
0.0042 |
0.6% |
48% |
False |
False |
71,869 |
| 10 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0043 |
0.6% |
72% |
False |
False |
75,544 |
| 20 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0045 |
0.6% |
72% |
False |
False |
71,587 |
| 40 |
0.7549 |
0.7323 |
0.0226 |
3.0% |
0.0045 |
0.6% |
73% |
False |
False |
72,333 |
| 60 |
0.7549 |
0.7250 |
0.0299 |
4.0% |
0.0045 |
0.6% |
79% |
False |
False |
74,128 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
81% |
False |
False |
64,538 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
81% |
False |
False |
51,674 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
81% |
False |
False |
43,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7629 |
|
2.618 |
0.7580 |
|
1.618 |
0.7550 |
|
1.000 |
0.7531 |
|
0.618 |
0.7520 |
|
HIGH |
0.7501 |
|
0.618 |
0.7490 |
|
0.500 |
0.7486 |
|
0.382 |
0.7482 |
|
LOW |
0.7471 |
|
0.618 |
0.7452 |
|
1.000 |
0.7441 |
|
1.618 |
0.7422 |
|
2.618 |
0.7392 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7492 |
| PP |
0.7487 |
0.7491 |
| S1 |
0.7486 |
0.7489 |
|