CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7487 |
0.7498 |
0.0011 |
0.1% |
0.7447 |
High |
0.7513 |
0.7512 |
-0.0001 |
0.0% |
0.7549 |
Low |
0.7480 |
0.7473 |
-0.0007 |
-0.1% |
0.7431 |
Close |
0.7491 |
0.7480 |
-0.0012 |
-0.2% |
0.7491 |
Range |
0.0033 |
0.0039 |
0.0006 |
18.5% |
0.0118 |
ATR |
0.0044 |
0.0043 |
0.0000 |
-0.9% |
0.0000 |
Volume |
88,366 |
103,912 |
15,546 |
17.6% |
378,580 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7604 |
0.7580 |
0.7501 |
|
R3 |
0.7565 |
0.7542 |
0.7490 |
|
R2 |
0.7527 |
0.7527 |
0.7487 |
|
R1 |
0.7503 |
0.7503 |
0.7483 |
0.7496 |
PP |
0.7488 |
0.7488 |
0.7488 |
0.7484 |
S1 |
0.7465 |
0.7465 |
0.7476 |
0.7457 |
S2 |
0.7450 |
0.7450 |
0.7472 |
|
S3 |
0.7411 |
0.7426 |
0.7469 |
|
S4 |
0.7373 |
0.7388 |
0.7458 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7844 |
0.7786 |
0.7556 |
|
R3 |
0.7726 |
0.7668 |
0.7523 |
|
R2 |
0.7608 |
0.7608 |
0.7513 |
|
R1 |
0.7550 |
0.7550 |
0.7502 |
0.7579 |
PP |
0.7490 |
0.7490 |
0.7490 |
0.7505 |
S1 |
0.7432 |
0.7432 |
0.7480 |
0.7461 |
S2 |
0.7372 |
0.7372 |
0.7469 |
|
S3 |
0.7254 |
0.7314 |
0.7459 |
|
S4 |
0.7136 |
0.7196 |
0.7426 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7549 |
0.7436 |
0.0114 |
1.5% |
0.0047 |
0.6% |
39% |
False |
False |
85,103 |
10 |
0.7549 |
0.7328 |
0.0221 |
3.0% |
0.0044 |
0.6% |
69% |
False |
False |
80,699 |
20 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0042 |
0.6% |
69% |
False |
False |
73,202 |
40 |
0.7549 |
0.7323 |
0.0226 |
3.0% |
0.0044 |
0.6% |
69% |
False |
False |
72,683 |
60 |
0.7549 |
0.7254 |
0.0295 |
3.9% |
0.0044 |
0.6% |
76% |
False |
False |
73,130 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
78% |
False |
False |
66,928 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
78% |
False |
False |
53,591 |
120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
78% |
False |
False |
44,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7675 |
2.618 |
0.7612 |
1.618 |
0.7574 |
1.000 |
0.7550 |
0.618 |
0.7535 |
HIGH |
0.7512 |
0.618 |
0.7497 |
0.500 |
0.7492 |
0.382 |
0.7488 |
LOW |
0.7473 |
0.618 |
0.7449 |
1.000 |
0.7435 |
1.618 |
0.7411 |
2.618 |
0.7372 |
4.250 |
0.7309 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7492 |
0.7492 |
PP |
0.7488 |
0.7488 |
S1 |
0.7484 |
0.7484 |
|