CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7511 |
0.7504 |
-0.0007 |
-0.1% |
0.7447 |
| High |
0.7536 |
0.7571 |
0.0036 |
0.5% |
0.7549 |
| Low |
0.7490 |
0.7489 |
-0.0002 |
0.0% |
0.7431 |
| Close |
0.7511 |
0.7571 |
0.0060 |
0.8% |
0.7491 |
| Range |
0.0046 |
0.0083 |
0.0037 |
81.3% |
0.0118 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.2% |
0.0000 |
| Volume |
107,499 |
77,954 |
-29,545 |
-27.5% |
378,580 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7763 |
0.7616 |
|
| R3 |
0.7708 |
0.7681 |
0.7593 |
|
| R2 |
0.7626 |
0.7626 |
0.7586 |
|
| R1 |
0.7598 |
0.7598 |
0.7578 |
0.7612 |
| PP |
0.7543 |
0.7543 |
0.7543 |
0.7550 |
| S1 |
0.7516 |
0.7516 |
0.7563 |
0.7530 |
| S2 |
0.7461 |
0.7461 |
0.7555 |
|
| S3 |
0.7378 |
0.7433 |
0.7548 |
|
| S4 |
0.7296 |
0.7351 |
0.7525 |
|
|
| 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 |
0.7571 |
0.7473 |
0.0098 |
1.3% |
0.0050 |
0.7% |
99% |
True |
False |
95,289 |
| 10 |
0.7571 |
0.7431 |
0.0140 |
1.8% |
0.0046 |
0.6% |
100% |
True |
False |
83,579 |
| 20 |
0.7571 |
0.7327 |
0.0245 |
3.2% |
0.0043 |
0.6% |
100% |
True |
False |
76,729 |
| 40 |
0.7571 |
0.7323 |
0.0248 |
3.3% |
0.0045 |
0.6% |
100% |
True |
False |
74,963 |
| 60 |
0.7571 |
0.7254 |
0.0317 |
4.2% |
0.0045 |
0.6% |
100% |
True |
False |
73,921 |
| 80 |
0.7571 |
0.7227 |
0.0345 |
4.6% |
0.0046 |
0.6% |
100% |
True |
False |
70,437 |
| 100 |
0.7571 |
0.7227 |
0.0345 |
4.6% |
0.0046 |
0.6% |
100% |
True |
False |
56,429 |
| 120 |
0.7571 |
0.7227 |
0.0345 |
4.6% |
0.0047 |
0.6% |
100% |
True |
False |
47,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7922 |
|
2.618 |
0.7787 |
|
1.618 |
0.7704 |
|
1.000 |
0.7654 |
|
0.618 |
0.7622 |
|
HIGH |
0.7571 |
|
0.618 |
0.7539 |
|
0.500 |
0.7530 |
|
0.382 |
0.7520 |
|
LOW |
0.7489 |
|
0.618 |
0.7438 |
|
1.000 |
0.7406 |
|
1.618 |
0.7355 |
|
2.618 |
0.7273 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7555 |
| PP |
0.7543 |
0.7539 |
| S1 |
0.7530 |
0.7524 |
|