CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7504 |
0.7565 |
0.0061 |
0.8% |
0.7498 |
High |
0.7571 |
0.7589 |
0.0018 |
0.2% |
0.7589 |
Low |
0.7489 |
0.7554 |
0.0066 |
0.9% |
0.7473 |
Close |
0.7571 |
0.7588 |
0.0018 |
0.2% |
0.7588 |
Range |
0.0083 |
0.0035 |
-0.0048 |
-58.2% |
0.0116 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
77,954 |
15,045 |
-62,909 |
-80.7% |
403,128 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7680 |
0.7669 |
0.7607 |
|
R3 |
0.7646 |
0.7634 |
0.7597 |
|
R2 |
0.7611 |
0.7611 |
0.7594 |
|
R1 |
0.7600 |
0.7600 |
0.7591 |
0.7606 |
PP |
0.7577 |
0.7577 |
0.7577 |
0.7580 |
S1 |
0.7565 |
0.7565 |
0.7585 |
0.7571 |
S2 |
0.7542 |
0.7542 |
0.7582 |
|
S3 |
0.7508 |
0.7531 |
0.7579 |
|
S4 |
0.7473 |
0.7496 |
0.7569 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7858 |
0.7652 |
|
R3 |
0.7781 |
0.7742 |
0.7620 |
|
R2 |
0.7665 |
0.7665 |
0.7609 |
|
R1 |
0.7627 |
0.7627 |
0.7599 |
0.7646 |
PP |
0.7550 |
0.7550 |
0.7550 |
0.7560 |
S1 |
0.7511 |
0.7511 |
0.7577 |
0.7531 |
S2 |
0.7434 |
0.7434 |
0.7567 |
|
S3 |
0.7319 |
0.7396 |
0.7556 |
|
S4 |
0.7203 |
0.7280 |
0.7524 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7589 |
0.7473 |
0.0116 |
1.5% |
0.0051 |
0.7% |
100% |
True |
False |
80,625 |
10 |
0.7589 |
0.7431 |
0.0158 |
2.1% |
0.0047 |
0.6% |
100% |
True |
False |
78,170 |
20 |
0.7589 |
0.7327 |
0.0262 |
3.5% |
0.0043 |
0.6% |
100% |
True |
False |
74,574 |
40 |
0.7589 |
0.7323 |
0.0266 |
3.5% |
0.0046 |
0.6% |
100% |
True |
False |
74,024 |
60 |
0.7589 |
0.7254 |
0.0335 |
4.4% |
0.0044 |
0.6% |
100% |
True |
False |
72,754 |
80 |
0.7589 |
0.7227 |
0.0362 |
4.8% |
0.0046 |
0.6% |
100% |
True |
False |
70,610 |
100 |
0.7589 |
0.7227 |
0.0362 |
4.8% |
0.0046 |
0.6% |
100% |
True |
False |
56,579 |
120 |
0.7589 |
0.7227 |
0.0362 |
4.8% |
0.0047 |
0.6% |
100% |
True |
False |
47,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7735 |
2.618 |
0.7679 |
1.618 |
0.7644 |
1.000 |
0.7623 |
0.618 |
0.7610 |
HIGH |
0.7589 |
0.618 |
0.7575 |
0.500 |
0.7571 |
0.382 |
0.7567 |
LOW |
0.7554 |
0.618 |
0.7533 |
1.000 |
0.7520 |
1.618 |
0.7498 |
2.618 |
0.7464 |
4.250 |
0.7407 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7582 |
0.7572 |
PP |
0.7577 |
0.7555 |
S1 |
0.7571 |
0.7539 |
|