CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7565 |
0.7579 |
0.0014 |
0.2% |
0.7498 |
High |
0.7589 |
0.7588 |
-0.0001 |
0.0% |
0.7589 |
Low |
0.7554 |
0.7547 |
-0.0008 |
-0.1% |
0.7473 |
Close |
0.7588 |
0.7548 |
-0.0041 |
-0.5% |
0.7588 |
Range |
0.0035 |
0.0041 |
0.0007 |
18.8% |
0.0116 |
ATR |
0.0046 |
0.0046 |
0.0000 |
-0.7% |
0.0000 |
Volume |
15,045 |
5,068 |
-9,977 |
-66.3% |
403,128 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7684 |
0.7657 |
0.7570 |
|
R3 |
0.7643 |
0.7616 |
0.7559 |
|
R2 |
0.7602 |
0.7602 |
0.7555 |
|
R1 |
0.7575 |
0.7575 |
0.7551 |
0.7568 |
PP |
0.7561 |
0.7561 |
0.7561 |
0.7557 |
S1 |
0.7534 |
0.7534 |
0.7544 |
0.7527 |
S2 |
0.7520 |
0.7520 |
0.7540 |
|
S3 |
0.7479 |
0.7493 |
0.7536 |
|
S4 |
0.7438 |
0.7452 |
0.7525 |
|
|
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 |
0.7476 |
0.0113 |
1.5% |
0.0051 |
0.7% |
64% |
False |
False |
60,856 |
10 |
0.7589 |
0.7436 |
0.0153 |
2.0% |
0.0049 |
0.6% |
73% |
False |
False |
72,980 |
20 |
0.7589 |
0.7327 |
0.0262 |
3.5% |
0.0043 |
0.6% |
84% |
False |
False |
71,600 |
40 |
0.7589 |
0.7323 |
0.0266 |
3.5% |
0.0046 |
0.6% |
85% |
False |
False |
72,548 |
60 |
0.7589 |
0.7254 |
0.0335 |
4.4% |
0.0044 |
0.6% |
88% |
False |
False |
71,211 |
80 |
0.7589 |
0.7227 |
0.0362 |
4.8% |
0.0046 |
0.6% |
89% |
False |
False |
70,669 |
100 |
0.7589 |
0.7227 |
0.0362 |
4.8% |
0.0046 |
0.6% |
89% |
False |
False |
56,629 |
120 |
0.7589 |
0.7227 |
0.0362 |
4.8% |
0.0047 |
0.6% |
89% |
False |
False |
47,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7762 |
2.618 |
0.7695 |
1.618 |
0.7654 |
1.000 |
0.7629 |
0.618 |
0.7613 |
HIGH |
0.7588 |
0.618 |
0.7572 |
0.500 |
0.7567 |
0.382 |
0.7562 |
LOW |
0.7547 |
0.618 |
0.7521 |
1.000 |
0.7506 |
1.618 |
0.7480 |
2.618 |
0.7439 |
4.250 |
0.7372 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7567 |
0.7545 |
PP |
0.7561 |
0.7542 |
S1 |
0.7554 |
0.7539 |
|