CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7368 |
0.7384 |
0.0016 |
0.2% |
0.7427 |
High |
0.7388 |
0.7460 |
0.0073 |
1.0% |
0.7434 |
Low |
0.7345 |
0.7383 |
0.0038 |
0.5% |
0.7343 |
Close |
0.7385 |
0.7454 |
0.0070 |
0.9% |
0.7364 |
Range |
0.0043 |
0.0077 |
0.0035 |
81.2% |
0.0091 |
ATR |
0.0039 |
0.0042 |
0.0003 |
6.9% |
0.0000 |
Volume |
3,187 |
1,589 |
-1,598 |
-50.1% |
12,399 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7663 |
0.7636 |
0.7496 |
|
R3 |
0.7586 |
0.7559 |
0.7475 |
|
R2 |
0.7509 |
0.7509 |
0.7468 |
|
R1 |
0.7482 |
0.7482 |
0.7461 |
0.7496 |
PP |
0.7432 |
0.7432 |
0.7432 |
0.7439 |
S1 |
0.7405 |
0.7405 |
0.7447 |
0.7419 |
S2 |
0.7355 |
0.7355 |
0.7440 |
|
S3 |
0.7278 |
0.7328 |
0.7433 |
|
S4 |
0.7201 |
0.7251 |
0.7412 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7653 |
0.7599 |
0.7414 |
|
R3 |
0.7562 |
0.7508 |
0.7389 |
|
R2 |
0.7471 |
0.7471 |
0.7380 |
|
R1 |
0.7417 |
0.7417 |
0.7372 |
0.7399 |
PP |
0.7380 |
0.7380 |
0.7380 |
0.7371 |
S1 |
0.7326 |
0.7326 |
0.7355 |
0.7308 |
S2 |
0.7289 |
0.7289 |
0.7347 |
|
S3 |
0.7198 |
0.7235 |
0.7338 |
|
S4 |
0.7107 |
0.7144 |
0.7313 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7460 |
0.7343 |
0.0117 |
1.6% |
0.0040 |
0.5% |
95% |
True |
False |
1,494 |
10 |
0.7460 |
0.7343 |
0.0117 |
1.6% |
0.0037 |
0.5% |
95% |
True |
False |
1,861 |
20 |
0.7526 |
0.7343 |
0.0183 |
2.5% |
0.0044 |
0.6% |
61% |
False |
False |
1,085 |
40 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0039 |
0.5% |
59% |
False |
False |
601 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
72% |
False |
False |
453 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
72% |
False |
False |
366 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0033 |
0.4% |
72% |
False |
False |
294 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0031 |
0.4% |
72% |
False |
False |
246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7787 |
2.618 |
0.7662 |
1.618 |
0.7585 |
1.000 |
0.7537 |
0.618 |
0.7508 |
HIGH |
0.7460 |
0.618 |
0.7431 |
0.500 |
0.7422 |
0.382 |
0.7412 |
LOW |
0.7383 |
0.618 |
0.7335 |
1.000 |
0.7306 |
1.618 |
0.7258 |
2.618 |
0.7181 |
4.250 |
0.7056 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7443 |
0.7437 |
PP |
0.7432 |
0.7420 |
S1 |
0.7422 |
0.7403 |
|