CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7455 |
0.7464 |
0.0009 |
0.1% |
0.7370 |
High |
0.7476 |
0.7470 |
-0.0006 |
-0.1% |
0.7476 |
Low |
0.7453 |
0.7445 |
-0.0008 |
-0.1% |
0.7345 |
Close |
0.7463 |
0.7459 |
-0.0004 |
-0.1% |
0.7463 |
Range |
0.0023 |
0.0026 |
0.0003 |
10.9% |
0.0131 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
1,624 |
2,177 |
553 |
34.1% |
6,839 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7534 |
0.7522 |
0.7473 |
|
R3 |
0.7509 |
0.7496 |
0.7466 |
|
R2 |
0.7483 |
0.7483 |
0.7463 |
|
R1 |
0.7471 |
0.7471 |
0.7461 |
0.7464 |
PP |
0.7458 |
0.7458 |
0.7458 |
0.7454 |
S1 |
0.7445 |
0.7445 |
0.7456 |
0.7439 |
S2 |
0.7432 |
0.7432 |
0.7454 |
|
S3 |
0.7407 |
0.7420 |
0.7451 |
|
S4 |
0.7381 |
0.7394 |
0.7444 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7819 |
0.7771 |
0.7534 |
|
R3 |
0.7689 |
0.7641 |
0.7498 |
|
R2 |
0.7558 |
0.7558 |
0.7486 |
|
R1 |
0.7510 |
0.7510 |
0.7474 |
0.7534 |
PP |
0.7428 |
0.7428 |
0.7428 |
0.7440 |
S1 |
0.7380 |
0.7380 |
0.7451 |
0.7404 |
S2 |
0.7297 |
0.7297 |
0.7439 |
|
S3 |
0.7167 |
0.7249 |
0.7427 |
|
S4 |
0.7036 |
0.7119 |
0.7391 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7476 |
0.7345 |
0.0131 |
1.7% |
0.0038 |
0.5% |
87% |
False |
False |
1,803 |
10 |
0.7476 |
0.7343 |
0.0133 |
1.8% |
0.0035 |
0.5% |
87% |
False |
False |
2,141 |
20 |
0.7526 |
0.7343 |
0.0183 |
2.5% |
0.0039 |
0.5% |
63% |
False |
False |
1,250 |
40 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0039 |
0.5% |
62% |
False |
False |
695 |
60 |
0.7534 |
0.7263 |
0.0272 |
3.6% |
0.0039 |
0.5% |
72% |
False |
False |
501 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
74% |
False |
False |
413 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0034 |
0.4% |
73% |
False |
False |
332 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0031 |
0.4% |
73% |
False |
False |
278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7578 |
2.618 |
0.7537 |
1.618 |
0.7511 |
1.000 |
0.7496 |
0.618 |
0.7486 |
HIGH |
0.7470 |
0.618 |
0.7460 |
0.500 |
0.7457 |
0.382 |
0.7454 |
LOW |
0.7445 |
0.618 |
0.7429 |
1.000 |
0.7419 |
1.618 |
0.7403 |
2.618 |
0.7378 |
4.250 |
0.7336 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7458 |
0.7449 |
PP |
0.7458 |
0.7439 |
S1 |
0.7457 |
0.7429 |
|