CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 06-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7464 |
0.7453 |
-0.0011 |
-0.1% |
0.7370 |
High |
0.7470 |
0.7484 |
0.0014 |
0.2% |
0.7476 |
Low |
0.7445 |
0.7450 |
0.0006 |
0.1% |
0.7345 |
Close |
0.7459 |
0.7478 |
0.0020 |
0.3% |
0.7463 |
Range |
0.0026 |
0.0034 |
0.0009 |
33.3% |
0.0131 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-1.0% |
0.0000 |
Volume |
2,177 |
4,069 |
1,892 |
86.9% |
6,839 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7573 |
0.7559 |
0.7497 |
|
R3 |
0.7539 |
0.7525 |
0.7487 |
|
R2 |
0.7505 |
0.7505 |
0.7484 |
|
R1 |
0.7491 |
0.7491 |
0.7481 |
0.7498 |
PP |
0.7471 |
0.7471 |
0.7471 |
0.7474 |
S1 |
0.7457 |
0.7457 |
0.7475 |
0.7464 |
S2 |
0.7437 |
0.7437 |
0.7472 |
|
S3 |
0.7403 |
0.7423 |
0.7469 |
|
S4 |
0.7369 |
0.7389 |
0.7459 |
|
|
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 |
0.7484 |
0.7345 |
0.0139 |
1.9% |
0.0040 |
0.5% |
96% |
True |
False |
2,529 |
10 |
0.7484 |
0.7343 |
0.0141 |
1.9% |
0.0037 |
0.5% |
96% |
True |
False |
2,525 |
20 |
0.7517 |
0.7343 |
0.0174 |
2.3% |
0.0039 |
0.5% |
78% |
False |
False |
1,441 |
40 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0039 |
0.5% |
72% |
False |
False |
796 |
60 |
0.7534 |
0.7263 |
0.0272 |
3.6% |
0.0038 |
0.5% |
79% |
False |
False |
566 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
81% |
False |
False |
464 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0034 |
0.5% |
80% |
False |
False |
373 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0031 |
0.4% |
80% |
False |
False |
311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7629 |
2.618 |
0.7573 |
1.618 |
0.7539 |
1.000 |
0.7518 |
0.618 |
0.7505 |
HIGH |
0.7484 |
0.618 |
0.7471 |
0.500 |
0.7467 |
0.382 |
0.7463 |
LOW |
0.7450 |
0.618 |
0.7429 |
1.000 |
0.7416 |
1.618 |
0.7395 |
2.618 |
0.7361 |
4.250 |
0.7306 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7474 |
0.7473 |
PP |
0.7471 |
0.7469 |
S1 |
0.7467 |
0.7464 |
|