CME Canadian Dollar Future December 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 |
0.7358 |
0.7409 |
0.0052 |
0.7% |
0.7435 |
| High |
0.7395 |
0.7463 |
0.0068 |
0.9% |
0.7438 |
| Low |
0.7358 |
0.7409 |
0.0052 |
0.7% |
0.7351 |
| Close |
0.7395 |
0.7463 |
0.0068 |
0.9% |
0.7375 |
| Range |
0.0038 |
0.0054 |
0.0017 |
44.0% |
0.0087 |
| ATR |
0.0029 |
0.0032 |
0.0003 |
9.3% |
0.0000 |
| Volume |
216 |
16 |
-200 |
-92.6% |
143 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7589 |
0.7493 |
|
| R3 |
0.7553 |
0.7535 |
0.7478 |
|
| R2 |
0.7499 |
0.7499 |
0.7473 |
|
| R1 |
0.7481 |
0.7481 |
0.7468 |
0.7490 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7450 |
| S1 |
0.7427 |
0.7427 |
0.7458 |
0.7436 |
| S2 |
0.7391 |
0.7391 |
0.7453 |
|
| S3 |
0.7337 |
0.7373 |
0.7448 |
|
| S4 |
0.7283 |
0.7319 |
0.7433 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7599 |
0.7422 |
|
| R3 |
0.7562 |
0.7512 |
0.7398 |
|
| R2 |
0.7475 |
0.7475 |
0.7390 |
|
| R1 |
0.7425 |
0.7425 |
0.7382 |
0.7406 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7379 |
| S1 |
0.7338 |
0.7338 |
0.7367 |
0.7319 |
| S2 |
0.7301 |
0.7301 |
0.7359 |
|
| S3 |
0.7214 |
0.7251 |
0.7351 |
|
| S4 |
0.7127 |
0.7164 |
0.7327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7463 |
0.7351 |
0.0112 |
1.5% |
0.0029 |
0.4% |
100% |
True |
False |
128 |
| 10 |
0.7463 |
0.7351 |
0.0112 |
1.5% |
0.0024 |
0.3% |
100% |
True |
False |
74 |
| 20 |
0.7533 |
0.7351 |
0.0182 |
2.4% |
0.0023 |
0.3% |
62% |
False |
False |
42 |
| 40 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0022 |
0.3% |
58% |
False |
False |
27 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
71% |
False |
False |
27 |
| 80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
71% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7693 |
|
2.618 |
0.7604 |
|
1.618 |
0.7550 |
|
1.000 |
0.7517 |
|
0.618 |
0.7496 |
|
HIGH |
0.7463 |
|
0.618 |
0.7442 |
|
0.500 |
0.7436 |
|
0.382 |
0.7430 |
|
LOW |
0.7409 |
|
0.618 |
0.7376 |
|
1.000 |
0.7355 |
|
1.618 |
0.7322 |
|
2.618 |
0.7268 |
|
4.250 |
0.7180 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7445 |
| PP |
0.7445 |
0.7428 |
| S1 |
0.7436 |
0.7410 |
|