CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 02-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7409 |
0.7470 |
0.0061 |
0.8% |
0.7390 |
High |
0.7463 |
0.7485 |
0.0022 |
0.3% |
0.7485 |
Low |
0.7409 |
0.7463 |
0.0054 |
0.7% |
0.7358 |
Close |
0.7463 |
0.7474 |
0.0011 |
0.1% |
0.7474 |
Range |
0.0054 |
0.0022 |
-0.0033 |
-60.2% |
0.0127 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
16 |
45 |
29 |
181.3% |
629 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7538 |
0.7527 |
0.7485 |
|
R3 |
0.7517 |
0.7506 |
0.7479 |
|
R2 |
0.7495 |
0.7495 |
0.7477 |
|
R1 |
0.7484 |
0.7484 |
0.7475 |
0.7490 |
PP |
0.7474 |
0.7474 |
0.7474 |
0.7476 |
S1 |
0.7463 |
0.7463 |
0.7472 |
0.7468 |
S2 |
0.7452 |
0.7452 |
0.7470 |
|
S3 |
0.7431 |
0.7441 |
0.7468 |
|
S4 |
0.7409 |
0.7420 |
0.7462 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7820 |
0.7774 |
0.7543 |
|
R3 |
0.7693 |
0.7647 |
0.7508 |
|
R2 |
0.7566 |
0.7566 |
0.7497 |
|
R1 |
0.7520 |
0.7520 |
0.7485 |
0.7543 |
PP |
0.7439 |
0.7439 |
0.7439 |
0.7450 |
S1 |
0.7393 |
0.7393 |
0.7462 |
0.7416 |
S2 |
0.7312 |
0.7312 |
0.7450 |
|
S3 |
0.7185 |
0.7266 |
0.7439 |
|
S4 |
0.7058 |
0.7139 |
0.7404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7485 |
0.7351 |
0.0134 |
1.8% |
0.0030 |
0.4% |
92% |
True |
False |
127 |
10 |
0.7485 |
0.7351 |
0.0134 |
1.8% |
0.0023 |
0.3% |
92% |
True |
False |
77 |
20 |
0.7533 |
0.7351 |
0.0182 |
2.4% |
0.0022 |
0.3% |
67% |
False |
False |
44 |
40 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0022 |
0.3% |
64% |
False |
False |
28 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
75% |
False |
False |
28 |
80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
75% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7576 |
2.618 |
0.7541 |
1.618 |
0.7519 |
1.000 |
0.7506 |
0.618 |
0.7498 |
HIGH |
0.7485 |
0.618 |
0.7476 |
0.500 |
0.7474 |
0.382 |
0.7471 |
LOW |
0.7463 |
0.618 |
0.7450 |
1.000 |
0.7442 |
1.618 |
0.7428 |
2.618 |
0.7407 |
4.250 |
0.7372 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7474 |
0.7456 |
PP |
0.7474 |
0.7439 |
S1 |
0.7474 |
0.7421 |
|