CME Canadian Dollar Future December 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 |
0.7470 |
0.7472 |
0.0002 |
0.0% |
0.7390 |
| High |
0.7485 |
0.7478 |
-0.0007 |
-0.1% |
0.7485 |
| Low |
0.7463 |
0.7468 |
0.0005 |
0.1% |
0.7358 |
| Close |
0.7474 |
0.7468 |
-0.0006 |
-0.1% |
0.7474 |
| Range |
0.0022 |
0.0010 |
-0.0012 |
-55.8% |
0.0127 |
| ATR |
0.0031 |
0.0030 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
45 |
19 |
-26 |
-57.8% |
629 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7500 |
0.7493 |
0.7473 |
|
| R3 |
0.7490 |
0.7484 |
0.7471 |
|
| R2 |
0.7481 |
0.7481 |
0.7470 |
|
| R1 |
0.7474 |
0.7474 |
0.7469 |
0.7473 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7470 |
| S1 |
0.7465 |
0.7465 |
0.7467 |
0.7463 |
| S2 |
0.7462 |
0.7462 |
0.7466 |
|
| S3 |
0.7452 |
0.7455 |
0.7465 |
|
| S4 |
0.7443 |
0.7446 |
0.7463 |
|
|
| 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 |
0.7358 |
0.0127 |
1.7% |
0.0026 |
0.3% |
87% |
False |
False |
129 |
| 10 |
0.7485 |
0.7351 |
0.0134 |
1.8% |
0.0022 |
0.3% |
88% |
False |
False |
79 |
| 20 |
0.7533 |
0.7351 |
0.0182 |
2.4% |
0.0020 |
0.3% |
64% |
False |
False |
44 |
| 40 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0022 |
0.3% |
61% |
False |
False |
28 |
| 60 |
0.7545 |
0.7270 |
0.0275 |
3.7% |
0.0022 |
0.3% |
72% |
False |
False |
28 |
| 80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
73% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7518 |
|
2.618 |
0.7502 |
|
1.618 |
0.7493 |
|
1.000 |
0.7487 |
|
0.618 |
0.7483 |
|
HIGH |
0.7478 |
|
0.618 |
0.7474 |
|
0.500 |
0.7473 |
|
0.382 |
0.7472 |
|
LOW |
0.7468 |
|
0.618 |
0.7462 |
|
1.000 |
0.7459 |
|
1.618 |
0.7453 |
|
2.618 |
0.7443 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7473 |
0.7461 |
| PP |
0.7471 |
0.7454 |
| S1 |
0.7470 |
0.7447 |
|