CME Canadian Dollar Future December 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 |
0.7472 |
0.7463 |
-0.0010 |
-0.1% |
0.7390 |
| High |
0.7478 |
0.7487 |
0.0010 |
0.1% |
0.7485 |
| Low |
0.7468 |
0.7463 |
-0.0006 |
-0.1% |
0.7358 |
| Close |
0.7468 |
0.7487 |
0.0019 |
0.3% |
0.7474 |
| Range |
0.0010 |
0.0025 |
0.0015 |
157.9% |
0.0127 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
19 |
164 |
145 |
763.2% |
629 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7552 |
0.7544 |
0.7500 |
|
| R3 |
0.7528 |
0.7520 |
0.7494 |
|
| R2 |
0.7503 |
0.7503 |
0.7491 |
|
| R1 |
0.7495 |
0.7495 |
0.7489 |
0.7499 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7481 |
| S1 |
0.7471 |
0.7471 |
0.7485 |
0.7475 |
| S2 |
0.7454 |
0.7454 |
0.7483 |
|
| S3 |
0.7430 |
0.7446 |
0.7480 |
|
| S4 |
0.7405 |
0.7422 |
0.7474 |
|
|
| 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 |
0.7487 |
0.7358 |
0.0130 |
1.7% |
0.0029 |
0.4% |
100% |
True |
False |
92 |
| 10 |
0.7487 |
0.7351 |
0.0136 |
1.8% |
0.0024 |
0.3% |
100% |
True |
False |
95 |
| 20 |
0.7510 |
0.7351 |
0.0159 |
2.1% |
0.0020 |
0.3% |
86% |
False |
False |
51 |
| 40 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0022 |
0.3% |
70% |
False |
False |
32 |
| 60 |
0.7545 |
0.7270 |
0.0275 |
3.7% |
0.0022 |
0.3% |
79% |
False |
False |
30 |
| 80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
79% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7591 |
|
2.618 |
0.7551 |
|
1.618 |
0.7527 |
|
1.000 |
0.7512 |
|
0.618 |
0.7502 |
|
HIGH |
0.7487 |
|
0.618 |
0.7478 |
|
0.500 |
0.7475 |
|
0.382 |
0.7472 |
|
LOW |
0.7463 |
|
0.618 |
0.7447 |
|
1.000 |
0.7438 |
|
1.618 |
0.7423 |
|
2.618 |
0.7398 |
|
4.250 |
0.7358 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7483 |
| PP |
0.7479 |
0.7479 |
| S1 |
0.7475 |
0.7475 |
|