CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 07-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7463 |
0.7500 |
0.0038 |
0.5% |
0.7390 |
High |
0.7487 |
0.7530 |
0.0043 |
0.6% |
0.7485 |
Low |
0.7463 |
0.7497 |
0.0035 |
0.5% |
0.7358 |
Close |
0.7487 |
0.7497 |
0.0010 |
0.1% |
0.7474 |
Range |
0.0025 |
0.0033 |
0.0009 |
34.7% |
0.0127 |
ATR |
0.0030 |
0.0030 |
0.0001 |
3.3% |
0.0000 |
Volume |
164 |
235 |
71 |
43.3% |
629 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7607 |
0.7585 |
0.7515 |
|
R3 |
0.7574 |
0.7552 |
0.7506 |
|
R2 |
0.7541 |
0.7541 |
0.7503 |
|
R1 |
0.7519 |
0.7519 |
0.7500 |
0.7514 |
PP |
0.7508 |
0.7508 |
0.7508 |
0.7505 |
S1 |
0.7486 |
0.7486 |
0.7494 |
0.7481 |
S2 |
0.7475 |
0.7475 |
0.7491 |
|
S3 |
0.7442 |
0.7453 |
0.7488 |
|
S4 |
0.7409 |
0.7420 |
0.7479 |
|
|
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 |
0.7530 |
0.7409 |
0.0121 |
1.6% |
0.0029 |
0.4% |
73% |
True |
False |
95 |
10 |
0.7530 |
0.7351 |
0.0179 |
2.4% |
0.0027 |
0.4% |
82% |
True |
False |
118 |
20 |
0.7530 |
0.7351 |
0.0179 |
2.4% |
0.0020 |
0.3% |
82% |
True |
False |
63 |
40 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0023 |
0.3% |
76% |
False |
False |
38 |
60 |
0.7545 |
0.7270 |
0.0275 |
3.7% |
0.0022 |
0.3% |
83% |
False |
False |
34 |
80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
83% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7670 |
2.618 |
0.7616 |
1.618 |
0.7583 |
1.000 |
0.7563 |
0.618 |
0.7550 |
HIGH |
0.7530 |
0.618 |
0.7517 |
0.500 |
0.7514 |
0.382 |
0.7510 |
LOW |
0.7497 |
0.618 |
0.7477 |
1.000 |
0.7464 |
1.618 |
0.7444 |
2.618 |
0.7411 |
4.250 |
0.7357 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7497 |
PP |
0.7508 |
0.7497 |
S1 |
0.7503 |
0.7496 |
|