CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7456 |
0.0035 |
0.5% |
0.7286 |
| High |
0.7466 |
0.7468 |
0.0003 |
0.0% |
0.7413 |
| Low |
0.7397 |
0.7434 |
0.0037 |
0.5% |
0.7286 |
| Close |
0.7462 |
0.7440 |
-0.0022 |
-0.3% |
0.7399 |
| Range |
0.0069 |
0.0035 |
-0.0034 |
-49.6% |
0.0127 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
98,477 |
75,251 |
-23,226 |
-23.6% |
330,816 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7551 |
0.7530 |
0.7459 |
|
| R3 |
0.7516 |
0.7495 |
0.7449 |
|
| R2 |
0.7482 |
0.7482 |
0.7446 |
|
| R1 |
0.7461 |
0.7461 |
0.7443 |
0.7454 |
| PP |
0.7447 |
0.7447 |
0.7447 |
0.7444 |
| S1 |
0.7426 |
0.7426 |
0.7437 |
0.7420 |
| S2 |
0.7413 |
0.7413 |
0.7434 |
|
| S3 |
0.7378 |
0.7392 |
0.7431 |
|
| S4 |
0.7344 |
0.7357 |
0.7421 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7700 |
0.7469 |
|
| R3 |
0.7620 |
0.7573 |
0.7434 |
|
| R2 |
0.7493 |
0.7493 |
0.7422 |
|
| R1 |
0.7446 |
0.7446 |
0.7411 |
0.7469 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7377 |
| S1 |
0.7319 |
0.7319 |
0.7387 |
0.7342 |
| S2 |
0.7239 |
0.7239 |
0.7376 |
|
| S3 |
0.7112 |
0.7192 |
0.7364 |
|
| S4 |
0.6985 |
0.7065 |
0.7329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7468 |
0.7354 |
0.0114 |
1.5% |
0.0041 |
0.5% |
75% |
True |
False |
74,975 |
| 10 |
0.7468 |
0.7254 |
0.0214 |
2.9% |
0.0046 |
0.6% |
87% |
True |
False |
77,807 |
| 20 |
0.7468 |
0.7227 |
0.0242 |
3.2% |
0.0050 |
0.7% |
88% |
True |
False |
93,755 |
| 40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0048 |
0.6% |
70% |
False |
False |
49,584 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
66% |
False |
False |
33,121 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
66% |
False |
False |
24,883 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
60% |
False |
False |
19,923 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
63% |
False |
False |
16,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7615 |
|
2.618 |
0.7558 |
|
1.618 |
0.7524 |
|
1.000 |
0.7503 |
|
0.618 |
0.7489 |
|
HIGH |
0.7468 |
|
0.618 |
0.7455 |
|
0.500 |
0.7451 |
|
0.382 |
0.7447 |
|
LOW |
0.7434 |
|
0.618 |
0.7412 |
|
1.000 |
0.7399 |
|
1.618 |
0.7378 |
|
2.618 |
0.7343 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7435 |
| PP |
0.7447 |
0.7430 |
| S1 |
0.7444 |
0.7425 |
|