CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7341 |
-0.0005 |
-0.1% |
0.7491 |
| High |
0.7361 |
0.7366 |
0.0006 |
0.1% |
0.7503 |
| Low |
0.7333 |
0.7336 |
0.0003 |
0.0% |
0.7381 |
| Close |
0.7335 |
0.7359 |
0.0024 |
0.3% |
0.7389 |
| Range |
0.0028 |
0.0030 |
0.0003 |
9.1% |
0.0123 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
83,969 |
78,731 |
-5,238 |
-6.2% |
309,675 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7444 |
0.7431 |
0.7375 |
|
| R3 |
0.7414 |
0.7401 |
0.7367 |
|
| R2 |
0.7384 |
0.7384 |
0.7364 |
|
| R1 |
0.7371 |
0.7371 |
0.7361 |
0.7377 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7357 |
| S1 |
0.7341 |
0.7341 |
0.7356 |
0.7347 |
| S2 |
0.7324 |
0.7324 |
0.7353 |
|
| S3 |
0.7294 |
0.7311 |
0.7350 |
|
| S4 |
0.7264 |
0.7281 |
0.7342 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7792 |
0.7713 |
0.7456 |
|
| R3 |
0.7669 |
0.7590 |
0.7423 |
|
| R2 |
0.7547 |
0.7547 |
0.7411 |
|
| R1 |
0.7468 |
0.7468 |
0.7400 |
0.7446 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7413 |
| S1 |
0.7345 |
0.7345 |
0.7378 |
0.7324 |
| S2 |
0.7302 |
0.7302 |
0.7367 |
|
| S3 |
0.7179 |
0.7223 |
0.7355 |
|
| S4 |
0.7057 |
0.7100 |
0.7322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7430 |
0.7333 |
0.0097 |
1.3% |
0.0040 |
0.5% |
26% |
False |
False |
71,299 |
| 10 |
0.7527 |
0.7333 |
0.0194 |
2.6% |
0.0039 |
0.5% |
13% |
False |
False |
71,202 |
| 20 |
0.7527 |
0.7333 |
0.0194 |
2.6% |
0.0040 |
0.5% |
13% |
False |
False |
68,798 |
| 40 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0045 |
0.6% |
44% |
False |
False |
75,968 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
41% |
False |
False |
50,872 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
41% |
False |
False |
38,197 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
41% |
False |
False |
30,592 |
| 120 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
37% |
False |
False |
25,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7494 |
|
2.618 |
0.7445 |
|
1.618 |
0.7415 |
|
1.000 |
0.7396 |
|
0.618 |
0.7385 |
|
HIGH |
0.7366 |
|
0.618 |
0.7355 |
|
0.500 |
0.7351 |
|
0.382 |
0.7347 |
|
LOW |
0.7336 |
|
0.618 |
0.7317 |
|
1.000 |
0.7306 |
|
1.618 |
0.7287 |
|
2.618 |
0.7257 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7367 |
| PP |
0.7354 |
0.7364 |
| S1 |
0.7351 |
0.7361 |
|