CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7410 |
0.7411 |
0.0001 |
0.0% |
0.7381 |
| High |
0.7421 |
0.7414 |
-0.0007 |
-0.1% |
0.7466 |
| Low |
0.7385 |
0.7354 |
-0.0031 |
-0.4% |
0.7376 |
| Close |
0.7411 |
0.7358 |
-0.0054 |
-0.7% |
0.7408 |
| Range |
0.0036 |
0.0060 |
0.0025 |
69.0% |
0.0090 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.5% |
0.0000 |
| Volume |
60,693 |
87,765 |
27,072 |
44.6% |
336,309 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7516 |
0.7391 |
|
| R3 |
0.7495 |
0.7456 |
0.7374 |
|
| R2 |
0.7435 |
0.7435 |
0.7369 |
|
| R1 |
0.7396 |
0.7396 |
0.7363 |
0.7386 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7370 |
| S1 |
0.7336 |
0.7336 |
0.7352 |
0.7326 |
| S2 |
0.7315 |
0.7315 |
0.7347 |
|
| S3 |
0.7255 |
0.7276 |
0.7341 |
|
| S4 |
0.7195 |
0.7216 |
0.7325 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7636 |
0.7457 |
|
| R3 |
0.7595 |
0.7546 |
0.7432 |
|
| R2 |
0.7506 |
0.7506 |
0.7424 |
|
| R1 |
0.7457 |
0.7457 |
0.7416 |
0.7481 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7429 |
| S1 |
0.7367 |
0.7367 |
0.7399 |
0.7392 |
| S2 |
0.7327 |
0.7327 |
0.7391 |
|
| S3 |
0.7237 |
0.7278 |
0.7383 |
|
| S4 |
0.7148 |
0.7188 |
0.7358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7439 |
0.7354 |
0.0085 |
1.1% |
0.0037 |
0.5% |
4% |
False |
True |
60,540 |
| 10 |
0.7490 |
0.7354 |
0.0136 |
1.8% |
0.0047 |
0.6% |
3% |
False |
True |
67,630 |
| 20 |
0.7518 |
0.7323 |
0.0195 |
2.6% |
0.0048 |
0.6% |
18% |
False |
False |
71,814 |
| 40 |
0.7527 |
0.7323 |
0.0204 |
2.8% |
0.0044 |
0.6% |
17% |
False |
False |
70,005 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.1% |
0.0046 |
0.6% |
44% |
False |
False |
73,307 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
41% |
False |
False |
55,127 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.6% |
41% |
False |
False |
44,133 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
41% |
False |
False |
36,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7571 |
|
1.618 |
0.7511 |
|
1.000 |
0.7474 |
|
0.618 |
0.7451 |
|
HIGH |
0.7414 |
|
0.618 |
0.7391 |
|
0.500 |
0.7384 |
|
0.382 |
0.7377 |
|
LOW |
0.7354 |
|
0.618 |
0.7317 |
|
1.000 |
0.7294 |
|
1.618 |
0.7257 |
|
2.618 |
0.7197 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7387 |
| PP |
0.7375 |
0.7377 |
| S1 |
0.7366 |
0.7367 |
|