CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7370 |
0.7439 |
0.0069 |
0.9% |
0.7350 |
| High |
0.7446 |
0.7461 |
0.0016 |
0.2% |
0.7461 |
| Low |
0.7364 |
0.7437 |
0.0073 |
1.0% |
0.7328 |
| Close |
0.7439 |
0.7448 |
0.0009 |
0.1% |
0.7448 |
| Range |
0.0082 |
0.0024 |
-0.0058 |
-70.6% |
0.0133 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
87,509 |
69,133 |
-18,376 |
-21.0% |
324,506 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7508 |
0.7461 |
|
| R3 |
0.7497 |
0.7484 |
0.7454 |
|
| R2 |
0.7473 |
0.7473 |
0.7452 |
|
| R1 |
0.7460 |
0.7460 |
0.7450 |
0.7466 |
| PP |
0.7449 |
0.7449 |
0.7449 |
0.7452 |
| S1 |
0.7436 |
0.7436 |
0.7445 |
0.7442 |
| S2 |
0.7425 |
0.7425 |
0.7443 |
|
| S3 |
0.7401 |
0.7412 |
0.7441 |
|
| S4 |
0.7377 |
0.7388 |
0.7434 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7762 |
0.7521 |
|
| R3 |
0.7678 |
0.7629 |
0.7484 |
|
| R2 |
0.7545 |
0.7545 |
0.7472 |
|
| R1 |
0.7496 |
0.7496 |
0.7460 |
0.7521 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7424 |
| S1 |
0.7363 |
0.7363 |
0.7435 |
0.7388 |
| S2 |
0.7279 |
0.7279 |
0.7423 |
|
| S3 |
0.7146 |
0.7230 |
0.7411 |
|
| S4 |
0.7013 |
0.7097 |
0.7374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7461 |
0.7327 |
0.0135 |
1.8% |
0.0041 |
0.6% |
90% |
True |
False |
79,267 |
| 10 |
0.7461 |
0.7327 |
0.0135 |
1.8% |
0.0038 |
0.5% |
90% |
True |
False |
70,977 |
| 20 |
0.7518 |
0.7327 |
0.0191 |
2.6% |
0.0045 |
0.6% |
63% |
False |
False |
73,239 |
| 40 |
0.7527 |
0.7323 |
0.0204 |
2.7% |
0.0044 |
0.6% |
61% |
False |
False |
70,687 |
| 60 |
0.7527 |
0.7227 |
0.0301 |
4.0% |
0.0046 |
0.6% |
74% |
False |
False |
77,850 |
| 80 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0046 |
0.6% |
73% |
False |
False |
60,923 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
69% |
False |
False |
48,777 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
69% |
False |
False |
40,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7563 |
|
2.618 |
0.7524 |
|
1.618 |
0.7500 |
|
1.000 |
0.7485 |
|
0.618 |
0.7476 |
|
HIGH |
0.7461 |
|
0.618 |
0.7452 |
|
0.500 |
0.7449 |
|
0.382 |
0.7446 |
|
LOW |
0.7437 |
|
0.618 |
0.7422 |
|
1.000 |
0.7413 |
|
1.618 |
0.7398 |
|
2.618 |
0.7374 |
|
4.250 |
0.7335 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7449 |
0.7430 |
| PP |
0.7449 |
0.7412 |
| S1 |
0.7448 |
0.7395 |
|