CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7481 |
0.7487 |
0.0006 |
0.1% |
0.7447 |
| High |
0.7501 |
0.7513 |
0.0012 |
0.2% |
0.7549 |
| Low |
0.7471 |
0.7480 |
0.0009 |
0.1% |
0.7431 |
| Close |
0.7488 |
0.7491 |
0.0004 |
0.0% |
0.7491 |
| Range |
0.0030 |
0.0033 |
0.0003 |
8.3% |
0.0118 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
72,224 |
88,366 |
16,142 |
22.3% |
378,580 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7574 |
0.7509 |
|
| R3 |
0.7560 |
0.7542 |
0.7500 |
|
| R2 |
0.7527 |
0.7527 |
0.7497 |
|
| R1 |
0.7509 |
0.7509 |
0.7494 |
0.7518 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7499 |
| S1 |
0.7477 |
0.7477 |
0.7488 |
0.7486 |
| S2 |
0.7462 |
0.7462 |
0.7485 |
|
| S3 |
0.7430 |
0.7444 |
0.7482 |
|
| S4 |
0.7397 |
0.7412 |
0.7473 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7786 |
0.7556 |
|
| R3 |
0.7726 |
0.7668 |
0.7523 |
|
| R2 |
0.7608 |
0.7608 |
0.7513 |
|
| R1 |
0.7550 |
0.7550 |
0.7502 |
0.7579 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7505 |
| S1 |
0.7432 |
0.7432 |
0.7480 |
0.7461 |
| S2 |
0.7372 |
0.7372 |
0.7469 |
|
| S3 |
0.7254 |
0.7314 |
0.7459 |
|
| S4 |
0.7136 |
0.7196 |
0.7426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7549 |
0.7431 |
0.0118 |
1.6% |
0.0044 |
0.6% |
51% |
False |
False |
75,716 |
| 10 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0043 |
0.6% |
74% |
False |
False |
77,491 |
| 20 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0043 |
0.6% |
74% |
False |
False |
71,870 |
| 40 |
0.7549 |
0.7323 |
0.0226 |
3.0% |
0.0044 |
0.6% |
74% |
False |
False |
72,834 |
| 60 |
0.7549 |
0.7254 |
0.0295 |
3.9% |
0.0044 |
0.6% |
80% |
False |
False |
73,341 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
82% |
False |
False |
65,638 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
82% |
False |
False |
52,555 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
82% |
False |
False |
43,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7651 |
|
2.618 |
0.7598 |
|
1.618 |
0.7565 |
|
1.000 |
0.7545 |
|
0.618 |
0.7533 |
|
HIGH |
0.7513 |
|
0.618 |
0.7500 |
|
0.500 |
0.7496 |
|
0.382 |
0.7492 |
|
LOW |
0.7480 |
|
0.618 |
0.7460 |
|
1.000 |
0.7448 |
|
1.618 |
0.7427 |
|
2.618 |
0.7395 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7496 |
0.7500 |
| PP |
0.7495 |
0.7497 |
| S1 |
0.7493 |
0.7494 |
|