CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7498 |
0.7482 |
-0.0016 |
-0.2% |
0.7447 |
| High |
0.7512 |
0.7528 |
0.0016 |
0.2% |
0.7549 |
| Low |
0.7473 |
0.7476 |
0.0003 |
0.0% |
0.7431 |
| Close |
0.7480 |
0.7514 |
0.0035 |
0.5% |
0.7491 |
| Range |
0.0039 |
0.0052 |
0.0013 |
33.8% |
0.0118 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.3% |
0.0000 |
| Volume |
103,912 |
98,718 |
-5,194 |
-5.0% |
378,580 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7660 |
0.7639 |
0.7542 |
|
| R3 |
0.7609 |
0.7587 |
0.7528 |
|
| R2 |
0.7557 |
0.7557 |
0.7523 |
|
| R1 |
0.7536 |
0.7536 |
0.7519 |
0.7547 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7511 |
| S1 |
0.7484 |
0.7484 |
0.7509 |
0.7495 |
| S2 |
0.7454 |
0.7454 |
0.7505 |
|
| S3 |
0.7403 |
0.7433 |
0.7500 |
|
| S4 |
0.7351 |
0.7381 |
0.7486 |
|
|
| 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 |
0.7450 |
0.0099 |
1.3% |
0.0050 |
0.7% |
65% |
False |
False |
93,489 |
| 10 |
0.7549 |
0.7328 |
0.0221 |
2.9% |
0.0046 |
0.6% |
84% |
False |
False |
82,921 |
| 20 |
0.7549 |
0.7327 |
0.0223 |
3.0% |
0.0042 |
0.6% |
84% |
False |
False |
74,614 |
| 40 |
0.7549 |
0.7323 |
0.0226 |
3.0% |
0.0044 |
0.6% |
85% |
False |
False |
73,547 |
| 60 |
0.7549 |
0.7254 |
0.0295 |
3.9% |
0.0044 |
0.6% |
88% |
False |
False |
73,535 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0045 |
0.6% |
89% |
False |
False |
68,155 |
| 100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
89% |
False |
False |
54,577 |
| 120 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
89% |
False |
False |
45,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7746 |
|
2.618 |
0.7662 |
|
1.618 |
0.7611 |
|
1.000 |
0.7579 |
|
0.618 |
0.7559 |
|
HIGH |
0.7528 |
|
0.618 |
0.7508 |
|
0.500 |
0.7502 |
|
0.382 |
0.7496 |
|
LOW |
0.7476 |
|
0.618 |
0.7444 |
|
1.000 |
0.7425 |
|
1.618 |
0.7393 |
|
2.618 |
0.7341 |
|
4.250 |
0.7257 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7510 |
0.7509 |
| PP |
0.7506 |
0.7505 |
| S1 |
0.7502 |
0.7500 |
|