CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7387 |
0.7382 |
-0.0005 |
-0.1% |
0.7365 |
| High |
0.7405 |
0.7400 |
-0.0005 |
-0.1% |
0.7422 |
| Low |
0.7368 |
0.7310 |
-0.0058 |
-0.8% |
0.7351 |
| Close |
0.7392 |
0.7322 |
-0.0071 |
-1.0% |
0.7392 |
| Range |
0.0037 |
0.0090 |
0.0053 |
141.9% |
0.0071 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
4.0% |
0.0000 |
| Volume |
61,037 |
86,979 |
25,942 |
42.5% |
223,554 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7556 |
0.7371 |
|
| R3 |
0.7523 |
0.7467 |
0.7346 |
|
| R2 |
0.7433 |
0.7433 |
0.7338 |
|
| R1 |
0.7377 |
0.7377 |
0.7330 |
0.7361 |
| PP |
0.7344 |
0.7344 |
0.7344 |
0.7335 |
| S1 |
0.7288 |
0.7288 |
0.7313 |
0.7271 |
| S2 |
0.7254 |
0.7254 |
0.7305 |
|
| S3 |
0.7165 |
0.7198 |
0.7297 |
|
| S4 |
0.7075 |
0.7109 |
0.7272 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7568 |
0.7431 |
|
| R3 |
0.7530 |
0.7497 |
0.7412 |
|
| R2 |
0.7459 |
0.7459 |
0.7405 |
|
| R1 |
0.7426 |
0.7426 |
0.7399 |
0.7442 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7396 |
| S1 |
0.7355 |
0.7355 |
0.7385 |
0.7371 |
| S2 |
0.7317 |
0.7317 |
0.7379 |
|
| S3 |
0.7246 |
0.7284 |
0.7372 |
|
| S4 |
0.7175 |
0.7213 |
0.7353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7422 |
0.7310 |
0.0112 |
1.5% |
0.0059 |
0.8% |
10% |
False |
True |
62,106 |
| 10 |
0.7422 |
0.7304 |
0.0118 |
1.6% |
0.0054 |
0.7% |
15% |
False |
False |
62,488 |
| 20 |
0.7482 |
0.7304 |
0.0179 |
2.4% |
0.0058 |
0.8% |
10% |
False |
False |
47,440 |
| 40 |
0.7571 |
0.7287 |
0.0284 |
3.9% |
0.0063 |
0.9% |
12% |
False |
False |
24,048 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0063 |
0.9% |
38% |
False |
False |
16,095 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.5% |
0.0062 |
0.9% |
28% |
False |
False |
12,147 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0056 |
0.8% |
22% |
False |
False |
9,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7780 |
|
2.618 |
0.7634 |
|
1.618 |
0.7544 |
|
1.000 |
0.7489 |
|
0.618 |
0.7455 |
|
HIGH |
0.7400 |
|
0.618 |
0.7365 |
|
0.500 |
0.7355 |
|
0.382 |
0.7344 |
|
LOW |
0.7310 |
|
0.618 |
0.7255 |
|
1.000 |
0.7221 |
|
1.618 |
0.7165 |
|
2.618 |
0.7076 |
|
4.250 |
0.6930 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7357 |
| PP |
0.7344 |
0.7345 |
| S1 |
0.7333 |
0.7333 |
|