CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7320 |
-0.0063 |
-0.8% |
0.7365 |
| High |
0.7400 |
0.7425 |
0.0025 |
0.3% |
0.7422 |
| Low |
0.7310 |
0.7313 |
0.0003 |
0.0% |
0.7351 |
| Close |
0.7322 |
0.7421 |
0.0099 |
1.4% |
0.7392 |
| Range |
0.0090 |
0.0112 |
0.0023 |
25.1% |
0.0071 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.3% |
0.0000 |
| Volume |
86,979 |
85,962 |
-1,017 |
-1.2% |
223,554 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7683 |
0.7482 |
|
| R3 |
0.7610 |
0.7571 |
0.7451 |
|
| R2 |
0.7498 |
0.7498 |
0.7441 |
|
| R1 |
0.7459 |
0.7459 |
0.7431 |
0.7479 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7396 |
| S1 |
0.7347 |
0.7347 |
0.7410 |
0.7367 |
| S2 |
0.7274 |
0.7274 |
0.7400 |
|
| S3 |
0.7162 |
0.7235 |
0.7390 |
|
| S4 |
0.7050 |
0.7123 |
0.7359 |
|
|
| 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 |
0.7425 |
0.7310 |
0.0115 |
1.5% |
0.0070 |
0.9% |
97% |
True |
False |
68,591 |
| 10 |
0.7425 |
0.7304 |
0.0121 |
1.6% |
0.0061 |
0.8% |
97% |
True |
False |
65,510 |
| 20 |
0.7425 |
0.7304 |
0.0121 |
1.6% |
0.0058 |
0.8% |
97% |
True |
False |
51,621 |
| 40 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0062 |
0.8% |
44% |
False |
False |
26,182 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0064 |
0.9% |
62% |
False |
False |
17,526 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0063 |
0.9% |
46% |
False |
False |
13,219 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0057 |
0.8% |
37% |
False |
False |
10,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7718 |
|
1.618 |
0.7606 |
|
1.000 |
0.7537 |
|
0.618 |
0.7494 |
|
HIGH |
0.7425 |
|
0.618 |
0.7382 |
|
0.500 |
0.7369 |
|
0.382 |
0.7355 |
|
LOW |
0.7313 |
|
0.618 |
0.7243 |
|
1.000 |
0.7201 |
|
1.618 |
0.7131 |
|
2.618 |
0.7019 |
|
4.250 |
0.6837 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7403 |
0.7403 |
| PP |
0.7386 |
0.7385 |
| S1 |
0.7369 |
0.7367 |
|