CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7444 |
0.7472 |
0.0028 |
0.4% |
0.7382 |
| High |
0.7491 |
0.7480 |
-0.0011 |
-0.1% |
0.7448 |
| Low |
0.7442 |
0.7441 |
-0.0001 |
0.0% |
0.7310 |
| Close |
0.7485 |
0.7457 |
-0.0028 |
-0.4% |
0.7448 |
| Range |
0.0049 |
0.0039 |
-0.0011 |
-21.4% |
0.0138 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
64,224 |
51,052 |
-13,172 |
-20.5% |
344,642 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7554 |
0.7478 |
|
| R3 |
0.7536 |
0.7516 |
0.7467 |
|
| R2 |
0.7498 |
0.7498 |
0.7464 |
|
| R1 |
0.7477 |
0.7477 |
0.7460 |
0.7468 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7455 |
| S1 |
0.7439 |
0.7439 |
0.7453 |
0.7430 |
| S2 |
0.7421 |
0.7421 |
0.7449 |
|
| S3 |
0.7382 |
0.7400 |
0.7446 |
|
| S4 |
0.7344 |
0.7362 |
0.7435 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7770 |
0.7523 |
|
| R3 |
0.7678 |
0.7632 |
0.7485 |
|
| R2 |
0.7540 |
0.7540 |
0.7473 |
|
| R1 |
0.7494 |
0.7494 |
0.7460 |
0.7517 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7413 |
| S1 |
0.7356 |
0.7356 |
0.7435 |
0.7379 |
| S2 |
0.7264 |
0.7264 |
0.7422 |
|
| S3 |
0.7126 |
0.7218 |
0.7410 |
|
| S4 |
0.6988 |
0.7080 |
0.7372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7491 |
0.7313 |
0.0178 |
2.4% |
0.0079 |
1.1% |
81% |
False |
False |
74,587 |
| 10 |
0.7491 |
0.7310 |
0.0181 |
2.4% |
0.0069 |
0.9% |
81% |
False |
False |
68,347 |
| 20 |
0.7491 |
0.7304 |
0.0187 |
2.5% |
0.0060 |
0.8% |
82% |
False |
False |
64,521 |
| 40 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0061 |
0.8% |
57% |
False |
False |
33,322 |
| 60 |
0.7571 |
0.7210 |
0.0361 |
4.8% |
0.0065 |
0.9% |
68% |
False |
False |
22,302 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0064 |
0.9% |
71% |
False |
False |
16,795 |
| 100 |
0.7754 |
0.7170 |
0.0584 |
7.8% |
0.0059 |
0.8% |
49% |
False |
False |
13,460 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0052 |
0.7% |
42% |
False |
False |
11,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7580 |
|
1.618 |
0.7542 |
|
1.000 |
0.7518 |
|
0.618 |
0.7503 |
|
HIGH |
0.7480 |
|
0.618 |
0.7465 |
|
0.500 |
0.7460 |
|
0.382 |
0.7456 |
|
LOW |
0.7441 |
|
0.618 |
0.7417 |
|
1.000 |
0.7403 |
|
1.618 |
0.7379 |
|
2.618 |
0.7340 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7460 |
0.7439 |
| PP |
0.7459 |
0.7422 |
| S1 |
0.7458 |
0.7405 |
|