CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7472 |
0.7452 |
-0.0020 |
-0.3% |
0.7382 |
| High |
0.7480 |
0.7464 |
-0.0016 |
-0.2% |
0.7448 |
| Low |
0.7441 |
0.7441 |
0.0000 |
0.0% |
0.7310 |
| Close |
0.7457 |
0.7455 |
-0.0002 |
0.0% |
0.7448 |
| Range |
0.0039 |
0.0023 |
-0.0016 |
-41.6% |
0.0138 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
51,052 |
44,578 |
-6,474 |
-12.7% |
344,642 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7510 |
0.7467 |
|
| R3 |
0.7498 |
0.7488 |
0.7461 |
|
| R2 |
0.7476 |
0.7476 |
0.7459 |
|
| R1 |
0.7465 |
0.7465 |
0.7457 |
0.7470 |
| PP |
0.7453 |
0.7453 |
0.7453 |
0.7456 |
| S1 |
0.7443 |
0.7443 |
0.7452 |
0.7448 |
| S2 |
0.7431 |
0.7431 |
0.7450 |
|
| S3 |
0.7408 |
0.7420 |
0.7448 |
|
| S4 |
0.7386 |
0.7398 |
0.7442 |
|
|
| 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 |
0.7320 |
0.0171 |
2.3% |
0.0061 |
0.8% |
79% |
False |
False |
66,311 |
| 10 |
0.7491 |
0.7310 |
0.0181 |
2.4% |
0.0065 |
0.9% |
80% |
False |
False |
67,451 |
| 20 |
0.7491 |
0.7304 |
0.0187 |
2.5% |
0.0060 |
0.8% |
81% |
False |
False |
65,454 |
| 40 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0060 |
0.8% |
56% |
False |
False |
34,430 |
| 60 |
0.7571 |
0.7224 |
0.0347 |
4.7% |
0.0064 |
0.9% |
66% |
False |
False |
23,044 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0064 |
0.9% |
71% |
False |
False |
17,349 |
| 100 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
49% |
False |
False |
13,905 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0052 |
0.7% |
42% |
False |
False |
11,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7522 |
|
1.618 |
0.7500 |
|
1.000 |
0.7486 |
|
0.618 |
0.7477 |
|
HIGH |
0.7464 |
|
0.618 |
0.7455 |
|
0.500 |
0.7452 |
|
0.382 |
0.7450 |
|
LOW |
0.7441 |
|
0.618 |
0.7427 |
|
1.000 |
0.7419 |
|
1.618 |
0.7405 |
|
2.618 |
0.7382 |
|
4.250 |
0.7345 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7466 |
| PP |
0.7453 |
0.7462 |
| S1 |
0.7452 |
0.7458 |
|