CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7452 |
0.7453 |
0.0001 |
0.0% |
0.7382 |
| High |
0.7464 |
0.7497 |
0.0033 |
0.4% |
0.7448 |
| Low |
0.7441 |
0.7432 |
-0.0009 |
-0.1% |
0.7310 |
| Close |
0.7455 |
0.7491 |
0.0036 |
0.5% |
0.7448 |
| Range |
0.0023 |
0.0065 |
0.0042 |
186.7% |
0.0138 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
44,578 |
80,501 |
35,923 |
80.6% |
344,642 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7643 |
0.7526 |
|
| R3 |
0.7602 |
0.7579 |
0.7508 |
|
| R2 |
0.7538 |
0.7538 |
0.7502 |
|
| R1 |
0.7514 |
0.7514 |
0.7496 |
0.7526 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7479 |
| S1 |
0.7450 |
0.7450 |
0.7485 |
0.7461 |
| S2 |
0.7409 |
0.7409 |
0.7479 |
|
| S3 |
0.7344 |
0.7385 |
0.7473 |
|
| S4 |
0.7280 |
0.7321 |
0.7455 |
|
|
| 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 |
0.7497 |
0.7320 |
0.0177 |
2.4% |
0.0061 |
0.8% |
97% |
True |
False |
67,702 |
| 10 |
0.7497 |
0.7310 |
0.0187 |
2.5% |
0.0065 |
0.9% |
97% |
True |
False |
69,438 |
| 20 |
0.7497 |
0.7304 |
0.0193 |
2.6% |
0.0059 |
0.8% |
97% |
True |
False |
66,508 |
| 40 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0061 |
0.8% |
70% |
False |
False |
36,439 |
| 60 |
0.7571 |
0.7231 |
0.0341 |
4.5% |
0.0063 |
0.8% |
76% |
False |
False |
24,385 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
80% |
False |
False |
18,354 |
| 100 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
56% |
False |
False |
14,710 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0052 |
0.7% |
47% |
False |
False |
12,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7771 |
|
2.618 |
0.7665 |
|
1.618 |
0.7601 |
|
1.000 |
0.7561 |
|
0.618 |
0.7536 |
|
HIGH |
0.7497 |
|
0.618 |
0.7472 |
|
0.500 |
0.7464 |
|
0.382 |
0.7457 |
|
LOW |
0.7432 |
|
0.618 |
0.7392 |
|
1.000 |
0.7368 |
|
1.618 |
0.7328 |
|
2.618 |
0.7263 |
|
4.250 |
0.7158 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7482 |
| PP |
0.7473 |
0.7473 |
| S1 |
0.7464 |
0.7464 |
|