CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7453 |
0.7484 |
0.0031 |
0.4% |
0.7444 |
| High |
0.7497 |
0.7510 |
0.0013 |
0.2% |
0.7510 |
| Low |
0.7432 |
0.7443 |
0.0011 |
0.1% |
0.7432 |
| Close |
0.7491 |
0.7472 |
-0.0019 |
-0.3% |
0.7472 |
| Range |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0078 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
80,501 |
58,385 |
-22,116 |
-27.5% |
298,740 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7639 |
0.7508 |
|
| R3 |
0.7608 |
0.7573 |
0.7490 |
|
| R2 |
0.7541 |
0.7541 |
0.7484 |
|
| R1 |
0.7506 |
0.7506 |
0.7478 |
0.7491 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7467 |
| S1 |
0.7440 |
0.7440 |
0.7465 |
0.7424 |
| S2 |
0.7408 |
0.7408 |
0.7459 |
|
| S3 |
0.7342 |
0.7373 |
0.7453 |
|
| S4 |
0.7275 |
0.7307 |
0.7435 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7704 |
0.7665 |
0.7514 |
|
| R3 |
0.7626 |
0.7588 |
0.7493 |
|
| R2 |
0.7549 |
0.7549 |
0.7486 |
|
| R1 |
0.7510 |
0.7510 |
0.7479 |
0.7529 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7481 |
| S1 |
0.7433 |
0.7433 |
0.7464 |
0.7452 |
| S2 |
0.7394 |
0.7394 |
0.7457 |
|
| S3 |
0.7316 |
0.7355 |
0.7450 |
|
| S4 |
0.7239 |
0.7278 |
0.7429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7510 |
0.7432 |
0.0078 |
1.0% |
0.0048 |
0.6% |
51% |
True |
False |
59,748 |
| 10 |
0.7510 |
0.7310 |
0.0200 |
2.7% |
0.0068 |
0.9% |
81% |
True |
False |
70,441 |
| 20 |
0.7510 |
0.7304 |
0.0206 |
2.8% |
0.0060 |
0.8% |
82% |
True |
False |
66,300 |
| 40 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0062 |
0.8% |
63% |
False |
False |
37,894 |
| 60 |
0.7571 |
0.7231 |
0.0341 |
4.6% |
0.0063 |
0.8% |
71% |
False |
False |
25,357 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
75% |
False |
False |
19,083 |
| 100 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0060 |
0.8% |
52% |
False |
False |
15,293 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0053 |
0.7% |
44% |
False |
False |
12,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7792 |
|
2.618 |
0.7684 |
|
1.618 |
0.7617 |
|
1.000 |
0.7576 |
|
0.618 |
0.7551 |
|
HIGH |
0.7510 |
|
0.618 |
0.7484 |
|
0.500 |
0.7476 |
|
0.382 |
0.7468 |
|
LOW |
0.7443 |
|
0.618 |
0.7402 |
|
1.000 |
0.7377 |
|
1.618 |
0.7335 |
|
2.618 |
0.7269 |
|
4.250 |
0.7160 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7471 |
| PP |
0.7475 |
0.7471 |
| S1 |
0.7473 |
0.7471 |
|