CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 17-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7484 |
0.7469 |
-0.0015 |
-0.2% |
0.7444 |
High |
0.7510 |
0.7492 |
-0.0018 |
-0.2% |
0.7510 |
Low |
0.7443 |
0.7445 |
0.0002 |
0.0% |
0.7432 |
Close |
0.7472 |
0.7474 |
0.0003 |
0.0% |
0.7472 |
Range |
0.0067 |
0.0047 |
-0.0020 |
-29.3% |
0.0078 |
ATR |
0.0063 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
58,385 |
82,492 |
24,107 |
41.3% |
298,740 |
|
Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7611 |
0.7590 |
0.7500 |
|
R3 |
0.7564 |
0.7543 |
0.7487 |
|
R2 |
0.7517 |
0.7517 |
0.7483 |
|
R1 |
0.7496 |
0.7496 |
0.7478 |
0.7507 |
PP |
0.7470 |
0.7470 |
0.7470 |
0.7476 |
S1 |
0.7449 |
0.7449 |
0.7470 |
0.7460 |
S2 |
0.7423 |
0.7423 |
0.7465 |
|
S3 |
0.7376 |
0.7402 |
0.7461 |
|
S4 |
0.7329 |
0.7355 |
0.7448 |
|
|
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% |
54% |
False |
False |
63,401 |
10 |
0.7510 |
0.7310 |
0.0200 |
2.7% |
0.0069 |
0.9% |
82% |
False |
False |
72,587 |
20 |
0.7510 |
0.7304 |
0.0206 |
2.8% |
0.0059 |
0.8% |
83% |
False |
False |
67,337 |
40 |
0.7532 |
0.7304 |
0.0229 |
3.1% |
0.0061 |
0.8% |
75% |
False |
False |
39,950 |
60 |
0.7571 |
0.7231 |
0.0341 |
4.6% |
0.0064 |
0.9% |
72% |
False |
False |
26,726 |
80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
76% |
False |
False |
20,110 |
100 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
53% |
False |
False |
16,118 |
120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0053 |
0.7% |
45% |
False |
False |
13,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7692 |
2.618 |
0.7615 |
1.618 |
0.7568 |
1.000 |
0.7539 |
0.618 |
0.7521 |
HIGH |
0.7492 |
0.618 |
0.7474 |
0.500 |
0.7469 |
0.382 |
0.7463 |
LOW |
0.7445 |
0.618 |
0.7416 |
1.000 |
0.7398 |
1.618 |
0.7369 |
2.618 |
0.7322 |
4.250 |
0.7245 |
|
|
Fisher Pivots for day following 17-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7472 |
0.7473 |
PP |
0.7470 |
0.7472 |
S1 |
0.7469 |
0.7471 |
|