CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7469 |
0.7473 |
0.0004 |
0.1% |
0.7444 |
| High |
0.7492 |
0.7493 |
0.0001 |
0.0% |
0.7510 |
| Low |
0.7445 |
0.7410 |
-0.0036 |
-0.5% |
0.7432 |
| Close |
0.7474 |
0.7416 |
-0.0059 |
-0.8% |
0.7472 |
| Range |
0.0047 |
0.0083 |
0.0036 |
76.6% |
0.0078 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.5% |
0.0000 |
| Volume |
82,492 |
79,097 |
-3,395 |
-4.1% |
298,740 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7635 |
0.7461 |
|
| R3 |
0.7605 |
0.7552 |
0.7438 |
|
| R2 |
0.7522 |
0.7522 |
0.7431 |
|
| R1 |
0.7469 |
0.7469 |
0.7423 |
0.7454 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7432 |
| S1 |
0.7386 |
0.7386 |
0.7408 |
0.7371 |
| S2 |
0.7356 |
0.7356 |
0.7400 |
|
| S3 |
0.7273 |
0.7303 |
0.7393 |
|
| S4 |
0.7190 |
0.7220 |
0.7370 |
|
|
| 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 |
0.7410 |
0.0100 |
1.3% |
0.0057 |
0.8% |
6% |
False |
True |
69,010 |
| 10 |
0.7510 |
0.7313 |
0.0197 |
2.7% |
0.0068 |
0.9% |
52% |
False |
False |
71,799 |
| 20 |
0.7510 |
0.7304 |
0.0206 |
2.8% |
0.0061 |
0.8% |
54% |
False |
False |
67,143 |
| 40 |
0.7532 |
0.7304 |
0.0229 |
3.1% |
0.0062 |
0.8% |
49% |
False |
False |
41,921 |
| 60 |
0.7571 |
0.7231 |
0.0341 |
4.6% |
0.0064 |
0.9% |
54% |
False |
False |
28,036 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0066 |
0.9% |
61% |
False |
False |
21,086 |
| 100 |
0.7746 |
0.7170 |
0.0576 |
7.8% |
0.0060 |
0.8% |
43% |
False |
False |
16,908 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0054 |
0.7% |
36% |
False |
False |
14,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7710 |
|
1.618 |
0.7627 |
|
1.000 |
0.7576 |
|
0.618 |
0.7544 |
|
HIGH |
0.7493 |
|
0.618 |
0.7461 |
|
0.500 |
0.7451 |
|
0.382 |
0.7441 |
|
LOW |
0.7410 |
|
0.618 |
0.7358 |
|
1.000 |
0.7327 |
|
1.618 |
0.7275 |
|
2.618 |
0.7192 |
|
4.250 |
0.7057 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7460 |
| PP |
0.7439 |
0.7445 |
| S1 |
0.7427 |
0.7430 |
|