CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7473 |
0.7413 |
-0.0060 |
-0.8% |
0.7444 |
| High |
0.7493 |
0.7440 |
-0.0053 |
-0.7% |
0.7510 |
| Low |
0.7410 |
0.7399 |
-0.0011 |
-0.1% |
0.7432 |
| Close |
0.7416 |
0.7435 |
0.0019 |
0.3% |
0.7472 |
| Range |
0.0083 |
0.0041 |
-0.0042 |
-50.6% |
0.0078 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
79,097 |
67,590 |
-11,507 |
-14.5% |
298,740 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7547 |
0.7532 |
0.7457 |
|
| R3 |
0.7506 |
0.7491 |
0.7446 |
|
| R2 |
0.7465 |
0.7465 |
0.7442 |
|
| R1 |
0.7450 |
0.7450 |
0.7438 |
0.7458 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7428 |
| S1 |
0.7409 |
0.7409 |
0.7431 |
0.7417 |
| S2 |
0.7383 |
0.7383 |
0.7427 |
|
| S3 |
0.7342 |
0.7368 |
0.7423 |
|
| S4 |
0.7301 |
0.7327 |
0.7412 |
|
|
| 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 |
0.7399 |
0.0111 |
1.5% |
0.0060 |
0.8% |
32% |
False |
True |
73,613 |
| 10 |
0.7510 |
0.7320 |
0.0190 |
2.5% |
0.0061 |
0.8% |
60% |
False |
False |
69,962 |
| 20 |
0.7510 |
0.7304 |
0.0206 |
2.8% |
0.0061 |
0.8% |
64% |
False |
False |
67,736 |
| 40 |
0.7522 |
0.7304 |
0.0219 |
2.9% |
0.0062 |
0.8% |
60% |
False |
False |
43,608 |
| 60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0063 |
0.8% |
56% |
False |
False |
29,160 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
66% |
False |
False |
21,929 |
| 100 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0060 |
0.8% |
46% |
False |
False |
17,584 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0054 |
0.7% |
39% |
False |
False |
14,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7614 |
|
2.618 |
0.7547 |
|
1.618 |
0.7506 |
|
1.000 |
0.7481 |
|
0.618 |
0.7465 |
|
HIGH |
0.7440 |
|
0.618 |
0.7424 |
|
0.500 |
0.7419 |
|
0.382 |
0.7414 |
|
LOW |
0.7399 |
|
0.618 |
0.7373 |
|
1.000 |
0.7358 |
|
1.618 |
0.7332 |
|
2.618 |
0.7291 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7429 |
0.7446 |
| PP |
0.7424 |
0.7442 |
| S1 |
0.7419 |
0.7438 |
|