CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 20-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7413 |
0.7429 |
0.0016 |
0.2% |
0.7469 |
High |
0.7440 |
0.7480 |
0.0041 |
0.5% |
0.7493 |
Low |
0.7399 |
0.7411 |
0.0013 |
0.2% |
0.7399 |
Close |
0.7435 |
0.7474 |
0.0039 |
0.5% |
0.7474 |
Range |
0.0041 |
0.0069 |
0.0028 |
68.3% |
0.0094 |
ATR |
0.0061 |
0.0062 |
0.0001 |
0.9% |
0.0000 |
Volume |
67,590 |
54,322 |
-13,268 |
-19.6% |
283,501 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7662 |
0.7637 |
0.7511 |
|
R3 |
0.7593 |
0.7568 |
0.7492 |
|
R2 |
0.7524 |
0.7524 |
0.7486 |
|
R1 |
0.7499 |
0.7499 |
0.7480 |
0.7511 |
PP |
0.7455 |
0.7455 |
0.7455 |
0.7461 |
S1 |
0.7430 |
0.7430 |
0.7467 |
0.7442 |
S2 |
0.7386 |
0.7386 |
0.7461 |
|
S3 |
0.7317 |
0.7361 |
0.7455 |
|
S4 |
0.7248 |
0.7292 |
0.7436 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7737 |
0.7699 |
0.7525 |
|
R3 |
0.7643 |
0.7605 |
0.7499 |
|
R2 |
0.7549 |
0.7549 |
0.7491 |
|
R1 |
0.7511 |
0.7511 |
0.7482 |
0.7530 |
PP |
0.7455 |
0.7455 |
0.7455 |
0.7464 |
S1 |
0.7417 |
0.7417 |
0.7465 |
0.7436 |
S2 |
0.7361 |
0.7361 |
0.7456 |
|
S3 |
0.7267 |
0.7323 |
0.7448 |
|
S4 |
0.7173 |
0.7229 |
0.7422 |
|
|
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% |
0.0061 |
0.8% |
68% |
False |
False |
68,377 |
10 |
0.7510 |
0.7320 |
0.0190 |
2.5% |
0.0061 |
0.8% |
81% |
False |
False |
68,039 |
20 |
0.7510 |
0.7310 |
0.0200 |
2.7% |
0.0061 |
0.8% |
82% |
False |
False |
66,842 |
40 |
0.7522 |
0.7304 |
0.0219 |
2.9% |
0.0062 |
0.8% |
78% |
False |
False |
44,964 |
60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0063 |
0.8% |
69% |
False |
False |
30,063 |
80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
76% |
False |
False |
22,604 |
100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0060 |
0.8% |
56% |
False |
False |
18,127 |
120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0054 |
0.7% |
45% |
False |
False |
15,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7773 |
2.618 |
0.7661 |
1.618 |
0.7592 |
1.000 |
0.7549 |
0.618 |
0.7523 |
HIGH |
0.7480 |
0.618 |
0.7454 |
0.500 |
0.7446 |
0.382 |
0.7437 |
LOW |
0.7411 |
0.618 |
0.7368 |
1.000 |
0.7342 |
1.618 |
0.7299 |
2.618 |
0.7230 |
4.250 |
0.7118 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7464 |
0.7464 |
PP |
0.7455 |
0.7455 |
S1 |
0.7446 |
0.7446 |
|