CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 23-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7429 |
0.7477 |
0.0049 |
0.7% |
0.7469 |
High |
0.7480 |
0.7498 |
0.0018 |
0.2% |
0.7493 |
Low |
0.7411 |
0.7456 |
0.0045 |
0.6% |
0.7399 |
Close |
0.7474 |
0.7471 |
-0.0003 |
0.0% |
0.7474 |
Range |
0.0069 |
0.0042 |
-0.0027 |
-39.1% |
0.0094 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
54,322 |
52,596 |
-1,726 |
-3.2% |
283,501 |
|
Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7601 |
0.7578 |
0.7494 |
|
R3 |
0.7559 |
0.7536 |
0.7483 |
|
R2 |
0.7517 |
0.7517 |
0.7479 |
|
R1 |
0.7494 |
0.7494 |
0.7475 |
0.7484 |
PP |
0.7475 |
0.7475 |
0.7475 |
0.7470 |
S1 |
0.7452 |
0.7452 |
0.7467 |
0.7442 |
S2 |
0.7433 |
0.7433 |
0.7463 |
|
S3 |
0.7391 |
0.7410 |
0.7459 |
|
S4 |
0.7349 |
0.7368 |
0.7448 |
|
|
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 |
0.7498 |
0.7399 |
0.0099 |
1.3% |
0.0056 |
0.8% |
73% |
True |
False |
67,219 |
10 |
0.7510 |
0.7399 |
0.0111 |
1.5% |
0.0052 |
0.7% |
65% |
False |
False |
63,483 |
20 |
0.7510 |
0.7310 |
0.0200 |
2.7% |
0.0062 |
0.8% |
81% |
False |
False |
66,540 |
40 |
0.7522 |
0.7304 |
0.0219 |
2.9% |
0.0062 |
0.8% |
77% |
False |
False |
46,274 |
60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0063 |
0.8% |
68% |
False |
False |
30,938 |
80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
75% |
False |
False |
23,261 |
100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0060 |
0.8% |
55% |
False |
False |
18,652 |
120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0054 |
0.7% |
44% |
False |
False |
15,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7676 |
2.618 |
0.7607 |
1.618 |
0.7565 |
1.000 |
0.7540 |
0.618 |
0.7523 |
HIGH |
0.7498 |
0.618 |
0.7481 |
0.500 |
0.7477 |
0.382 |
0.7472 |
LOW |
0.7456 |
0.618 |
0.7430 |
1.000 |
0.7414 |
1.618 |
0.7388 |
2.618 |
0.7346 |
4.250 |
0.7277 |
|
|
Fisher Pivots for day following 23-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7477 |
0.7463 |
PP |
0.7475 |
0.7456 |
S1 |
0.7473 |
0.7448 |
|