CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7477 |
0.7482 |
0.0005 |
0.1% |
0.7469 |
| High |
0.7498 |
0.7496 |
-0.0002 |
0.0% |
0.7493 |
| Low |
0.7456 |
0.7458 |
0.0002 |
0.0% |
0.7399 |
| Close |
0.7471 |
0.7487 |
0.0016 |
0.2% |
0.7474 |
| Range |
0.0042 |
0.0038 |
-0.0004 |
-9.5% |
0.0094 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
52,596 |
54,064 |
1,468 |
2.8% |
283,501 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7578 |
0.7507 |
|
| R3 |
0.7556 |
0.7540 |
0.7497 |
|
| R2 |
0.7518 |
0.7518 |
0.7493 |
|
| R1 |
0.7502 |
0.7502 |
0.7490 |
0.7510 |
| PP |
0.7480 |
0.7480 |
0.7480 |
0.7484 |
| S1 |
0.7464 |
0.7464 |
0.7483 |
0.7472 |
| S2 |
0.7442 |
0.7442 |
0.7480 |
|
| S3 |
0.7404 |
0.7426 |
0.7476 |
|
| S4 |
0.7366 |
0.7388 |
0.7466 |
|
|
| 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% |
0.0055 |
0.7% |
89% |
False |
False |
61,533 |
| 10 |
0.7510 |
0.7399 |
0.0111 |
1.5% |
0.0051 |
0.7% |
79% |
False |
False |
62,467 |
| 20 |
0.7510 |
0.7310 |
0.0200 |
2.7% |
0.0061 |
0.8% |
88% |
False |
False |
66,095 |
| 40 |
0.7522 |
0.7304 |
0.0219 |
2.9% |
0.0061 |
0.8% |
84% |
False |
False |
47,605 |
| 60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0062 |
0.8% |
73% |
False |
False |
31,825 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0064 |
0.9% |
79% |
False |
False |
23,935 |
| 100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0060 |
0.8% |
58% |
False |
False |
19,192 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0055 |
0.7% |
47% |
False |
False |
16,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7657 |
|
2.618 |
0.7595 |
|
1.618 |
0.7557 |
|
1.000 |
0.7534 |
|
0.618 |
0.7519 |
|
HIGH |
0.7496 |
|
0.618 |
0.7481 |
|
0.500 |
0.7477 |
|
0.382 |
0.7472 |
|
LOW |
0.7458 |
|
0.618 |
0.7434 |
|
1.000 |
0.7420 |
|
1.618 |
0.7396 |
|
2.618 |
0.7358 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7476 |
| PP |
0.7480 |
0.7465 |
| S1 |
0.7477 |
0.7454 |
|