CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 25-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7482 |
0.7484 |
0.0002 |
0.0% |
0.7469 |
High |
0.7496 |
0.7499 |
0.0003 |
0.0% |
0.7493 |
Low |
0.7458 |
0.7449 |
-0.0009 |
-0.1% |
0.7399 |
Close |
0.7487 |
0.7474 |
-0.0013 |
-0.2% |
0.7474 |
Range |
0.0038 |
0.0050 |
0.0012 |
31.6% |
0.0094 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
54,064 |
84,024 |
29,960 |
55.4% |
283,501 |
|
Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7624 |
0.7599 |
0.7501 |
|
R3 |
0.7574 |
0.7549 |
0.7487 |
|
R2 |
0.7524 |
0.7524 |
0.7483 |
|
R1 |
0.7499 |
0.7499 |
0.7478 |
0.7486 |
PP |
0.7474 |
0.7474 |
0.7474 |
0.7467 |
S1 |
0.7449 |
0.7449 |
0.7469 |
0.7436 |
S2 |
0.7424 |
0.7424 |
0.7464 |
|
S3 |
0.7374 |
0.7399 |
0.7460 |
|
S4 |
0.7324 |
0.7349 |
0.7446 |
|
|
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 |
0.7499 |
0.7399 |
0.0100 |
1.3% |
0.0048 |
0.6% |
75% |
True |
False |
62,519 |
10 |
0.7510 |
0.7399 |
0.0111 |
1.5% |
0.0052 |
0.7% |
68% |
False |
False |
65,764 |
20 |
0.7510 |
0.7310 |
0.0200 |
2.7% |
0.0061 |
0.8% |
82% |
False |
False |
67,056 |
40 |
0.7510 |
0.7304 |
0.0206 |
2.8% |
0.0061 |
0.8% |
83% |
False |
False |
49,685 |
60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0062 |
0.8% |
69% |
False |
False |
33,220 |
80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0064 |
0.9% |
76% |
False |
False |
24,980 |
100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0061 |
0.8% |
56% |
False |
False |
20,030 |
120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0055 |
0.7% |
45% |
False |
False |
16,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7629 |
1.618 |
0.7579 |
1.000 |
0.7549 |
0.618 |
0.7529 |
HIGH |
0.7499 |
0.618 |
0.7479 |
0.500 |
0.7474 |
0.382 |
0.7468 |
LOW |
0.7449 |
0.618 |
0.7418 |
1.000 |
0.7399 |
1.618 |
0.7368 |
2.618 |
0.7318 |
4.250 |
0.7236 |
|
|
Fisher Pivots for day following 25-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7474 |
0.7474 |
PP |
0.7474 |
0.7474 |
S1 |
0.7474 |
0.7474 |
|