CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7484 |
0.7471 |
-0.0013 |
-0.2% |
0.7469 |
| High |
0.7499 |
0.7519 |
0.0021 |
0.3% |
0.7493 |
| Low |
0.7449 |
0.7460 |
0.0012 |
0.2% |
0.7399 |
| Close |
0.7474 |
0.7501 |
0.0028 |
0.4% |
0.7474 |
| Range |
0.0050 |
0.0059 |
0.0009 |
18.0% |
0.0094 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.1% |
0.0000 |
| Volume |
84,024 |
67,133 |
-16,891 |
-20.1% |
283,501 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7670 |
0.7645 |
0.7533 |
|
| R3 |
0.7611 |
0.7586 |
0.7517 |
|
| R2 |
0.7552 |
0.7552 |
0.7512 |
|
| R1 |
0.7527 |
0.7527 |
0.7506 |
0.7540 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7500 |
| S1 |
0.7468 |
0.7468 |
0.7496 |
0.7481 |
| S2 |
0.7434 |
0.7434 |
0.7490 |
|
| S3 |
0.7375 |
0.7409 |
0.7485 |
|
| S4 |
0.7316 |
0.7350 |
0.7469 |
|
|
| 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 |
0.7519 |
0.7411 |
0.0108 |
1.4% |
0.0052 |
0.7% |
83% |
True |
False |
62,427 |
| 10 |
0.7519 |
0.7399 |
0.0121 |
1.6% |
0.0056 |
0.7% |
85% |
True |
False |
68,020 |
| 20 |
0.7519 |
0.7310 |
0.0209 |
2.8% |
0.0061 |
0.8% |
91% |
True |
False |
67,735 |
| 40 |
0.7519 |
0.7304 |
0.0216 |
2.9% |
0.0062 |
0.8% |
92% |
True |
False |
51,353 |
| 60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0062 |
0.8% |
78% |
False |
False |
34,336 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0063 |
0.8% |
83% |
False |
False |
25,813 |
| 100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0061 |
0.8% |
61% |
False |
False |
20,700 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0055 |
0.7% |
49% |
False |
False |
17,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7770 |
|
2.618 |
0.7673 |
|
1.618 |
0.7614 |
|
1.000 |
0.7578 |
|
0.618 |
0.7555 |
|
HIGH |
0.7519 |
|
0.618 |
0.7496 |
|
0.500 |
0.7490 |
|
0.382 |
0.7483 |
|
LOW |
0.7460 |
|
0.618 |
0.7424 |
|
1.000 |
0.7401 |
|
1.618 |
0.7365 |
|
2.618 |
0.7306 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7497 |
0.7495 |
| PP |
0.7493 |
0.7490 |
| S1 |
0.7490 |
0.7484 |
|