CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7471 |
0.7510 |
0.0039 |
0.5% |
0.7477 |
High |
0.7519 |
0.7521 |
0.0002 |
0.0% |
0.7521 |
Low |
0.7460 |
0.7494 |
0.0034 |
0.5% |
0.7449 |
Close |
0.7501 |
0.7518 |
0.0017 |
0.2% |
0.7518 |
Range |
0.0059 |
0.0027 |
-0.0032 |
-54.2% |
0.0073 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
67,133 |
53,464 |
-13,669 |
-20.4% |
311,281 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7592 |
0.7582 |
0.7533 |
|
R3 |
0.7565 |
0.7555 |
0.7525 |
|
R2 |
0.7538 |
0.7538 |
0.7523 |
|
R1 |
0.7528 |
0.7528 |
0.7520 |
0.7533 |
PP |
0.7511 |
0.7511 |
0.7511 |
0.7514 |
S1 |
0.7501 |
0.7501 |
0.7516 |
0.7506 |
S2 |
0.7484 |
0.7484 |
0.7513 |
|
S3 |
0.7457 |
0.7474 |
0.7511 |
|
S4 |
0.7430 |
0.7447 |
0.7503 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7713 |
0.7688 |
0.7558 |
|
R3 |
0.7641 |
0.7616 |
0.7538 |
|
R2 |
0.7568 |
0.7568 |
0.7531 |
|
R1 |
0.7543 |
0.7543 |
0.7525 |
0.7556 |
PP |
0.7496 |
0.7496 |
0.7496 |
0.7502 |
S1 |
0.7471 |
0.7471 |
0.7511 |
0.7483 |
S2 |
0.7423 |
0.7423 |
0.7505 |
|
S3 |
0.7351 |
0.7398 |
0.7498 |
|
S4 |
0.7278 |
0.7326 |
0.7478 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7521 |
0.7449 |
0.0073 |
1.0% |
0.0043 |
0.6% |
96% |
True |
False |
62,256 |
10 |
0.7521 |
0.7399 |
0.0123 |
1.6% |
0.0052 |
0.7% |
98% |
True |
False |
65,316 |
20 |
0.7521 |
0.7310 |
0.0211 |
2.8% |
0.0059 |
0.8% |
99% |
True |
False |
67,377 |
40 |
0.7521 |
0.7304 |
0.0218 |
2.9% |
0.0059 |
0.8% |
99% |
True |
False |
52,625 |
60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0062 |
0.8% |
83% |
False |
False |
35,225 |
80 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0063 |
0.8% |
87% |
False |
False |
26,481 |
100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0061 |
0.8% |
64% |
False |
False |
21,235 |
120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0055 |
0.7% |
51% |
False |
False |
17,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7636 |
2.618 |
0.7592 |
1.618 |
0.7565 |
1.000 |
0.7548 |
0.618 |
0.7538 |
HIGH |
0.7521 |
0.618 |
0.7511 |
0.500 |
0.7508 |
0.382 |
0.7504 |
LOW |
0.7494 |
0.618 |
0.7477 |
1.000 |
0.7467 |
1.618 |
0.7450 |
2.618 |
0.7423 |
4.250 |
0.7379 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7515 |
0.7507 |
PP |
0.7511 |
0.7496 |
S1 |
0.7508 |
0.7485 |
|