CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7474 |
-0.0041 |
-0.5% |
0.7477 |
| High |
0.7521 |
0.7522 |
0.0001 |
0.0% |
0.7521 |
| Low |
0.7470 |
0.7425 |
-0.0045 |
-0.6% |
0.7449 |
| Close |
0.7474 |
0.7518 |
0.0044 |
0.6% |
0.7518 |
| Range |
0.0051 |
0.0097 |
0.0046 |
89.2% |
0.0073 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.2% |
0.0000 |
| Volume |
55,477 |
104,053 |
48,576 |
87.6% |
311,281 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7778 |
0.7744 |
0.7571 |
|
| R3 |
0.7681 |
0.7648 |
0.7544 |
|
| R2 |
0.7585 |
0.7585 |
0.7535 |
|
| R1 |
0.7551 |
0.7551 |
0.7526 |
0.7568 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7496 |
| S1 |
0.7455 |
0.7455 |
0.7509 |
0.7471 |
| S2 |
0.7392 |
0.7392 |
0.7500 |
|
| S3 |
0.7295 |
0.7358 |
0.7491 |
|
| S4 |
0.7199 |
0.7262 |
0.7464 |
|
|
| 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 |
0.7522 |
0.7425 |
0.0097 |
1.3% |
0.0057 |
0.8% |
96% |
True |
True |
72,830 |
| 10 |
0.7522 |
0.7399 |
0.0123 |
1.6% |
0.0056 |
0.7% |
97% |
True |
False |
67,182 |
| 20 |
0.7522 |
0.7310 |
0.0212 |
2.8% |
0.0062 |
0.8% |
98% |
True |
False |
69,884 |
| 40 |
0.7522 |
0.7304 |
0.0218 |
2.9% |
0.0059 |
0.8% |
98% |
True |
False |
56,543 |
| 60 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0062 |
0.8% |
83% |
False |
False |
37,879 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0063 |
0.8% |
87% |
False |
False |
28,471 |
| 100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0062 |
0.8% |
64% |
False |
False |
22,827 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0056 |
0.8% |
51% |
False |
False |
19,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7932 |
|
2.618 |
0.7774 |
|
1.618 |
0.7678 |
|
1.000 |
0.7618 |
|
0.618 |
0.7581 |
|
HIGH |
0.7522 |
|
0.618 |
0.7485 |
|
0.500 |
0.7473 |
|
0.382 |
0.7462 |
|
LOW |
0.7425 |
|
0.618 |
0.7365 |
|
1.000 |
0.7329 |
|
1.618 |
0.7269 |
|
2.618 |
0.7172 |
|
4.250 |
0.7015 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7503 |
0.7503 |
| PP |
0.7488 |
0.7488 |
| S1 |
0.7473 |
0.7473 |
|