CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7375 |
-0.0005 |
-0.1% |
0.7400 |
| High |
0.7412 |
0.7407 |
-0.0005 |
-0.1% |
0.7419 |
| Low |
0.7380 |
0.7322 |
-0.0058 |
-0.8% |
0.7362 |
| Close |
0.7401 |
0.7331 |
-0.0071 |
-1.0% |
0.7401 |
| Range |
0.0033 |
0.0086 |
0.0053 |
163.1% |
0.0057 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
7.2% |
0.0000 |
| Volume |
33 |
138 |
105 |
318.2% |
109 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7610 |
0.7556 |
0.7378 |
|
| R3 |
0.7524 |
0.7470 |
0.7354 |
|
| R2 |
0.7439 |
0.7439 |
0.7346 |
|
| R1 |
0.7385 |
0.7385 |
0.7338 |
0.7369 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7345 |
| S1 |
0.7299 |
0.7299 |
0.7323 |
0.7283 |
| S2 |
0.7268 |
0.7268 |
0.7315 |
|
| S3 |
0.7182 |
0.7214 |
0.7307 |
|
| S4 |
0.7097 |
0.7128 |
0.7283 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7540 |
0.7432 |
|
| R3 |
0.7508 |
0.7483 |
0.7417 |
|
| R2 |
0.7451 |
0.7451 |
0.7411 |
|
| R1 |
0.7426 |
0.7426 |
0.7406 |
0.7439 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7400 |
| S1 |
0.7369 |
0.7369 |
0.7396 |
0.7382 |
| S2 |
0.7337 |
0.7337 |
0.7391 |
|
| S3 |
0.7280 |
0.7312 |
0.7385 |
|
| S4 |
0.7223 |
0.7255 |
0.7370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7419 |
0.7322 |
0.0098 |
1.3% |
0.0046 |
0.6% |
9% |
False |
True |
49 |
| 10 |
0.7419 |
0.7322 |
0.0098 |
1.3% |
0.0033 |
0.5% |
9% |
False |
True |
57 |
| 20 |
0.7469 |
0.7320 |
0.0149 |
2.0% |
0.0031 |
0.4% |
7% |
False |
False |
172 |
| 40 |
0.7581 |
0.7307 |
0.0274 |
3.7% |
0.0036 |
0.5% |
9% |
False |
False |
114 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0037 |
0.5% |
34% |
False |
False |
84 |
| 80 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0040 |
0.5% |
25% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7770 |
|
2.618 |
0.7631 |
|
1.618 |
0.7545 |
|
1.000 |
0.7493 |
|
0.618 |
0.7460 |
|
HIGH |
0.7407 |
|
0.618 |
0.7374 |
|
0.500 |
0.7364 |
|
0.382 |
0.7354 |
|
LOW |
0.7322 |
|
0.618 |
0.7269 |
|
1.000 |
0.7236 |
|
1.618 |
0.7183 |
|
2.618 |
0.7098 |
|
4.250 |
0.6958 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7364 |
0.7367 |
| PP |
0.7353 |
0.7355 |
| S1 |
0.7342 |
0.7343 |
|