CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7341 |
-0.0035 |
-0.5% |
0.7400 |
| High |
0.7407 |
0.7432 |
0.0025 |
0.3% |
0.7419 |
| Low |
0.7322 |
0.7340 |
0.0019 |
0.3% |
0.7362 |
| Close |
0.7331 |
0.7429 |
0.0099 |
1.3% |
0.7401 |
| Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0057 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
8.6% |
0.0000 |
| Volume |
138 |
205 |
67 |
48.6% |
109 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7643 |
0.7479 |
|
| R3 |
0.7583 |
0.7552 |
0.7454 |
|
| R2 |
0.7492 |
0.7492 |
0.7446 |
|
| R1 |
0.7460 |
0.7460 |
0.7437 |
0.7476 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7408 |
| S1 |
0.7369 |
0.7369 |
0.7421 |
0.7385 |
| S2 |
0.7309 |
0.7309 |
0.7412 |
|
| S3 |
0.7217 |
0.7277 |
0.7404 |
|
| S4 |
0.7126 |
0.7186 |
0.7379 |
|
|
| 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 |
0.7432 |
0.7322 |
0.0110 |
1.5% |
0.0060 |
0.8% |
98% |
True |
False |
84 |
| 10 |
0.7432 |
0.7322 |
0.0110 |
1.5% |
0.0041 |
0.6% |
98% |
True |
False |
75 |
| 20 |
0.7432 |
0.7320 |
0.0112 |
1.5% |
0.0031 |
0.4% |
98% |
True |
False |
166 |
| 40 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0035 |
0.5% |
42% |
False |
False |
118 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0038 |
0.5% |
60% |
False |
False |
87 |
| 80 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0041 |
0.5% |
45% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7820 |
|
2.618 |
0.7671 |
|
1.618 |
0.7580 |
|
1.000 |
0.7523 |
|
0.618 |
0.7488 |
|
HIGH |
0.7432 |
|
0.618 |
0.7397 |
|
0.500 |
0.7386 |
|
0.382 |
0.7375 |
|
LOW |
0.7340 |
|
0.618 |
0.7283 |
|
1.000 |
0.7249 |
|
1.618 |
0.7192 |
|
2.618 |
0.7100 |
|
4.250 |
0.6951 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7415 |
0.7412 |
| PP |
0.7400 |
0.7394 |
| S1 |
0.7386 |
0.7377 |
|