CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 05-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7341 |
0.7428 |
0.0087 |
1.2% |
0.7400 |
High |
0.7432 |
0.7428 |
-0.0004 |
-0.1% |
0.7419 |
Low |
0.7340 |
0.7370 |
0.0030 |
0.4% |
0.7362 |
Close |
0.7429 |
0.7384 |
-0.0046 |
-0.6% |
0.7401 |
Range |
0.0092 |
0.0058 |
-0.0034 |
-37.2% |
0.0057 |
ATR |
0.0050 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
Volume |
205 |
211 |
6 |
2.9% |
109 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7566 |
0.7532 |
0.7415 |
|
R3 |
0.7509 |
0.7475 |
0.7399 |
|
R2 |
0.7451 |
0.7451 |
0.7394 |
|
R1 |
0.7417 |
0.7417 |
0.7389 |
0.7406 |
PP |
0.7394 |
0.7394 |
0.7394 |
0.7388 |
S1 |
0.7360 |
0.7360 |
0.7378 |
0.7348 |
S2 |
0.7336 |
0.7336 |
0.7373 |
|
S3 |
0.7279 |
0.7302 |
0.7368 |
|
S4 |
0.7221 |
0.7245 |
0.7352 |
|
|
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% |
0.0061 |
0.8% |
56% |
False |
False |
122 |
10 |
0.7432 |
0.7322 |
0.0110 |
1.5% |
0.0047 |
0.6% |
56% |
False |
False |
96 |
20 |
0.7432 |
0.7320 |
0.0112 |
1.5% |
0.0033 |
0.4% |
57% |
False |
False |
167 |
40 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0036 |
0.5% |
24% |
False |
False |
123 |
60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0039 |
0.5% |
48% |
False |
False |
91 |
80 |
0.7681 |
0.7200 |
0.0481 |
6.5% |
0.0041 |
0.6% |
38% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7672 |
2.618 |
0.7578 |
1.618 |
0.7521 |
1.000 |
0.7485 |
0.618 |
0.7463 |
HIGH |
0.7428 |
0.618 |
0.7406 |
0.500 |
0.7399 |
0.382 |
0.7392 |
LOW |
0.7370 |
0.618 |
0.7334 |
1.000 |
0.7313 |
1.618 |
0.7277 |
2.618 |
0.7219 |
4.250 |
0.7126 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7399 |
0.7381 |
PP |
0.7394 |
0.7379 |
S1 |
0.7389 |
0.7377 |
|