CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 06-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7428 |
0.7354 |
-0.0074 |
-1.0% |
0.7375 |
High |
0.7428 |
0.7456 |
0.0028 |
0.4% |
0.7456 |
Low |
0.7370 |
0.7334 |
-0.0037 |
-0.5% |
0.7322 |
Close |
0.7384 |
0.7456 |
0.0072 |
1.0% |
0.7456 |
Range |
0.0058 |
0.0122 |
0.0065 |
112.2% |
0.0134 |
ATR |
0.0050 |
0.0055 |
0.0005 |
10.2% |
0.0000 |
Volume |
211 |
189 |
-22 |
-10.4% |
743 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7781 |
0.7740 |
0.7523 |
|
R3 |
0.7659 |
0.7618 |
0.7489 |
|
R2 |
0.7537 |
0.7537 |
0.7478 |
|
R1 |
0.7496 |
0.7496 |
0.7467 |
0.7517 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7425 |
S1 |
0.7374 |
0.7374 |
0.7444 |
0.7395 |
S2 |
0.7293 |
0.7293 |
0.7433 |
|
S3 |
0.7171 |
0.7252 |
0.7422 |
|
S4 |
0.7049 |
0.7130 |
0.7388 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7813 |
0.7768 |
0.7529 |
|
R3 |
0.7679 |
0.7634 |
0.7492 |
|
R2 |
0.7545 |
0.7545 |
0.7480 |
|
R1 |
0.7500 |
0.7500 |
0.7468 |
0.7523 |
PP |
0.7411 |
0.7411 |
0.7411 |
0.7422 |
S1 |
0.7366 |
0.7366 |
0.7443 |
0.7389 |
S2 |
0.7277 |
0.7277 |
0.7431 |
|
S3 |
0.7143 |
0.7232 |
0.7419 |
|
S4 |
0.7009 |
0.7098 |
0.7382 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7456 |
0.7322 |
0.0134 |
1.8% |
0.0078 |
1.0% |
100% |
True |
False |
155 |
10 |
0.7456 |
0.7322 |
0.0134 |
1.8% |
0.0057 |
0.8% |
100% |
True |
False |
90 |
20 |
0.7456 |
0.7320 |
0.0136 |
1.8% |
0.0037 |
0.5% |
100% |
True |
False |
171 |
40 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0038 |
0.5% |
52% |
False |
False |
127 |
60 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.6% |
67% |
False |
False |
93 |
80 |
0.7610 |
0.7200 |
0.0410 |
5.5% |
0.0042 |
0.6% |
62% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7974 |
2.618 |
0.7775 |
1.618 |
0.7653 |
1.000 |
0.7578 |
0.618 |
0.7531 |
HIGH |
0.7456 |
0.618 |
0.7409 |
0.500 |
0.7395 |
0.382 |
0.7380 |
LOW |
0.7334 |
0.618 |
0.7258 |
1.000 |
0.7212 |
1.618 |
0.7136 |
2.618 |
0.7014 |
4.250 |
0.6815 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7435 |
0.7435 |
PP |
0.7415 |
0.7415 |
S1 |
0.7395 |
0.7395 |
|