CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7452 |
0.7476 |
0.0024 |
0.3% |
0.7375 |
| High |
0.7496 |
0.7483 |
-0.0014 |
-0.2% |
0.7456 |
| Low |
0.7452 |
0.7453 |
0.0002 |
0.0% |
0.7322 |
| Close |
0.7493 |
0.7465 |
-0.0028 |
-0.4% |
0.7456 |
| Range |
0.0045 |
0.0030 |
-0.0015 |
-33.7% |
0.0134 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
92 |
66 |
-26 |
-28.3% |
743 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7540 |
0.7481 |
|
| R3 |
0.7526 |
0.7510 |
0.7473 |
|
| R2 |
0.7496 |
0.7496 |
0.7470 |
|
| R1 |
0.7481 |
0.7481 |
0.7468 |
0.7474 |
| PP |
0.7467 |
0.7467 |
0.7467 |
0.7463 |
| S1 |
0.7451 |
0.7451 |
0.7462 |
0.7444 |
| S2 |
0.7437 |
0.7437 |
0.7460 |
|
| S3 |
0.7408 |
0.7422 |
0.7457 |
|
| S4 |
0.7378 |
0.7392 |
0.7449 |
|
|
| 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 |
0.7496 |
0.7334 |
0.0163 |
2.2% |
0.0069 |
0.9% |
81% |
False |
False |
152 |
| 10 |
0.7496 |
0.7322 |
0.0175 |
2.3% |
0.0057 |
0.8% |
82% |
False |
False |
101 |
| 20 |
0.7496 |
0.7320 |
0.0176 |
2.4% |
0.0038 |
0.5% |
82% |
False |
False |
115 |
| 40 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0038 |
0.5% |
56% |
False |
False |
129 |
| 60 |
0.7581 |
0.7224 |
0.0357 |
4.8% |
0.0040 |
0.5% |
68% |
False |
False |
94 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0042 |
0.6% |
70% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7608 |
|
2.618 |
0.7560 |
|
1.618 |
0.7530 |
|
1.000 |
0.7512 |
|
0.618 |
0.7501 |
|
HIGH |
0.7483 |
|
0.618 |
0.7471 |
|
0.500 |
0.7468 |
|
0.382 |
0.7464 |
|
LOW |
0.7453 |
|
0.618 |
0.7435 |
|
1.000 |
0.7424 |
|
1.618 |
0.7405 |
|
2.618 |
0.7376 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7468 |
0.7448 |
| PP |
0.7467 |
0.7432 |
| S1 |
0.7466 |
0.7415 |
|