CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7476 |
0.7462 |
-0.0014 |
-0.2% |
0.7375 |
| High |
0.7483 |
0.7469 |
-0.0014 |
-0.2% |
0.7456 |
| Low |
0.7453 |
0.7453 |
-0.0001 |
0.0% |
0.7322 |
| Close |
0.7465 |
0.7463 |
-0.0002 |
0.0% |
0.7456 |
| Range |
0.0030 |
0.0017 |
-0.0013 |
-44.1% |
0.0134 |
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
66 |
65 |
-1 |
-1.5% |
743 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7511 |
0.7504 |
0.7472 |
|
| R3 |
0.7495 |
0.7487 |
0.7468 |
|
| R2 |
0.7478 |
0.7478 |
0.7466 |
|
| R1 |
0.7471 |
0.7471 |
0.7465 |
0.7474 |
| PP |
0.7462 |
0.7462 |
0.7462 |
0.7463 |
| S1 |
0.7454 |
0.7454 |
0.7461 |
0.7458 |
| S2 |
0.7445 |
0.7445 |
0.7460 |
|
| S3 |
0.7429 |
0.7438 |
0.7458 |
|
| S4 |
0.7412 |
0.7421 |
0.7454 |
|
|
| 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% |
0.0054 |
0.7% |
80% |
False |
False |
124 |
| 10 |
0.7496 |
0.7322 |
0.0175 |
2.3% |
0.0057 |
0.8% |
81% |
False |
False |
104 |
| 20 |
0.7496 |
0.7320 |
0.0176 |
2.4% |
0.0037 |
0.5% |
81% |
False |
False |
109 |
| 40 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0038 |
0.5% |
55% |
False |
False |
129 |
| 60 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0039 |
0.5% |
65% |
False |
False |
95 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0042 |
0.6% |
69% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7539 |
|
2.618 |
0.7512 |
|
1.618 |
0.7496 |
|
1.000 |
0.7486 |
|
0.618 |
0.7479 |
|
HIGH |
0.7469 |
|
0.618 |
0.7463 |
|
0.500 |
0.7461 |
|
0.382 |
0.7459 |
|
LOW |
0.7453 |
|
0.618 |
0.7442 |
|
1.000 |
0.7436 |
|
1.618 |
0.7426 |
|
2.618 |
0.7409 |
|
4.250 |
0.7382 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7462 |
0.7474 |
| PP |
0.7462 |
0.7470 |
| S1 |
0.7461 |
0.7467 |
|