CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7462 |
0.7450 |
-0.0012 |
-0.2% |
0.7375 |
| High |
0.7469 |
0.7501 |
0.0032 |
0.4% |
0.7456 |
| Low |
0.7453 |
0.7450 |
-0.0003 |
0.0% |
0.7322 |
| Close |
0.7463 |
0.7499 |
0.0036 |
0.5% |
0.7456 |
| Range |
0.0017 |
0.0051 |
0.0035 |
209.1% |
0.0134 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
65 |
265 |
200 |
307.7% |
743 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7618 |
0.7527 |
|
| R3 |
0.7585 |
0.7567 |
0.7513 |
|
| R2 |
0.7534 |
0.7534 |
0.7508 |
|
| R1 |
0.7516 |
0.7516 |
0.7503 |
0.7525 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7488 |
| S1 |
0.7465 |
0.7465 |
0.7494 |
0.7474 |
| S2 |
0.7432 |
0.7432 |
0.7489 |
|
| S3 |
0.7381 |
0.7414 |
0.7484 |
|
| S4 |
0.7330 |
0.7363 |
0.7470 |
|
|
| 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 |
0.7501 |
0.7334 |
0.0168 |
2.2% |
0.0053 |
0.7% |
99% |
True |
False |
135 |
| 10 |
0.7501 |
0.7322 |
0.0180 |
2.4% |
0.0057 |
0.8% |
99% |
True |
False |
128 |
| 20 |
0.7501 |
0.7320 |
0.0181 |
2.4% |
0.0039 |
0.5% |
99% |
True |
False |
111 |
| 40 |
0.7558 |
0.7320 |
0.0238 |
3.2% |
0.0038 |
0.5% |
75% |
False |
False |
136 |
| 60 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0040 |
0.5% |
76% |
False |
False |
99 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0042 |
0.6% |
78% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7718 |
|
2.618 |
0.7635 |
|
1.618 |
0.7584 |
|
1.000 |
0.7552 |
|
0.618 |
0.7533 |
|
HIGH |
0.7501 |
|
0.618 |
0.7482 |
|
0.500 |
0.7476 |
|
0.382 |
0.7469 |
|
LOW |
0.7450 |
|
0.618 |
0.7418 |
|
1.000 |
0.7399 |
|
1.618 |
0.7367 |
|
2.618 |
0.7316 |
|
4.250 |
0.7233 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7491 |
0.7491 |
| PP |
0.7483 |
0.7483 |
| S1 |
0.7476 |
0.7476 |
|