CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 13-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7450 |
0.7490 |
0.0040 |
0.5% |
0.7452 |
High |
0.7501 |
0.7517 |
0.0016 |
0.2% |
0.7517 |
Low |
0.7450 |
0.7454 |
0.0004 |
0.0% |
0.7450 |
Close |
0.7499 |
0.7481 |
-0.0018 |
-0.2% |
0.7481 |
Range |
0.0051 |
0.0064 |
0.0013 |
24.5% |
0.0067 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.8% |
0.0000 |
Volume |
265 |
115 |
-150 |
-56.6% |
603 |
|
Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7674 |
0.7641 |
0.7515 |
|
R3 |
0.7611 |
0.7577 |
0.7498 |
|
R2 |
0.7547 |
0.7547 |
0.7492 |
|
R1 |
0.7514 |
0.7514 |
0.7486 |
0.7499 |
PP |
0.7484 |
0.7484 |
0.7484 |
0.7476 |
S1 |
0.7450 |
0.7450 |
0.7475 |
0.7435 |
S2 |
0.7420 |
0.7420 |
0.7469 |
|
S3 |
0.7357 |
0.7387 |
0.7463 |
|
S4 |
0.7293 |
0.7323 |
0.7446 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7684 |
0.7649 |
0.7517 |
|
R3 |
0.7617 |
0.7582 |
0.7499 |
|
R2 |
0.7550 |
0.7550 |
0.7493 |
|
R1 |
0.7515 |
0.7515 |
0.7487 |
0.7532 |
PP |
0.7483 |
0.7483 |
0.7483 |
0.7491 |
S1 |
0.7448 |
0.7448 |
0.7474 |
0.7465 |
S2 |
0.7416 |
0.7416 |
0.7468 |
|
S3 |
0.7349 |
0.7381 |
0.7462 |
|
S4 |
0.7282 |
0.7314 |
0.7444 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7517 |
0.7450 |
0.0067 |
0.9% |
0.0041 |
0.5% |
46% |
True |
False |
120 |
10 |
0.7517 |
0.7322 |
0.0196 |
2.6% |
0.0059 |
0.8% |
81% |
True |
False |
137 |
20 |
0.7517 |
0.7320 |
0.0197 |
2.6% |
0.0042 |
0.6% |
81% |
True |
False |
107 |
40 |
0.7546 |
0.7320 |
0.0226 |
3.0% |
0.0039 |
0.5% |
71% |
False |
False |
136 |
60 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0040 |
0.5% |
70% |
False |
False |
101 |
80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
74% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7787 |
2.618 |
0.7683 |
1.618 |
0.7620 |
1.000 |
0.7581 |
0.618 |
0.7556 |
HIGH |
0.7517 |
0.618 |
0.7493 |
0.500 |
0.7485 |
0.382 |
0.7478 |
LOW |
0.7454 |
0.618 |
0.7414 |
1.000 |
0.7390 |
1.618 |
0.7351 |
2.618 |
0.7287 |
4.250 |
0.7184 |
|
|
Fisher Pivots for day following 13-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7485 |
0.7484 |
PP |
0.7484 |
0.7483 |
S1 |
0.7482 |
0.7482 |
|