CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7490 |
0.7482 |
-0.0009 |
-0.1% |
0.7452 |
| High |
0.7517 |
0.7491 |
-0.0027 |
-0.4% |
0.7517 |
| Low |
0.7454 |
0.7465 |
0.0012 |
0.2% |
0.7450 |
| Close |
0.7481 |
0.7483 |
0.0003 |
0.0% |
0.7481 |
| Range |
0.0064 |
0.0026 |
-0.0038 |
-59.8% |
0.0067 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
115 |
320 |
205 |
178.3% |
603 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7545 |
0.7497 |
|
| R3 |
0.7531 |
0.7520 |
0.7490 |
|
| R2 |
0.7505 |
0.7505 |
0.7488 |
|
| R1 |
0.7494 |
0.7494 |
0.7485 |
0.7500 |
| PP |
0.7480 |
0.7480 |
0.7480 |
0.7482 |
| S1 |
0.7469 |
0.7469 |
0.7481 |
0.7474 |
| S2 |
0.7454 |
0.7454 |
0.7478 |
|
| S3 |
0.7429 |
0.7443 |
0.7476 |
|
| S4 |
0.7403 |
0.7418 |
0.7469 |
|
|
| 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% |
0.0037 |
0.5% |
49% |
False |
False |
166 |
| 10 |
0.7517 |
0.7322 |
0.0196 |
2.6% |
0.0059 |
0.8% |
83% |
False |
False |
166 |
| 20 |
0.7517 |
0.7320 |
0.0197 |
2.6% |
0.0044 |
0.6% |
83% |
False |
False |
121 |
| 40 |
0.7540 |
0.7320 |
0.0220 |
2.9% |
0.0039 |
0.5% |
74% |
False |
False |
144 |
| 60 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0041 |
0.5% |
71% |
False |
False |
106 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
74% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7599 |
|
2.618 |
0.7557 |
|
1.618 |
0.7532 |
|
1.000 |
0.7516 |
|
0.618 |
0.7506 |
|
HIGH |
0.7491 |
|
0.618 |
0.7481 |
|
0.500 |
0.7478 |
|
0.382 |
0.7475 |
|
LOW |
0.7465 |
|
0.618 |
0.7449 |
|
1.000 |
0.7440 |
|
1.618 |
0.7424 |
|
2.618 |
0.7398 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7481 |
0.7484 |
| PP |
0.7480 |
0.7483 |
| S1 |
0.7478 |
0.7483 |
|