CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 19-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7419 |
-0.0072 |
-1.0% |
0.7452 |
High |
0.7500 |
0.7444 |
-0.0057 |
-0.8% |
0.7517 |
Low |
0.7420 |
0.7410 |
-0.0010 |
-0.1% |
0.7450 |
Close |
0.7425 |
0.7444 |
0.0019 |
0.2% |
0.7481 |
Range |
0.0080 |
0.0034 |
-0.0047 |
-58.1% |
0.0067 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
253 |
142 |
-111 |
-43.9% |
603 |
|
Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7533 |
0.7522 |
0.7462 |
|
R3 |
0.7499 |
0.7488 |
0.7453 |
|
R2 |
0.7466 |
0.7466 |
0.7450 |
|
R1 |
0.7455 |
0.7455 |
0.7447 |
0.7460 |
PP |
0.7432 |
0.7432 |
0.7432 |
0.7435 |
S1 |
0.7421 |
0.7421 |
0.7440 |
0.7427 |
S2 |
0.7399 |
0.7399 |
0.7437 |
|
S3 |
0.7365 |
0.7388 |
0.7434 |
|
S4 |
0.7332 |
0.7354 |
0.7425 |
|
|
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 |
0.7410 |
0.0107 |
1.4% |
0.0051 |
0.7% |
31% |
False |
True |
219 |
10 |
0.7517 |
0.7334 |
0.0184 |
2.5% |
0.0052 |
0.7% |
60% |
False |
False |
171 |
20 |
0.7517 |
0.7322 |
0.0196 |
2.6% |
0.0047 |
0.6% |
62% |
False |
False |
123 |
40 |
0.7535 |
0.7320 |
0.0215 |
2.9% |
0.0040 |
0.5% |
58% |
False |
False |
150 |
60 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0039 |
0.5% |
54% |
False |
False |
112 |
80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
64% |
False |
False |
92 |
100 |
0.7746 |
0.7200 |
0.0546 |
7.3% |
0.0040 |
0.5% |
45% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7586 |
2.618 |
0.7531 |
1.618 |
0.7498 |
1.000 |
0.7477 |
0.618 |
0.7464 |
HIGH |
0.7444 |
0.618 |
0.7431 |
0.500 |
0.7427 |
0.382 |
0.7423 |
LOW |
0.7410 |
0.618 |
0.7389 |
1.000 |
0.7377 |
1.618 |
0.7356 |
2.618 |
0.7322 |
4.250 |
0.7268 |
|
|
Fisher Pivots for day following 19-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7438 |
0.7455 |
PP |
0.7432 |
0.7451 |
S1 |
0.7427 |
0.7447 |
|