CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 20-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7419 |
0.7440 |
0.0021 |
0.3% |
0.7482 |
High |
0.7444 |
0.7489 |
0.0045 |
0.6% |
0.7500 |
Low |
0.7410 |
0.7424 |
0.0014 |
0.2% |
0.7410 |
Close |
0.7444 |
0.7483 |
0.0039 |
0.5% |
0.7483 |
Range |
0.0034 |
0.0065 |
0.0031 |
92.5% |
0.0090 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.9% |
0.0000 |
Volume |
142 |
173 |
31 |
21.8% |
888 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7659 |
0.7635 |
0.7518 |
|
R3 |
0.7594 |
0.7571 |
0.7500 |
|
R2 |
0.7530 |
0.7530 |
0.7494 |
|
R1 |
0.7506 |
0.7506 |
0.7488 |
0.7518 |
PP |
0.7465 |
0.7465 |
0.7465 |
0.7471 |
S1 |
0.7442 |
0.7442 |
0.7477 |
0.7453 |
S2 |
0.7401 |
0.7401 |
0.7471 |
|
S3 |
0.7336 |
0.7377 |
0.7465 |
|
S4 |
0.7272 |
0.7313 |
0.7447 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7734 |
0.7698 |
0.7532 |
|
R3 |
0.7644 |
0.7608 |
0.7507 |
|
R2 |
0.7554 |
0.7554 |
0.7499 |
|
R1 |
0.7518 |
0.7518 |
0.7491 |
0.7536 |
PP |
0.7464 |
0.7464 |
0.7464 |
0.7473 |
S1 |
0.7428 |
0.7428 |
0.7474 |
0.7446 |
S2 |
0.7374 |
0.7374 |
0.7466 |
|
S3 |
0.7284 |
0.7338 |
0.7458 |
|
S4 |
0.7194 |
0.7248 |
0.7433 |
|
|
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% |
0.0053 |
0.7% |
68% |
False |
False |
200 |
10 |
0.7517 |
0.7334 |
0.0184 |
2.5% |
0.0053 |
0.7% |
81% |
False |
False |
168 |
20 |
0.7517 |
0.7322 |
0.0196 |
2.6% |
0.0050 |
0.7% |
82% |
False |
False |
132 |
40 |
0.7535 |
0.7320 |
0.0215 |
2.9% |
0.0041 |
0.5% |
76% |
False |
False |
151 |
60 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0040 |
0.5% |
67% |
False |
False |
115 |
80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
74% |
False |
False |
93 |
100 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0039 |
0.5% |
55% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7763 |
2.618 |
0.7657 |
1.618 |
0.7593 |
1.000 |
0.7553 |
0.618 |
0.7528 |
HIGH |
0.7489 |
0.618 |
0.7464 |
0.500 |
0.7456 |
0.382 |
0.7449 |
LOW |
0.7424 |
0.618 |
0.7384 |
1.000 |
0.7360 |
1.618 |
0.7320 |
2.618 |
0.7255 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7474 |
0.7473 |
PP |
0.7465 |
0.7464 |
S1 |
0.7456 |
0.7455 |
|