CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 23-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7440 |
0.7496 |
0.0056 |
0.7% |
0.7482 |
High |
0.7489 |
0.7500 |
0.0012 |
0.2% |
0.7500 |
Low |
0.7424 |
0.7469 |
0.0045 |
0.6% |
0.7410 |
Close |
0.7483 |
0.7480 |
-0.0003 |
0.0% |
0.7483 |
Range |
0.0065 |
0.0031 |
-0.0034 |
-51.9% |
0.0090 |
ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
173 |
70 |
-103 |
-59.5% |
888 |
|
Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7576 |
0.7559 |
0.7497 |
|
R3 |
0.7545 |
0.7528 |
0.7489 |
|
R2 |
0.7514 |
0.7514 |
0.7486 |
|
R1 |
0.7497 |
0.7497 |
0.7483 |
0.7490 |
PP |
0.7483 |
0.7483 |
0.7483 |
0.7480 |
S1 |
0.7466 |
0.7466 |
0.7477 |
0.7459 |
S2 |
0.7452 |
0.7452 |
0.7474 |
|
S3 |
0.7421 |
0.7435 |
0.7471 |
|
S4 |
0.7390 |
0.7404 |
0.7463 |
|
|
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 |
0.7500 |
0.7410 |
0.0090 |
1.2% |
0.0047 |
0.6% |
78% |
True |
False |
191 |
10 |
0.7517 |
0.7410 |
0.0107 |
1.4% |
0.0044 |
0.6% |
65% |
False |
False |
156 |
20 |
0.7517 |
0.7322 |
0.0196 |
2.6% |
0.0051 |
0.7% |
81% |
False |
False |
123 |
40 |
0.7535 |
0.7320 |
0.0215 |
2.9% |
0.0041 |
0.5% |
75% |
False |
False |
152 |
60 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0040 |
0.5% |
67% |
False |
False |
116 |
80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
74% |
False |
False |
94 |
100 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0040 |
0.5% |
55% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7632 |
2.618 |
0.7581 |
1.618 |
0.7550 |
1.000 |
0.7531 |
0.618 |
0.7519 |
HIGH |
0.7500 |
0.618 |
0.7488 |
0.500 |
0.7485 |
0.382 |
0.7481 |
LOW |
0.7469 |
0.618 |
0.7450 |
1.000 |
0.7438 |
1.618 |
0.7419 |
2.618 |
0.7388 |
4.250 |
0.7337 |
|
|
Fisher Pivots for day following 23-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7485 |
0.7472 |
PP |
0.7483 |
0.7463 |
S1 |
0.7482 |
0.7455 |
|