CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7501 |
0.7472 |
-0.0030 |
-0.4% |
0.7482 |
| High |
0.7507 |
0.7519 |
0.0012 |
0.2% |
0.7500 |
| Low |
0.7459 |
0.7472 |
0.0013 |
0.2% |
0.7410 |
| Close |
0.7483 |
0.7510 |
0.0028 |
0.4% |
0.7483 |
| Range |
0.0048 |
0.0047 |
-0.0001 |
-2.1% |
0.0090 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
66 |
575 |
509 |
771.2% |
888 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7641 |
0.7623 |
0.7536 |
|
| R3 |
0.7594 |
0.7576 |
0.7523 |
|
| R2 |
0.7547 |
0.7547 |
0.7519 |
|
| R1 |
0.7529 |
0.7529 |
0.7514 |
0.7538 |
| PP |
0.7500 |
0.7500 |
0.7500 |
0.7505 |
| S1 |
0.7482 |
0.7482 |
0.7506 |
0.7491 |
| S2 |
0.7453 |
0.7453 |
0.7501 |
|
| S3 |
0.7406 |
0.7435 |
0.7497 |
|
| S4 |
0.7359 |
0.7388 |
0.7484 |
|
|
| 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 |
0.7519 |
0.7424 |
0.0095 |
1.3% |
0.0042 |
0.6% |
91% |
True |
False |
181 |
| 10 |
0.7519 |
0.7410 |
0.0109 |
1.4% |
0.0046 |
0.6% |
92% |
True |
False |
200 |
| 20 |
0.7519 |
0.7322 |
0.0197 |
2.6% |
0.0052 |
0.7% |
96% |
True |
False |
152 |
| 40 |
0.7519 |
0.7320 |
0.0199 |
2.6% |
0.0041 |
0.6% |
96% |
True |
False |
165 |
| 60 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0040 |
0.5% |
77% |
False |
False |
125 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0042 |
0.6% |
81% |
False |
False |
100 |
| 100 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0041 |
0.5% |
60% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7718 |
|
2.618 |
0.7642 |
|
1.618 |
0.7595 |
|
1.000 |
0.7566 |
|
0.618 |
0.7548 |
|
HIGH |
0.7519 |
|
0.618 |
0.7501 |
|
0.500 |
0.7495 |
|
0.382 |
0.7489 |
|
LOW |
0.7472 |
|
0.618 |
0.7442 |
|
1.000 |
0.7425 |
|
1.618 |
0.7395 |
|
2.618 |
0.7348 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7503 |
| PP |
0.7500 |
0.7496 |
| S1 |
0.7495 |
0.7489 |
|