CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7513 |
0.7513 |
0.0000 |
0.0% |
0.7496 |
High |
0.7529 |
0.7516 |
-0.0013 |
-0.2% |
0.7529 |
Low |
0.7504 |
0.7479 |
-0.0025 |
-0.3% |
0.7459 |
Close |
0.7527 |
0.7482 |
-0.0045 |
-0.6% |
0.7527 |
Range |
0.0025 |
0.0037 |
0.0012 |
49.0% |
0.0070 |
ATR |
0.0046 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
Volume |
126 |
69 |
-57 |
-45.2% |
862 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7602 |
0.7578 |
0.7502 |
|
R3 |
0.7565 |
0.7542 |
0.7492 |
|
R2 |
0.7529 |
0.7529 |
0.7489 |
|
R1 |
0.7505 |
0.7505 |
0.7485 |
0.7499 |
PP |
0.7492 |
0.7492 |
0.7492 |
0.7489 |
S1 |
0.7469 |
0.7469 |
0.7479 |
0.7462 |
S2 |
0.7456 |
0.7456 |
0.7475 |
|
S3 |
0.7419 |
0.7432 |
0.7472 |
|
S4 |
0.7383 |
0.7396 |
0.7462 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7715 |
0.7691 |
0.7565 |
|
R3 |
0.7645 |
0.7621 |
0.7546 |
|
R2 |
0.7575 |
0.7575 |
0.7539 |
|
R1 |
0.7551 |
0.7551 |
0.7533 |
0.7563 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7511 |
S1 |
0.7481 |
0.7481 |
0.7520 |
0.7493 |
S2 |
0.7435 |
0.7435 |
0.7514 |
|
S3 |
0.7365 |
0.7411 |
0.7507 |
|
S4 |
0.7295 |
0.7341 |
0.7488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7529 |
0.7459 |
0.0070 |
0.9% |
0.0035 |
0.5% |
34% |
False |
False |
172 |
10 |
0.7529 |
0.7410 |
0.0119 |
1.6% |
0.0041 |
0.5% |
61% |
False |
False |
181 |
20 |
0.7529 |
0.7322 |
0.0207 |
2.8% |
0.0050 |
0.7% |
78% |
False |
False |
159 |
40 |
0.7529 |
0.7320 |
0.0209 |
2.8% |
0.0039 |
0.5% |
78% |
False |
False |
166 |
60 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0041 |
0.5% |
67% |
False |
False |
128 |
80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0040 |
0.5% |
74% |
False |
False |
101 |
100 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0041 |
0.6% |
55% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7671 |
2.618 |
0.7611 |
1.618 |
0.7575 |
1.000 |
0.7552 |
0.618 |
0.7538 |
HIGH |
0.7516 |
0.618 |
0.7502 |
0.500 |
0.7497 |
0.382 |
0.7493 |
LOW |
0.7479 |
0.618 |
0.7456 |
1.000 |
0.7443 |
1.618 |
0.7420 |
2.618 |
0.7383 |
4.250 |
0.7324 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7497 |
0.7500 |
PP |
0.7492 |
0.7494 |
S1 |
0.7487 |
0.7488 |
|