CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 17-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7479 |
0.7486 |
0.0007 |
0.1% |
0.7501 |
High |
0.7524 |
0.7492 |
-0.0032 |
-0.4% |
0.7524 |
Low |
0.7463 |
0.7486 |
0.0023 |
0.3% |
0.7463 |
Close |
0.7489 |
0.7492 |
0.0003 |
0.0% |
0.7489 |
Range |
0.0061 |
0.0007 |
-0.0055 |
-89.3% |
0.0061 |
ATR |
0.0044 |
0.0041 |
-0.0003 |
-6.1% |
0.0000 |
Volume |
4 |
50 |
46 |
1,150.0% |
9 |
|
Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7509 |
0.7507 |
0.7496 |
|
R3 |
0.7503 |
0.7501 |
0.7494 |
|
R2 |
0.7496 |
0.7496 |
0.7493 |
|
R1 |
0.7494 |
0.7494 |
0.7493 |
0.7495 |
PP |
0.7490 |
0.7490 |
0.7490 |
0.7490 |
S1 |
0.7488 |
0.7488 |
0.7491 |
0.7489 |
S2 |
0.7483 |
0.7483 |
0.7491 |
|
S3 |
0.7477 |
0.7481 |
0.7490 |
|
S4 |
0.7470 |
0.7475 |
0.7488 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7675 |
0.7643 |
0.7523 |
|
R3 |
0.7614 |
0.7582 |
0.7506 |
|
R2 |
0.7553 |
0.7553 |
0.7500 |
|
R1 |
0.7521 |
0.7521 |
0.7495 |
0.7506 |
PP |
0.7492 |
0.7492 |
0.7492 |
0.7484 |
S1 |
0.7460 |
0.7460 |
0.7483 |
0.7445 |
S2 |
0.7431 |
0.7431 |
0.7478 |
|
S3 |
0.7370 |
0.7399 |
0.7472 |
|
S4 |
0.7309 |
0.7338 |
0.7455 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7524 |
0.7463 |
0.0061 |
0.8% |
0.0018 |
0.2% |
48% |
False |
False |
11 |
10 |
0.7524 |
0.7331 |
0.0193 |
2.6% |
0.0030 |
0.4% |
84% |
False |
False |
8 |
20 |
0.7524 |
0.7329 |
0.0195 |
2.6% |
0.0021 |
0.3% |
84% |
False |
False |
7 |
40 |
0.7549 |
0.7329 |
0.0221 |
2.9% |
0.0020 |
0.3% |
74% |
False |
False |
12 |
60 |
0.7593 |
0.7255 |
0.0338 |
4.5% |
0.0021 |
0.3% |
70% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7520 |
2.618 |
0.7509 |
1.618 |
0.7503 |
1.000 |
0.7499 |
0.618 |
0.7496 |
HIGH |
0.7492 |
0.618 |
0.7490 |
0.500 |
0.7489 |
0.382 |
0.7488 |
LOW |
0.7486 |
0.618 |
0.7481 |
1.000 |
0.7479 |
1.618 |
0.7475 |
2.618 |
0.7468 |
4.250 |
0.7458 |
|
|
Fisher Pivots for day following 17-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7491 |
0.7493 |
PP |
0.7490 |
0.7493 |
S1 |
0.7489 |
0.7492 |
|