CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 18-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7486 |
0.7486 |
0.0001 |
0.0% |
0.7501 |
High |
0.7492 |
0.7486 |
-0.0006 |
-0.1% |
0.7524 |
Low |
0.7486 |
0.7435 |
-0.0051 |
-0.7% |
0.7463 |
Close |
0.7492 |
0.7435 |
-0.0058 |
-0.8% |
0.7489 |
Range |
0.0007 |
0.0052 |
0.0045 |
692.3% |
0.0061 |
ATR |
0.0041 |
0.0042 |
0.0001 |
2.9% |
0.0000 |
Volume |
50 |
13 |
-37 |
-74.0% |
9 |
|
Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7606 |
0.7572 |
0.7463 |
|
R3 |
0.7555 |
0.7520 |
0.7449 |
|
R2 |
0.7503 |
0.7503 |
0.7444 |
|
R1 |
0.7469 |
0.7469 |
0.7439 |
0.7460 |
PP |
0.7452 |
0.7452 |
0.7452 |
0.7447 |
S1 |
0.7417 |
0.7417 |
0.7430 |
0.7409 |
S2 |
0.7400 |
0.7400 |
0.7425 |
|
S3 |
0.7349 |
0.7366 |
0.7420 |
|
S4 |
0.7297 |
0.7314 |
0.7406 |
|
|
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 |
0.7435 |
0.0089 |
1.2% |
0.0028 |
0.4% |
0% |
False |
True |
14 |
10 |
0.7524 |
0.7343 |
0.0181 |
2.4% |
0.0027 |
0.4% |
51% |
False |
False |
9 |
20 |
0.7524 |
0.7331 |
0.0193 |
2.6% |
0.0022 |
0.3% |
54% |
False |
False |
8 |
40 |
0.7549 |
0.7329 |
0.0221 |
3.0% |
0.0020 |
0.3% |
48% |
False |
False |
12 |
60 |
0.7593 |
0.7255 |
0.0338 |
4.5% |
0.0022 |
0.3% |
53% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7705 |
2.618 |
0.7621 |
1.618 |
0.7569 |
1.000 |
0.7538 |
0.618 |
0.7518 |
HIGH |
0.7486 |
0.618 |
0.7466 |
0.500 |
0.7460 |
0.382 |
0.7454 |
LOW |
0.7435 |
0.618 |
0.7403 |
1.000 |
0.7383 |
1.618 |
0.7351 |
2.618 |
0.7300 |
4.250 |
0.7216 |
|
|
Fisher Pivots for day following 18-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7460 |
0.7479 |
PP |
0.7452 |
0.7464 |
S1 |
0.7443 |
0.7449 |
|