CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 24-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7486 |
0.7498 |
0.0012 |
0.2% |
0.7486 |
High |
0.7490 |
0.7506 |
0.0016 |
0.2% |
0.7495 |
Low |
0.7486 |
0.7498 |
0.0012 |
0.2% |
0.7435 |
Close |
0.7490 |
0.7506 |
0.0016 |
0.2% |
0.7493 |
Range |
0.0004 |
0.0008 |
0.0004 |
114.3% |
0.0061 |
ATR |
0.0039 |
0.0038 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
72 |
|
Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7526 |
0.7523 |
0.7510 |
|
R3 |
0.7518 |
0.7516 |
0.7508 |
|
R2 |
0.7511 |
0.7511 |
0.7507 |
|
R1 |
0.7508 |
0.7508 |
0.7506 |
0.7509 |
PP |
0.7503 |
0.7503 |
0.7503 |
0.7504 |
S1 |
0.7501 |
0.7501 |
0.7505 |
0.7502 |
S2 |
0.7496 |
0.7496 |
0.7504 |
|
S3 |
0.7488 |
0.7493 |
0.7503 |
|
S4 |
0.7481 |
0.7486 |
0.7501 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7656 |
0.7635 |
0.7526 |
|
R3 |
0.7595 |
0.7574 |
0.7510 |
|
R2 |
0.7535 |
0.7535 |
0.7504 |
|
R1 |
0.7514 |
0.7514 |
0.7499 |
0.7524 |
PP |
0.7474 |
0.7474 |
0.7474 |
0.7479 |
S1 |
0.7453 |
0.7453 |
0.7487 |
0.7464 |
S2 |
0.7414 |
0.7414 |
0.7482 |
|
S3 |
0.7353 |
0.7393 |
0.7476 |
|
S4 |
0.7293 |
0.7332 |
0.7460 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7506 |
0.7435 |
0.0071 |
0.9% |
0.0025 |
0.3% |
100% |
True |
False |
5 |
10 |
0.7524 |
0.7435 |
0.0089 |
1.2% |
0.0021 |
0.3% |
80% |
False |
False |
8 |
20 |
0.7524 |
0.7331 |
0.0193 |
2.6% |
0.0024 |
0.3% |
91% |
False |
False |
7 |
40 |
0.7548 |
0.7329 |
0.0219 |
2.9% |
0.0020 |
0.3% |
81% |
False |
False |
6 |
60 |
0.7593 |
0.7311 |
0.0282 |
3.8% |
0.0020 |
0.3% |
69% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7537 |
2.618 |
0.7525 |
1.618 |
0.7518 |
1.000 |
0.7513 |
0.618 |
0.7510 |
HIGH |
0.7506 |
0.618 |
0.7503 |
0.500 |
0.7502 |
0.382 |
0.7501 |
LOW |
0.7498 |
0.618 |
0.7493 |
1.000 |
0.7491 |
1.618 |
0.7486 |
2.618 |
0.7478 |
4.250 |
0.7466 |
|
|
Fisher Pivots for day following 24-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7504 |
0.7494 |
PP |
0.7503 |
0.7482 |
S1 |
0.7502 |
0.7470 |
|