CME Canadian Dollar Future September 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 |
0.7492 |
0.7507 |
0.0016 |
0.2% |
0.7486 |
High |
0.7492 |
0.7520 |
0.0028 |
0.4% |
0.7495 |
Low |
0.7492 |
0.7507 |
0.0015 |
0.2% |
0.7435 |
Close |
0.7492 |
0.7520 |
0.0028 |
0.4% |
0.7493 |
Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0061 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
0 |
8 |
8 |
|
72 |
|
Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7554 |
0.7550 |
0.7527 |
|
R3 |
0.7541 |
0.7537 |
0.7523 |
|
R2 |
0.7528 |
0.7528 |
0.7522 |
|
R1 |
0.7524 |
0.7524 |
0.7521 |
0.7526 |
PP |
0.7515 |
0.7515 |
0.7515 |
0.7516 |
S1 |
0.7511 |
0.7511 |
0.7518 |
0.7513 |
S2 |
0.7502 |
0.7502 |
0.7517 |
|
S3 |
0.7489 |
0.7498 |
0.7516 |
|
S4 |
0.7476 |
0.7485 |
0.7512 |
|
|
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 |
0.7520 |
0.7435 |
0.0085 |
1.1% |
0.0017 |
0.2% |
100% |
True |
False |
4 |
10 |
0.7524 |
0.7435 |
0.0089 |
1.2% |
0.0022 |
0.3% |
96% |
False |
False |
9 |
20 |
0.7524 |
0.7331 |
0.0193 |
2.6% |
0.0024 |
0.3% |
98% |
False |
False |
7 |
40 |
0.7524 |
0.7329 |
0.0195 |
2.6% |
0.0020 |
0.3% |
98% |
False |
False |
7 |
60 |
0.7593 |
0.7311 |
0.0282 |
3.8% |
0.0020 |
0.3% |
74% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7575 |
2.618 |
0.7554 |
1.618 |
0.7541 |
1.000 |
0.7533 |
0.618 |
0.7528 |
HIGH |
0.7520 |
0.618 |
0.7515 |
0.500 |
0.7513 |
0.382 |
0.7511 |
LOW |
0.7507 |
0.618 |
0.7498 |
1.000 |
0.7494 |
1.618 |
0.7485 |
2.618 |
0.7472 |
4.250 |
0.7451 |
|
|
Fisher Pivots for day following 26-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7517 |
0.7515 |
PP |
0.7515 |
0.7510 |
S1 |
0.7513 |
0.7506 |
|