CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7507 |
0.7535 |
0.0028 |
0.4% |
0.7486 |
High |
0.7520 |
0.7536 |
0.0016 |
0.2% |
0.7536 |
Low |
0.7507 |
0.7515 |
0.0009 |
0.1% |
0.7486 |
Close |
0.7520 |
0.7535 |
0.0016 |
0.2% |
0.7535 |
Range |
0.0013 |
0.0021 |
0.0008 |
57.7% |
0.0050 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
8 |
0 |
-8 |
-100.0% |
13 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7590 |
0.7583 |
0.7546 |
|
R3 |
0.7570 |
0.7563 |
0.7541 |
|
R2 |
0.7549 |
0.7549 |
0.7539 |
|
R1 |
0.7542 |
0.7542 |
0.7537 |
0.7545 |
PP |
0.7529 |
0.7529 |
0.7529 |
0.7530 |
S1 |
0.7522 |
0.7522 |
0.7533 |
0.7525 |
S2 |
0.7508 |
0.7508 |
0.7531 |
|
S3 |
0.7488 |
0.7501 |
0.7529 |
|
S4 |
0.7467 |
0.7481 |
0.7524 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7651 |
0.7562 |
|
R3 |
0.7618 |
0.7601 |
0.7549 |
|
R2 |
0.7568 |
0.7568 |
0.7544 |
|
R1 |
0.7552 |
0.7552 |
0.7540 |
0.7560 |
PP |
0.7519 |
0.7519 |
0.7519 |
0.7523 |
S1 |
0.7502 |
0.7502 |
0.7530 |
0.7511 |
S2 |
0.7469 |
0.7469 |
0.7526 |
|
S3 |
0.7420 |
0.7453 |
0.7521 |
|
S4 |
0.7370 |
0.7403 |
0.7508 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7536 |
0.7486 |
0.0050 |
0.7% |
0.0009 |
0.1% |
99% |
True |
False |
2 |
10 |
0.7536 |
0.7435 |
0.0101 |
1.3% |
0.0022 |
0.3% |
100% |
True |
False |
8 |
20 |
0.7536 |
0.7331 |
0.0205 |
2.7% |
0.0025 |
0.3% |
100% |
True |
False |
7 |
40 |
0.7536 |
0.7329 |
0.0207 |
2.7% |
0.0020 |
0.3% |
100% |
True |
False |
7 |
60 |
0.7593 |
0.7311 |
0.0282 |
3.7% |
0.0020 |
0.3% |
79% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7623 |
2.618 |
0.7589 |
1.618 |
0.7569 |
1.000 |
0.7556 |
0.618 |
0.7548 |
HIGH |
0.7536 |
0.618 |
0.7528 |
0.500 |
0.7525 |
0.382 |
0.7523 |
LOW |
0.7515 |
0.618 |
0.7502 |
1.000 |
0.7495 |
1.618 |
0.7482 |
2.618 |
0.7461 |
4.250 |
0.7428 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7532 |
0.7528 |
PP |
0.7529 |
0.7521 |
S1 |
0.7525 |
0.7514 |
|