CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7535 |
0.7513 |
-0.0023 |
-0.3% |
0.7486 |
High |
0.7536 |
0.7513 |
-0.0023 |
-0.3% |
0.7536 |
Low |
0.7515 |
0.7492 |
-0.0024 |
-0.3% |
0.7486 |
Close |
0.7535 |
0.7492 |
-0.0044 |
-0.6% |
0.7535 |
Range |
0.0021 |
0.0022 |
0.0001 |
4.9% |
0.0050 |
ATR |
0.0034 |
0.0035 |
0.0001 |
1.9% |
0.0000 |
Volume |
0 |
22 |
22 |
|
13 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7563 |
0.7549 |
0.7503 |
|
R3 |
0.7542 |
0.7527 |
0.7497 |
|
R2 |
0.7520 |
0.7520 |
0.7495 |
|
R1 |
0.7506 |
0.7506 |
0.7493 |
0.7502 |
PP |
0.7499 |
0.7499 |
0.7499 |
0.7497 |
S1 |
0.7484 |
0.7484 |
0.7490 |
0.7481 |
S2 |
0.7477 |
0.7477 |
0.7488 |
|
S3 |
0.7456 |
0.7463 |
0.7486 |
|
S4 |
0.7434 |
0.7441 |
0.7480 |
|
|
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 |
0.7492 |
0.0044 |
0.6% |
0.0013 |
0.2% |
0% |
False |
True |
6 |
10 |
0.7536 |
0.7435 |
0.0101 |
1.3% |
0.0018 |
0.2% |
56% |
False |
False |
10 |
20 |
0.7536 |
0.7331 |
0.0205 |
2.7% |
0.0025 |
0.3% |
78% |
False |
False |
6 |
40 |
0.7536 |
0.7329 |
0.0207 |
2.8% |
0.0020 |
0.3% |
79% |
False |
False |
7 |
60 |
0.7593 |
0.7311 |
0.0282 |
3.8% |
0.0020 |
0.3% |
64% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7604 |
2.618 |
0.7569 |
1.618 |
0.7548 |
1.000 |
0.7535 |
0.618 |
0.7526 |
HIGH |
0.7513 |
0.618 |
0.7505 |
0.500 |
0.7502 |
0.382 |
0.7500 |
LOW |
0.7492 |
0.618 |
0.7478 |
1.000 |
0.7470 |
1.618 |
0.7457 |
2.618 |
0.7435 |
4.250 |
0.7400 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7502 |
0.7514 |
PP |
0.7499 |
0.7506 |
S1 |
0.7495 |
0.7499 |
|