CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 31-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7513 |
0.7534 |
0.0022 |
0.3% |
0.7486 |
High |
0.7513 |
0.7534 |
0.0021 |
0.3% |
0.7536 |
Low |
0.7492 |
0.7534 |
0.0043 |
0.6% |
0.7486 |
Close |
0.7492 |
0.7534 |
0.0043 |
0.6% |
0.7535 |
Range |
0.0022 |
0.0000 |
-0.0022 |
-100.0% |
0.0050 |
ATR |
0.0035 |
0.0036 |
0.0001 |
1.5% |
0.0000 |
Volume |
22 |
0 |
-22 |
-100.0% |
13 |
|
Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7534 |
0.7534 |
0.7534 |
|
R3 |
0.7534 |
0.7534 |
0.7534 |
|
R2 |
0.7534 |
0.7534 |
0.7534 |
|
R1 |
0.7534 |
0.7534 |
0.7534 |
0.7534 |
PP |
0.7534 |
0.7534 |
0.7534 |
0.7534 |
S1 |
0.7534 |
0.7534 |
0.7534 |
0.7534 |
S2 |
0.7534 |
0.7534 |
0.7534 |
|
S3 |
0.7534 |
0.7534 |
0.7534 |
|
S4 |
0.7534 |
0.7534 |
0.7534 |
|
|
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% |
0.0011 |
0.1% |
97% |
False |
False |
6 |
10 |
0.7536 |
0.7435 |
0.0101 |
1.3% |
0.0018 |
0.2% |
99% |
False |
False |
5 |
20 |
0.7536 |
0.7331 |
0.0205 |
2.7% |
0.0024 |
0.3% |
99% |
False |
False |
6 |
40 |
0.7536 |
0.7329 |
0.0207 |
2.7% |
0.0019 |
0.3% |
99% |
False |
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 |
0.7534 |
2.618 |
0.7534 |
1.618 |
0.7534 |
1.000 |
0.7534 |
0.618 |
0.7534 |
HIGH |
0.7534 |
0.618 |
0.7534 |
0.500 |
0.7534 |
0.382 |
0.7534 |
LOW |
0.7534 |
0.618 |
0.7534 |
1.000 |
0.7534 |
1.618 |
0.7534 |
2.618 |
0.7534 |
4.250 |
0.7534 |
|
|
Fisher Pivots for day following 31-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7534 |
0.7527 |
PP |
0.7534 |
0.7520 |
S1 |
0.7534 |
0.7514 |
|