CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 09-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7375 |
0.7444 |
0.0070 |
0.9% |
0.7382 |
High |
0.7448 |
0.7491 |
0.0043 |
0.6% |
0.7448 |
Low |
0.7320 |
0.7442 |
0.0122 |
1.7% |
0.7310 |
Close |
0.7448 |
0.7485 |
0.0037 |
0.5% |
0.7448 |
Range |
0.0128 |
0.0049 |
-0.0079 |
-61.7% |
0.0138 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
98,157 |
64,224 |
-33,933 |
-34.6% |
344,642 |
|
Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7619 |
0.7601 |
0.7511 |
|
R3 |
0.7570 |
0.7552 |
0.7498 |
|
R2 |
0.7521 |
0.7521 |
0.7493 |
|
R1 |
0.7503 |
0.7503 |
0.7489 |
0.7512 |
PP |
0.7472 |
0.7472 |
0.7472 |
0.7477 |
S1 |
0.7454 |
0.7454 |
0.7480 |
0.7463 |
S2 |
0.7423 |
0.7423 |
0.7476 |
|
S3 |
0.7374 |
0.7405 |
0.7471 |
|
S4 |
0.7325 |
0.7356 |
0.7458 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7816 |
0.7770 |
0.7523 |
|
R3 |
0.7678 |
0.7632 |
0.7485 |
|
R2 |
0.7540 |
0.7540 |
0.7473 |
|
R1 |
0.7494 |
0.7494 |
0.7460 |
0.7517 |
PP |
0.7402 |
0.7402 |
0.7402 |
0.7413 |
S1 |
0.7356 |
0.7356 |
0.7435 |
0.7379 |
S2 |
0.7264 |
0.7264 |
0.7422 |
|
S3 |
0.7126 |
0.7218 |
0.7410 |
|
S4 |
0.6988 |
0.7080 |
0.7372 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7491 |
0.7310 |
0.0181 |
2.4% |
0.0090 |
1.2% |
97% |
True |
False |
81,773 |
10 |
0.7491 |
0.7310 |
0.0181 |
2.4% |
0.0070 |
0.9% |
97% |
True |
False |
69,723 |
20 |
0.7491 |
0.7304 |
0.0187 |
2.5% |
0.0062 |
0.8% |
97% |
True |
False |
62,507 |
40 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0064 |
0.8% |
68% |
False |
False |
32,072 |
60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0067 |
0.9% |
78% |
False |
False |
21,454 |
80 |
0.7604 |
0.7170 |
0.0434 |
5.8% |
0.0064 |
0.9% |
72% |
False |
False |
16,162 |
100 |
0.7754 |
0.7170 |
0.0584 |
7.8% |
0.0058 |
0.8% |
54% |
False |
False |
12,949 |
120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0052 |
0.7% |
46% |
False |
False |
10,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7699 |
2.618 |
0.7619 |
1.618 |
0.7570 |
1.000 |
0.7540 |
0.618 |
0.7521 |
HIGH |
0.7491 |
0.618 |
0.7472 |
0.500 |
0.7466 |
0.382 |
0.7460 |
LOW |
0.7442 |
0.618 |
0.7411 |
1.000 |
0.7393 |
1.618 |
0.7362 |
2.618 |
0.7313 |
4.250 |
0.7233 |
|
|
Fisher Pivots for day following 09-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7478 |
0.7458 |
PP |
0.7472 |
0.7432 |
S1 |
0.7466 |
0.7405 |
|