CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7423 |
0.7375 |
-0.0049 |
-0.7% |
0.7382 |
| High |
0.7428 |
0.7448 |
0.0020 |
0.3% |
0.7448 |
| Low |
0.7359 |
0.7320 |
-0.0039 |
-0.5% |
0.7310 |
| Close |
0.7375 |
0.7448 |
0.0073 |
1.0% |
0.7448 |
| Range |
0.0069 |
0.0128 |
0.0059 |
85.5% |
0.0138 |
| ATR |
0.0064 |
0.0068 |
0.0005 |
7.2% |
0.0000 |
| Volume |
73,544 |
98,157 |
24,613 |
33.5% |
344,642 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7746 |
0.7518 |
|
| R3 |
0.7661 |
0.7618 |
0.7483 |
|
| R2 |
0.7533 |
0.7533 |
0.7471 |
|
| R1 |
0.7490 |
0.7490 |
0.7459 |
0.7512 |
| PP |
0.7405 |
0.7405 |
0.7405 |
0.7416 |
| S1 |
0.7362 |
0.7362 |
0.7436 |
0.7384 |
| S2 |
0.7277 |
0.7277 |
0.7424 |
|
| S3 |
0.7149 |
0.7234 |
0.7412 |
|
| S4 |
0.7021 |
0.7106 |
0.7377 |
|
|
| 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 |
0.7448 |
0.7310 |
0.0138 |
1.9% |
0.0087 |
1.2% |
100% |
True |
False |
81,135 |
| 10 |
0.7448 |
0.7310 |
0.0138 |
1.9% |
0.0071 |
1.0% |
100% |
True |
False |
69,597 |
| 20 |
0.7448 |
0.7304 |
0.0145 |
1.9% |
0.0063 |
0.8% |
100% |
True |
False |
59,600 |
| 40 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0064 |
0.9% |
54% |
False |
False |
30,469 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0066 |
0.9% |
69% |
False |
False |
20,385 |
| 80 |
0.7619 |
0.7170 |
0.0449 |
6.0% |
0.0064 |
0.9% |
62% |
False |
False |
15,360 |
| 100 |
0.7784 |
0.7170 |
0.0614 |
8.2% |
0.0058 |
0.8% |
45% |
False |
False |
12,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7783 |
|
1.618 |
0.7655 |
|
1.000 |
0.7576 |
|
0.618 |
0.7527 |
|
HIGH |
0.7448 |
|
0.618 |
0.7399 |
|
0.500 |
0.7384 |
|
0.382 |
0.7369 |
|
LOW |
0.7320 |
|
0.618 |
0.7241 |
|
1.000 |
0.7192 |
|
1.618 |
0.7113 |
|
2.618 |
0.6985 |
|
4.250 |
0.6776 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7426 |
0.7425 |
| PP |
0.7405 |
0.7403 |
| S1 |
0.7384 |
0.7380 |
|