CME Canadian Dollar Future June 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 |
0.7354 |
0.7452 |
0.0098 |
1.3% |
0.7375 |
| High |
0.7456 |
0.7496 |
0.0041 |
0.5% |
0.7456 |
| Low |
0.7334 |
0.7452 |
0.0118 |
1.6% |
0.7322 |
| Close |
0.7456 |
0.7493 |
0.0037 |
0.5% |
0.7456 |
| Range |
0.0122 |
0.0045 |
-0.0078 |
-63.5% |
0.0134 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
189 |
92 |
-97 |
-51.3% |
743 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7614 |
0.7598 |
0.7517 |
|
| R3 |
0.7569 |
0.7553 |
0.7505 |
|
| R2 |
0.7525 |
0.7525 |
0.7501 |
|
| R1 |
0.7509 |
0.7509 |
0.7497 |
0.7517 |
| PP |
0.7480 |
0.7480 |
0.7480 |
0.7484 |
| S1 |
0.7464 |
0.7464 |
0.7488 |
0.7472 |
| S2 |
0.7436 |
0.7436 |
0.7484 |
|
| S3 |
0.7391 |
0.7420 |
0.7480 |
|
| S4 |
0.7347 |
0.7375 |
0.7468 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7768 |
0.7529 |
|
| R3 |
0.7679 |
0.7634 |
0.7492 |
|
| R2 |
0.7545 |
0.7545 |
0.7480 |
|
| R1 |
0.7500 |
0.7500 |
0.7468 |
0.7523 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7422 |
| S1 |
0.7366 |
0.7366 |
0.7443 |
0.7389 |
| S2 |
0.7277 |
0.7277 |
0.7431 |
|
| S3 |
0.7143 |
0.7232 |
0.7419 |
|
| S4 |
0.7009 |
0.7098 |
0.7382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7496 |
0.7322 |
0.0175 |
2.3% |
0.0080 |
1.1% |
98% |
True |
False |
167 |
| 10 |
0.7496 |
0.7322 |
0.0175 |
2.3% |
0.0059 |
0.8% |
98% |
True |
False |
95 |
| 20 |
0.7496 |
0.7320 |
0.0176 |
2.3% |
0.0039 |
0.5% |
98% |
True |
False |
167 |
| 40 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0038 |
0.5% |
66% |
False |
False |
128 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.6% |
77% |
False |
False |
95 |
| 80 |
0.7610 |
0.7200 |
0.0410 |
5.5% |
0.0042 |
0.6% |
71% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7613 |
|
1.618 |
0.7568 |
|
1.000 |
0.7541 |
|
0.618 |
0.7524 |
|
HIGH |
0.7496 |
|
0.618 |
0.7479 |
|
0.500 |
0.7474 |
|
0.382 |
0.7468 |
|
LOW |
0.7452 |
|
0.618 |
0.7424 |
|
1.000 |
0.7407 |
|
1.618 |
0.7379 |
|
2.618 |
0.7335 |
|
4.250 |
0.7262 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7486 |
0.7467 |
| PP |
0.7480 |
0.7441 |
| S1 |
0.7474 |
0.7415 |
|