CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7482 |
0.7491 |
0.0009 |
0.1% |
0.7452 |
| High |
0.7491 |
0.7500 |
0.0010 |
0.1% |
0.7517 |
| Low |
0.7465 |
0.7420 |
-0.0045 |
-0.6% |
0.7450 |
| Close |
0.7483 |
0.7425 |
-0.0058 |
-0.8% |
0.7481 |
| Range |
0.0026 |
0.0080 |
0.0055 |
213.7% |
0.0067 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.3% |
0.0000 |
| Volume |
320 |
253 |
-67 |
-20.9% |
603 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7637 |
0.7469 |
|
| R3 |
0.7608 |
0.7557 |
0.7447 |
|
| R2 |
0.7528 |
0.7528 |
0.7440 |
|
| R1 |
0.7477 |
0.7477 |
0.7432 |
0.7463 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7441 |
| S1 |
0.7397 |
0.7397 |
0.7418 |
0.7383 |
| S2 |
0.7368 |
0.7368 |
0.7410 |
|
| S3 |
0.7288 |
0.7317 |
0.7403 |
|
| S4 |
0.7208 |
0.7237 |
0.7381 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7684 |
0.7649 |
0.7517 |
|
| R3 |
0.7617 |
0.7582 |
0.7499 |
|
| R2 |
0.7550 |
0.7550 |
0.7493 |
|
| R1 |
0.7515 |
0.7515 |
0.7487 |
0.7532 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7491 |
| S1 |
0.7448 |
0.7448 |
0.7474 |
0.7465 |
| S2 |
0.7416 |
0.7416 |
0.7468 |
|
| S3 |
0.7349 |
0.7381 |
0.7462 |
|
| S4 |
0.7282 |
0.7314 |
0.7444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7517 |
0.7420 |
0.0097 |
1.3% |
0.0047 |
0.6% |
5% |
False |
True |
203 |
| 10 |
0.7517 |
0.7334 |
0.0184 |
2.5% |
0.0058 |
0.8% |
50% |
False |
False |
178 |
| 20 |
0.7517 |
0.7322 |
0.0196 |
2.6% |
0.0046 |
0.6% |
53% |
False |
False |
118 |
| 40 |
0.7540 |
0.7320 |
0.0220 |
3.0% |
0.0041 |
0.5% |
48% |
False |
False |
149 |
| 60 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0041 |
0.5% |
54% |
False |
False |
110 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
59% |
False |
False |
91 |
| 100 |
0.7746 |
0.7200 |
0.0546 |
7.3% |
0.0039 |
0.5% |
41% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7840 |
|
2.618 |
0.7709 |
|
1.618 |
0.7629 |
|
1.000 |
0.7580 |
|
0.618 |
0.7549 |
|
HIGH |
0.7500 |
|
0.618 |
0.7469 |
|
0.500 |
0.7460 |
|
0.382 |
0.7451 |
|
LOW |
0.7420 |
|
0.618 |
0.7371 |
|
1.000 |
0.7340 |
|
1.618 |
0.7291 |
|
2.618 |
0.7211 |
|
4.250 |
0.7080 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7460 |
0.7469 |
| PP |
0.7448 |
0.7454 |
| S1 |
0.7437 |
0.7440 |
|