CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7472 |
0.7513 |
0.0041 |
0.5% |
0.7496 |
| High |
0.7519 |
0.7529 |
0.0010 |
0.1% |
0.7529 |
| Low |
0.7472 |
0.7504 |
0.0033 |
0.4% |
0.7459 |
| Close |
0.7510 |
0.7527 |
0.0017 |
0.2% |
0.7527 |
| Range |
0.0047 |
0.0025 |
-0.0023 |
-47.9% |
0.0070 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
575 |
126 |
-449 |
-78.1% |
862 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7593 |
0.7584 |
0.7540 |
|
| R3 |
0.7569 |
0.7560 |
0.7533 |
|
| R2 |
0.7544 |
0.7544 |
0.7531 |
|
| R1 |
0.7535 |
0.7535 |
0.7529 |
0.7540 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7522 |
| S1 |
0.7511 |
0.7511 |
0.7524 |
0.7515 |
| S2 |
0.7495 |
0.7495 |
0.7522 |
|
| S3 |
0.7471 |
0.7486 |
0.7520 |
|
| S4 |
0.7446 |
0.7462 |
0.7513 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7691 |
0.7565 |
|
| R3 |
0.7645 |
0.7621 |
0.7546 |
|
| R2 |
0.7575 |
0.7575 |
0.7539 |
|
| R1 |
0.7551 |
0.7551 |
0.7533 |
0.7563 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7511 |
| S1 |
0.7481 |
0.7481 |
0.7520 |
0.7493 |
| S2 |
0.7435 |
0.7435 |
0.7514 |
|
| S3 |
0.7365 |
0.7411 |
0.7507 |
|
| S4 |
0.7295 |
0.7341 |
0.7488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7529 |
0.7459 |
0.0070 |
0.9% |
0.0034 |
0.4% |
97% |
True |
False |
172 |
| 10 |
0.7529 |
0.7410 |
0.0119 |
1.6% |
0.0044 |
0.6% |
98% |
True |
False |
186 |
| 20 |
0.7529 |
0.7322 |
0.0207 |
2.8% |
0.0050 |
0.7% |
99% |
True |
False |
157 |
| 40 |
0.7529 |
0.7320 |
0.0209 |
2.8% |
0.0040 |
0.5% |
99% |
True |
False |
165 |
| 60 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0040 |
0.5% |
82% |
False |
False |
127 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.5% |
86% |
False |
False |
101 |
| 100 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0041 |
0.5% |
64% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7633 |
|
2.618 |
0.7593 |
|
1.618 |
0.7568 |
|
1.000 |
0.7553 |
|
0.618 |
0.7544 |
|
HIGH |
0.7529 |
|
0.618 |
0.7519 |
|
0.500 |
0.7516 |
|
0.382 |
0.7513 |
|
LOW |
0.7504 |
|
0.618 |
0.7489 |
|
1.000 |
0.7480 |
|
1.618 |
0.7464 |
|
2.618 |
0.7440 |
|
4.250 |
0.7400 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7523 |
0.7516 |
| PP |
0.7520 |
0.7505 |
| S1 |
0.7516 |
0.7494 |
|