CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7513 |
0.7479 |
-0.0034 |
-0.4% |
0.7496 |
| High |
0.7516 |
0.7528 |
0.0013 |
0.2% |
0.7529 |
| Low |
0.7479 |
0.7435 |
-0.0044 |
-0.6% |
0.7459 |
| Close |
0.7482 |
0.7526 |
0.0044 |
0.6% |
0.7527 |
| Range |
0.0037 |
0.0093 |
0.0057 |
154.8% |
0.0070 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
7.1% |
0.0000 |
| Volume |
69 |
291 |
222 |
321.7% |
862 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7775 |
0.7743 |
0.7577 |
|
| R3 |
0.7682 |
0.7650 |
0.7551 |
|
| R2 |
0.7589 |
0.7589 |
0.7543 |
|
| R1 |
0.7557 |
0.7557 |
0.7534 |
0.7573 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7504 |
| S1 |
0.7464 |
0.7464 |
0.7517 |
0.7480 |
| S2 |
0.7403 |
0.7403 |
0.7508 |
|
| S3 |
0.7310 |
0.7371 |
0.7500 |
|
| S4 |
0.7217 |
0.7278 |
0.7474 |
|
|
| 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 |
0.7435 |
0.0094 |
1.2% |
0.0050 |
0.7% |
97% |
False |
True |
225 |
| 10 |
0.7529 |
0.7410 |
0.0119 |
1.6% |
0.0048 |
0.6% |
97% |
False |
False |
179 |
| 20 |
0.7529 |
0.7322 |
0.0207 |
2.8% |
0.0053 |
0.7% |
99% |
False |
False |
172 |
| 40 |
0.7529 |
0.7320 |
0.0209 |
2.8% |
0.0041 |
0.5% |
99% |
False |
False |
172 |
| 60 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0041 |
0.5% |
82% |
False |
False |
132 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.5% |
86% |
False |
False |
104 |
| 100 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0042 |
0.6% |
64% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7923 |
|
2.618 |
0.7771 |
|
1.618 |
0.7678 |
|
1.000 |
0.7621 |
|
0.618 |
0.7585 |
|
HIGH |
0.7528 |
|
0.618 |
0.7492 |
|
0.500 |
0.7482 |
|
0.382 |
0.7471 |
|
LOW |
0.7435 |
|
0.618 |
0.7378 |
|
1.000 |
0.7342 |
|
1.618 |
0.7285 |
|
2.618 |
0.7192 |
|
4.250 |
0.7040 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7511 |
0.7511 |
| PP |
0.7496 |
0.7496 |
| S1 |
0.7482 |
0.7482 |
|