CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7516 |
0.7525 |
0.0009 |
0.1% |
0.7477 |
| High |
0.7539 |
0.7542 |
0.0003 |
0.0% |
0.7521 |
| Low |
0.7475 |
0.7494 |
0.0019 |
0.2% |
0.7449 |
| Close |
0.7520 |
0.7507 |
-0.0014 |
-0.2% |
0.7518 |
| Range |
0.0064 |
0.0048 |
-0.0016 |
-25.0% |
0.0073 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
99,633 |
84,784 |
-14,849 |
-14.9% |
311,281 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7658 |
0.7630 |
0.7533 |
|
| R3 |
0.7610 |
0.7582 |
0.7520 |
|
| R2 |
0.7562 |
0.7562 |
0.7515 |
|
| R1 |
0.7534 |
0.7534 |
0.7511 |
0.7524 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7509 |
| S1 |
0.7486 |
0.7486 |
0.7502 |
0.7476 |
| S2 |
0.7466 |
0.7466 |
0.7498 |
|
| S3 |
0.7418 |
0.7438 |
0.7493 |
|
| S4 |
0.7370 |
0.7390 |
0.7480 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7688 |
0.7558 |
|
| R3 |
0.7641 |
0.7616 |
0.7538 |
|
| R2 |
0.7568 |
0.7568 |
0.7531 |
|
| R1 |
0.7543 |
0.7543 |
0.7525 |
0.7556 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7502 |
| S1 |
0.7471 |
0.7471 |
0.7511 |
0.7483 |
| S2 |
0.7423 |
0.7423 |
0.7505 |
|
| S3 |
0.7351 |
0.7398 |
0.7498 |
|
| S4 |
0.7278 |
0.7326 |
0.7478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7542 |
0.7425 |
0.0117 |
1.6% |
0.0057 |
0.8% |
70% |
True |
False |
79,482 |
| 10 |
0.7542 |
0.7411 |
0.0131 |
1.7% |
0.0054 |
0.7% |
73% |
True |
False |
70,955 |
| 20 |
0.7542 |
0.7320 |
0.0222 |
3.0% |
0.0058 |
0.8% |
84% |
True |
False |
70,458 |
| 40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0058 |
0.8% |
85% |
True |
False |
61,040 |
| 60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0060 |
0.8% |
76% |
False |
False |
40,940 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0063 |
0.8% |
84% |
False |
False |
30,759 |
| 100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0062 |
0.8% |
62% |
False |
False |
24,667 |
| 120 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0057 |
0.8% |
49% |
False |
False |
20,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7746 |
|
2.618 |
0.7667 |
|
1.618 |
0.7619 |
|
1.000 |
0.7590 |
|
0.618 |
0.7571 |
|
HIGH |
0.7542 |
|
0.618 |
0.7523 |
|
0.500 |
0.7518 |
|
0.382 |
0.7512 |
|
LOW |
0.7494 |
|
0.618 |
0.7464 |
|
1.000 |
0.7446 |
|
1.618 |
0.7416 |
|
2.618 |
0.7368 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7518 |
0.7499 |
| PP |
0.7514 |
0.7491 |
| S1 |
0.7510 |
0.7483 |
|