CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 03-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7525 |
0.7512 |
-0.0013 |
-0.2% |
0.7515 |
High |
0.7542 |
0.7514 |
-0.0028 |
-0.4% |
0.7542 |
Low |
0.7494 |
0.7449 |
-0.0045 |
-0.6% |
0.7425 |
Close |
0.7507 |
0.7469 |
-0.0038 |
-0.5% |
0.7469 |
Range |
0.0048 |
0.0065 |
0.0017 |
35.4% |
0.0117 |
ATR |
0.0058 |
0.0059 |
0.0000 |
0.8% |
0.0000 |
Volume |
84,784 |
98,691 |
13,907 |
16.4% |
442,638 |
|
Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7672 |
0.7636 |
0.7505 |
|
R3 |
0.7607 |
0.7571 |
0.7487 |
|
R2 |
0.7542 |
0.7542 |
0.7481 |
|
R1 |
0.7506 |
0.7506 |
0.7475 |
0.7492 |
PP |
0.7477 |
0.7477 |
0.7477 |
0.7470 |
S1 |
0.7441 |
0.7441 |
0.7463 |
0.7427 |
S2 |
0.7412 |
0.7412 |
0.7457 |
|
S3 |
0.7347 |
0.7376 |
0.7451 |
|
S4 |
0.7282 |
0.7311 |
0.7433 |
|
|
Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7828 |
0.7765 |
0.7533 |
|
R3 |
0.7712 |
0.7649 |
0.7501 |
|
R2 |
0.7595 |
0.7595 |
0.7490 |
|
R1 |
0.7532 |
0.7532 |
0.7480 |
0.7505 |
PP |
0.7479 |
0.7479 |
0.7479 |
0.7465 |
S1 |
0.7416 |
0.7416 |
0.7458 |
0.7389 |
S2 |
0.7362 |
0.7362 |
0.7448 |
|
S3 |
0.7246 |
0.7299 |
0.7437 |
|
S4 |
0.7129 |
0.7183 |
0.7405 |
|
|
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% |
0.0065 |
0.9% |
38% |
False |
False |
88,527 |
10 |
0.7542 |
0.7425 |
0.0117 |
1.6% |
0.0054 |
0.7% |
38% |
False |
False |
75,391 |
20 |
0.7542 |
0.7320 |
0.0222 |
3.0% |
0.0057 |
0.8% |
67% |
False |
False |
71,715 |
40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0058 |
0.8% |
70% |
False |
False |
63,452 |
60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0061 |
0.8% |
62% |
False |
False |
42,583 |
80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
75% |
False |
False |
31,992 |
100 |
0.7712 |
0.7170 |
0.0542 |
7.2% |
0.0063 |
0.8% |
55% |
False |
False |
25,652 |
120 |
0.7784 |
0.7170 |
0.0614 |
8.2% |
0.0057 |
0.8% |
49% |
False |
False |
21,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7790 |
2.618 |
0.7684 |
1.618 |
0.7619 |
1.000 |
0.7579 |
0.618 |
0.7554 |
HIGH |
0.7514 |
0.618 |
0.7489 |
0.500 |
0.7482 |
0.382 |
0.7474 |
LOW |
0.7449 |
0.618 |
0.7409 |
1.000 |
0.7384 |
1.618 |
0.7344 |
2.618 |
0.7279 |
4.250 |
0.7173 |
|
|
Fisher Pivots for day following 03-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7482 |
0.7495 |
PP |
0.7477 |
0.7487 |
S1 |
0.7473 |
0.7478 |
|