CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7458 |
-0.0054 |
-0.7% |
0.7515 |
| High |
0.7514 |
0.7466 |
-0.0048 |
-0.6% |
0.7542 |
| Low |
0.7449 |
0.7421 |
-0.0028 |
-0.4% |
0.7425 |
| Close |
0.7469 |
0.7439 |
-0.0030 |
-0.4% |
0.7469 |
| Range |
0.0065 |
0.0045 |
-0.0020 |
-30.8% |
0.0117 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
98,691 |
75,183 |
-23,508 |
-23.8% |
442,638 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7553 |
0.7464 |
|
| R3 |
0.7532 |
0.7508 |
0.7451 |
|
| R2 |
0.7487 |
0.7487 |
0.7447 |
|
| R1 |
0.7463 |
0.7463 |
0.7443 |
0.7453 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7437 |
| S1 |
0.7418 |
0.7418 |
0.7435 |
0.7408 |
| S2 |
0.7397 |
0.7397 |
0.7431 |
|
| S3 |
0.7352 |
0.7373 |
0.7427 |
|
| S4 |
0.7307 |
0.7328 |
0.7414 |
|
|
| 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 |
0.7421 |
0.0121 |
1.6% |
0.0064 |
0.9% |
15% |
False |
True |
92,468 |
| 10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0054 |
0.7% |
15% |
False |
True |
77,650 |
| 20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0053 |
0.7% |
28% |
False |
False |
70,567 |
| 40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0058 |
0.8% |
57% |
False |
False |
65,083 |
| 60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0060 |
0.8% |
51% |
False |
False |
43,835 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
67% |
False |
False |
32,930 |
| 100 |
0.7619 |
0.7170 |
0.0449 |
6.0% |
0.0062 |
0.8% |
60% |
False |
False |
26,401 |
| 120 |
0.7784 |
0.7170 |
0.0614 |
8.3% |
0.0057 |
0.8% |
44% |
False |
False |
22,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7657 |
|
2.618 |
0.7584 |
|
1.618 |
0.7539 |
|
1.000 |
0.7511 |
|
0.618 |
0.7494 |
|
HIGH |
0.7466 |
|
0.618 |
0.7449 |
|
0.500 |
0.7444 |
|
0.382 |
0.7438 |
|
LOW |
0.7421 |
|
0.618 |
0.7393 |
|
1.000 |
0.7376 |
|
1.618 |
0.7348 |
|
2.618 |
0.7303 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7481 |
| PP |
0.7442 |
0.7467 |
| S1 |
0.7441 |
0.7453 |
|