CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7458 |
0.7438 |
-0.0020 |
-0.3% |
0.7515 |
| High |
0.7466 |
0.7475 |
0.0009 |
0.1% |
0.7542 |
| Low |
0.7421 |
0.7426 |
0.0005 |
0.1% |
0.7425 |
| Close |
0.7439 |
0.7458 |
0.0019 |
0.2% |
0.7469 |
| Range |
0.0045 |
0.0050 |
0.0005 |
10.0% |
0.0117 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
75,183 |
88,411 |
13,228 |
17.6% |
442,638 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7579 |
0.7485 |
|
| R3 |
0.7552 |
0.7529 |
0.7471 |
|
| R2 |
0.7502 |
0.7502 |
0.7467 |
|
| R1 |
0.7480 |
0.7480 |
0.7462 |
0.7491 |
| PP |
0.7453 |
0.7453 |
0.7453 |
0.7458 |
| S1 |
0.7430 |
0.7430 |
0.7453 |
0.7442 |
| S2 |
0.7403 |
0.7403 |
0.7448 |
|
| S3 |
0.7354 |
0.7381 |
0.7444 |
|
| S4 |
0.7304 |
0.7331 |
0.7430 |
|
|
| 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% |
0.0054 |
0.7% |
30% |
False |
False |
89,340 |
| 10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0056 |
0.7% |
30% |
False |
False |
81,085 |
| 20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0053 |
0.7% |
41% |
False |
False |
71,776 |
| 40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
65% |
False |
False |
67,142 |
| 60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0060 |
0.8% |
58% |
False |
False |
45,307 |
| 80 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
72% |
False |
False |
34,035 |
| 100 |
0.7604 |
0.7170 |
0.0434 |
5.8% |
0.0062 |
0.8% |
66% |
False |
False |
27,285 |
| 120 |
0.7754 |
0.7170 |
0.0584 |
7.8% |
0.0058 |
0.8% |
49% |
False |
False |
22,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7605 |
|
1.618 |
0.7555 |
|
1.000 |
0.7525 |
|
0.618 |
0.7506 |
|
HIGH |
0.7475 |
|
0.618 |
0.7456 |
|
0.500 |
0.7450 |
|
0.382 |
0.7444 |
|
LOW |
0.7426 |
|
0.618 |
0.7395 |
|
1.000 |
0.7376 |
|
1.618 |
0.7345 |
|
2.618 |
0.7296 |
|
4.250 |
0.7215 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7468 |
| PP |
0.7453 |
0.7464 |
| S1 |
0.7450 |
0.7461 |
|