CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 08-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7438 |
0.7466 |
0.0028 |
0.4% |
0.7515 |
High |
0.7475 |
0.7487 |
0.0012 |
0.2% |
0.7542 |
Low |
0.7426 |
0.7436 |
0.0011 |
0.1% |
0.7425 |
Close |
0.7458 |
0.7444 |
-0.0014 |
-0.2% |
0.7469 |
Range |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0117 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.9% |
0.0000 |
Volume |
88,411 |
66,650 |
-21,761 |
-24.6% |
442,638 |
|
Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7607 |
0.7576 |
0.7471 |
|
R3 |
0.7556 |
0.7525 |
0.7457 |
|
R2 |
0.7506 |
0.7506 |
0.7453 |
|
R1 |
0.7475 |
0.7475 |
0.7448 |
0.7465 |
PP |
0.7455 |
0.7455 |
0.7455 |
0.7451 |
S1 |
0.7424 |
0.7424 |
0.7439 |
0.7415 |
S2 |
0.7405 |
0.7405 |
0.7434 |
|
S3 |
0.7354 |
0.7374 |
0.7430 |
|
S4 |
0.7304 |
0.7323 |
0.7416 |
|
|
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% |
0.0052 |
0.7% |
19% |
False |
False |
82,743 |
10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0056 |
0.7% |
19% |
False |
False |
79,347 |
20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0054 |
0.7% |
31% |
False |
False |
72,556 |
40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
59% |
False |
False |
68,538 |
60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0059 |
0.8% |
52% |
False |
False |
46,400 |
80 |
0.7571 |
0.7210 |
0.0361 |
4.8% |
0.0062 |
0.8% |
65% |
False |
False |
34,866 |
100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0062 |
0.8% |
68% |
False |
False |
27,947 |
120 |
0.7754 |
0.7170 |
0.0584 |
7.8% |
0.0058 |
0.8% |
47% |
False |
False |
23,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7701 |
2.618 |
0.7619 |
1.618 |
0.7568 |
1.000 |
0.7537 |
0.618 |
0.7518 |
HIGH |
0.7487 |
0.618 |
0.7467 |
0.500 |
0.7461 |
0.382 |
0.7455 |
LOW |
0.7436 |
0.618 |
0.7405 |
1.000 |
0.7386 |
1.618 |
0.7354 |
2.618 |
0.7304 |
4.250 |
0.7221 |
|
|
Fisher Pivots for day following 08-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7461 |
0.7454 |
PP |
0.7455 |
0.7450 |
S1 |
0.7449 |
0.7447 |
|