CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7466 |
0.7439 |
-0.0027 |
-0.4% |
0.7515 |
| High |
0.7487 |
0.7479 |
-0.0008 |
-0.1% |
0.7542 |
| Low |
0.7436 |
0.7429 |
-0.0008 |
-0.1% |
0.7425 |
| Close |
0.7444 |
0.7436 |
-0.0008 |
-0.1% |
0.7469 |
| Range |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0117 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
66,650 |
72,100 |
5,450 |
8.2% |
442,638 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7599 |
0.7568 |
0.7463 |
|
| R3 |
0.7549 |
0.7517 |
0.7449 |
|
| R2 |
0.7498 |
0.7498 |
0.7445 |
|
| R1 |
0.7467 |
0.7467 |
0.7440 |
0.7457 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7443 |
| S1 |
0.7416 |
0.7416 |
0.7431 |
0.7407 |
| S2 |
0.7397 |
0.7397 |
0.7426 |
|
| S3 |
0.7347 |
0.7366 |
0.7422 |
|
| S4 |
0.7296 |
0.7315 |
0.7408 |
|
|
| 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 |
0.7514 |
0.7421 |
0.0093 |
1.3% |
0.0052 |
0.7% |
16% |
False |
False |
80,207 |
| 10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0055 |
0.7% |
12% |
False |
False |
79,844 |
| 20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0055 |
0.7% |
26% |
False |
False |
73,932 |
| 40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0058 |
0.8% |
55% |
False |
False |
69,693 |
| 60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0058 |
0.8% |
49% |
False |
False |
47,598 |
| 80 |
0.7571 |
0.7224 |
0.0347 |
4.7% |
0.0062 |
0.8% |
61% |
False |
False |
35,766 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
66% |
False |
False |
28,665 |
| 120 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0058 |
0.8% |
46% |
False |
False |
23,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7694 |
|
2.618 |
0.7611 |
|
1.618 |
0.7561 |
|
1.000 |
0.7530 |
|
0.618 |
0.7510 |
|
HIGH |
0.7479 |
|
0.618 |
0.7460 |
|
0.500 |
0.7454 |
|
0.382 |
0.7448 |
|
LOW |
0.7429 |
|
0.618 |
0.7397 |
|
1.000 |
0.7378 |
|
1.618 |
0.7347 |
|
2.618 |
0.7296 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7456 |
| PP |
0.7448 |
0.7449 |
| S1 |
0.7442 |
0.7442 |
|