CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 10-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2023 |
10-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7439 |
0.7435 |
-0.0004 |
-0.1% |
0.7458 |
High |
0.7479 |
0.7499 |
0.0020 |
0.3% |
0.7499 |
Low |
0.7429 |
0.7424 |
-0.0005 |
-0.1% |
0.7421 |
Close |
0.7436 |
0.7495 |
0.0059 |
0.8% |
0.7495 |
Range |
0.0051 |
0.0075 |
0.0024 |
47.5% |
0.0078 |
ATR |
0.0056 |
0.0058 |
0.0001 |
2.3% |
0.0000 |
Volume |
72,100 |
90,069 |
17,969 |
24.9% |
392,413 |
|
Daily Pivots for day following 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7696 |
0.7670 |
0.7535 |
|
R3 |
0.7621 |
0.7595 |
0.7515 |
|
R2 |
0.7547 |
0.7547 |
0.7508 |
|
R1 |
0.7521 |
0.7521 |
0.7501 |
0.7534 |
PP |
0.7472 |
0.7472 |
0.7472 |
0.7479 |
S1 |
0.7446 |
0.7446 |
0.7488 |
0.7459 |
S2 |
0.7398 |
0.7398 |
0.7481 |
|
S3 |
0.7323 |
0.7372 |
0.7474 |
|
S4 |
0.7249 |
0.7297 |
0.7454 |
|
|
Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7704 |
0.7677 |
0.7537 |
|
R3 |
0.7626 |
0.7599 |
0.7516 |
|
R2 |
0.7549 |
0.7549 |
0.7509 |
|
R1 |
0.7522 |
0.7522 |
0.7502 |
0.7535 |
PP |
0.7471 |
0.7471 |
0.7471 |
0.7478 |
S1 |
0.7444 |
0.7444 |
0.7487 |
0.7458 |
S2 |
0.7394 |
0.7394 |
0.7480 |
|
S3 |
0.7316 |
0.7367 |
0.7473 |
|
S4 |
0.7239 |
0.7289 |
0.7452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7499 |
0.7421 |
0.0078 |
1.0% |
0.0054 |
0.7% |
95% |
True |
False |
78,482 |
10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0059 |
0.8% |
61% |
False |
False |
83,505 |
20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0056 |
0.7% |
67% |
False |
False |
74,410 |
40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0058 |
0.8% |
80% |
False |
False |
70,459 |
60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0059 |
0.8% |
71% |
False |
False |
49,096 |
80 |
0.7571 |
0.7231 |
0.0341 |
4.5% |
0.0062 |
0.8% |
78% |
False |
False |
36,891 |
100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
81% |
False |
False |
29,566 |
120 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
56% |
False |
False |
24,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7815 |
2.618 |
0.7694 |
1.618 |
0.7619 |
1.000 |
0.7573 |
0.618 |
0.7545 |
HIGH |
0.7499 |
0.618 |
0.7470 |
0.500 |
0.7461 |
0.382 |
0.7452 |
LOW |
0.7424 |
0.618 |
0.7378 |
1.000 |
0.7350 |
1.618 |
0.7303 |
2.618 |
0.7229 |
4.250 |
0.7107 |
|
|
Fisher Pivots for day following 10-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7483 |
0.7483 |
PP |
0.7472 |
0.7472 |
S1 |
0.7461 |
0.7461 |
|