CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 13-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2023 |
13-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7435 |
0.7495 |
0.0060 |
0.8% |
0.7458 |
High |
0.7499 |
0.7506 |
0.0008 |
0.1% |
0.7499 |
Low |
0.7424 |
0.7476 |
0.0052 |
0.7% |
0.7421 |
Close |
0.7495 |
0.7499 |
0.0004 |
0.1% |
0.7495 |
Range |
0.0075 |
0.0031 |
-0.0044 |
-59.1% |
0.0078 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
90,069 |
56,244 |
-33,825 |
-37.6% |
392,413 |
|
Daily Pivots for day following 13-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7585 |
0.7572 |
0.7515 |
|
R3 |
0.7554 |
0.7542 |
0.7507 |
|
R2 |
0.7524 |
0.7524 |
0.7504 |
|
R1 |
0.7511 |
0.7511 |
0.7501 |
0.7518 |
PP |
0.7493 |
0.7493 |
0.7493 |
0.7497 |
S1 |
0.7481 |
0.7481 |
0.7496 |
0.7487 |
S2 |
0.7463 |
0.7463 |
0.7493 |
|
S3 |
0.7432 |
0.7450 |
0.7490 |
|
S4 |
0.7402 |
0.7420 |
0.7482 |
|
|
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 |
0.7506 |
0.7424 |
0.0082 |
1.1% |
0.0051 |
0.7% |
91% |
True |
False |
74,694 |
10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0057 |
0.8% |
64% |
False |
False |
83,581 |
20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0054 |
0.7% |
70% |
False |
False |
74,303 |
40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
82% |
False |
False |
70,302 |
60 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0059 |
0.8% |
73% |
False |
False |
50,030 |
80 |
0.7571 |
0.7231 |
0.0341 |
4.5% |
0.0061 |
0.8% |
79% |
False |
False |
37,594 |
100 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0063 |
0.8% |
82% |
False |
False |
30,127 |
120 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
57% |
False |
False |
25,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7636 |
2.618 |
0.7586 |
1.618 |
0.7555 |
1.000 |
0.7537 |
0.618 |
0.7525 |
HIGH |
0.7506 |
0.618 |
0.7494 |
0.500 |
0.7491 |
0.382 |
0.7487 |
LOW |
0.7476 |
0.618 |
0.7457 |
1.000 |
0.7445 |
1.618 |
0.7426 |
2.618 |
0.7396 |
4.250 |
0.7346 |
|
|
Fisher Pivots for day following 13-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7496 |
0.7487 |
PP |
0.7493 |
0.7476 |
S1 |
0.7491 |
0.7465 |
|