CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 14-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7495 |
0.7501 |
0.0007 |
0.1% |
0.7458 |
High |
0.7506 |
0.7535 |
0.0029 |
0.4% |
0.7499 |
Low |
0.7476 |
0.7469 |
-0.0007 |
-0.1% |
0.7421 |
Close |
0.7499 |
0.7499 |
0.0000 |
0.0% |
0.7495 |
Range |
0.0031 |
0.0066 |
0.0036 |
116.4% |
0.0078 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
Volume |
56,244 |
93,007 |
36,763 |
65.4% |
392,413 |
|
Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7699 |
0.7665 |
0.7535 |
|
R3 |
0.7633 |
0.7599 |
0.7517 |
|
R2 |
0.7567 |
0.7567 |
0.7511 |
|
R1 |
0.7533 |
0.7533 |
0.7505 |
0.7517 |
PP |
0.7501 |
0.7501 |
0.7501 |
0.7493 |
S1 |
0.7467 |
0.7467 |
0.7492 |
0.7451 |
S2 |
0.7435 |
0.7435 |
0.7486 |
|
S3 |
0.7369 |
0.7401 |
0.7480 |
|
S4 |
0.7303 |
0.7335 |
0.7462 |
|
|
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 |
0.7535 |
0.7424 |
0.0111 |
1.5% |
0.0054 |
0.7% |
67% |
True |
False |
75,614 |
10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0054 |
0.7% |
64% |
False |
False |
82,477 |
20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0055 |
0.7% |
70% |
False |
False |
74,829 |
40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
82% |
False |
False |
71,083 |
60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
82% |
False |
False |
51,576 |
80 |
0.7571 |
0.7231 |
0.0341 |
4.5% |
0.0062 |
0.8% |
79% |
False |
False |
38,752 |
100 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0063 |
0.8% |
82% |
False |
False |
31,054 |
120 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
57% |
False |
False |
25,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7816 |
2.618 |
0.7708 |
1.618 |
0.7642 |
1.000 |
0.7601 |
0.618 |
0.7576 |
HIGH |
0.7535 |
0.618 |
0.7510 |
0.500 |
0.7502 |
0.382 |
0.7494 |
LOW |
0.7469 |
0.618 |
0.7428 |
1.000 |
0.7403 |
1.618 |
0.7362 |
2.618 |
0.7296 |
4.250 |
0.7189 |
|
|
Fisher Pivots for day following 14-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7502 |
0.7492 |
PP |
0.7501 |
0.7486 |
S1 |
0.7500 |
0.7480 |
|