CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7501 |
0.7499 |
-0.0002 |
0.0% |
0.7458 |
| High |
0.7535 |
0.7501 |
-0.0035 |
-0.5% |
0.7499 |
| Low |
0.7469 |
0.7442 |
-0.0028 |
-0.4% |
0.7421 |
| Close |
0.7499 |
0.7464 |
-0.0035 |
-0.5% |
0.7495 |
| Range |
0.0066 |
0.0059 |
-0.0007 |
-10.6% |
0.0078 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.3% |
0.0000 |
| Volume |
93,007 |
71,502 |
-21,505 |
-23.1% |
392,413 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7614 |
0.7496 |
|
| R3 |
0.7587 |
0.7555 |
0.7480 |
|
| R2 |
0.7528 |
0.7528 |
0.7474 |
|
| R1 |
0.7496 |
0.7496 |
0.7469 |
0.7482 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7462 |
| S1 |
0.7437 |
0.7437 |
0.7458 |
0.7423 |
| S2 |
0.7410 |
0.7410 |
0.7453 |
|
| S3 |
0.7351 |
0.7378 |
0.7447 |
|
| S4 |
0.7292 |
0.7319 |
0.7431 |
|
|
| 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% |
0.0056 |
0.8% |
36% |
False |
False |
76,584 |
| 10 |
0.7542 |
0.7421 |
0.0121 |
1.6% |
0.0054 |
0.7% |
35% |
False |
False |
79,664 |
| 20 |
0.7542 |
0.7399 |
0.0143 |
1.9% |
0.0054 |
0.7% |
45% |
False |
False |
74,449 |
| 40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
67% |
False |
False |
70,796 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
67% |
False |
False |
52,764 |
| 80 |
0.7571 |
0.7231 |
0.0341 |
4.6% |
0.0062 |
0.8% |
68% |
False |
False |
39,640 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
73% |
False |
False |
31,758 |
| 120 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
51% |
False |
False |
26,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7751 |
|
2.618 |
0.7655 |
|
1.618 |
0.7596 |
|
1.000 |
0.7560 |
|
0.618 |
0.7537 |
|
HIGH |
0.7501 |
|
0.618 |
0.7478 |
|
0.500 |
0.7471 |
|
0.382 |
0.7464 |
|
LOW |
0.7442 |
|
0.618 |
0.7405 |
|
1.000 |
0.7383 |
|
1.618 |
0.7346 |
|
2.618 |
0.7287 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7471 |
0.7488 |
| PP |
0.7469 |
0.7480 |
| S1 |
0.7466 |
0.7472 |
|