CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 16-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7466 |
-0.0033 |
-0.4% |
0.7458 |
| High |
0.7501 |
0.7488 |
-0.0013 |
-0.2% |
0.7499 |
| Low |
0.7442 |
0.7419 |
-0.0023 |
-0.3% |
0.7421 |
| Close |
0.7464 |
0.7449 |
-0.0015 |
-0.2% |
0.7495 |
| Range |
0.0059 |
0.0069 |
0.0010 |
16.1% |
0.0078 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.5% |
0.0000 |
| Volume |
71,502 |
81,347 |
9,845 |
13.8% |
392,413 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7657 |
0.7621 |
0.7486 |
|
| R3 |
0.7589 |
0.7553 |
0.7467 |
|
| R2 |
0.7520 |
0.7520 |
0.7461 |
|
| R1 |
0.7484 |
0.7484 |
0.7455 |
0.7468 |
| PP |
0.7452 |
0.7452 |
0.7452 |
0.7444 |
| S1 |
0.7416 |
0.7416 |
0.7442 |
0.7400 |
| S2 |
0.7383 |
0.7383 |
0.7436 |
|
| S3 |
0.7315 |
0.7347 |
0.7430 |
|
| S4 |
0.7246 |
0.7279 |
0.7411 |
|
|
| 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 |
0.7419 |
0.0116 |
1.6% |
0.0060 |
0.8% |
25% |
False |
True |
78,433 |
| 10 |
0.7535 |
0.7419 |
0.0116 |
1.6% |
0.0056 |
0.8% |
25% |
False |
True |
79,320 |
| 20 |
0.7542 |
0.7411 |
0.0131 |
1.8% |
0.0055 |
0.7% |
29% |
False |
False |
75,137 |
| 40 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0058 |
0.8% |
61% |
False |
False |
71,437 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
61% |
False |
False |
54,118 |
| 80 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0061 |
0.8% |
61% |
False |
False |
40,655 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
69% |
False |
False |
32,571 |
| 120 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
48% |
False |
False |
27,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7779 |
|
2.618 |
0.7667 |
|
1.618 |
0.7598 |
|
1.000 |
0.7556 |
|
0.618 |
0.7530 |
|
HIGH |
0.7488 |
|
0.618 |
0.7461 |
|
0.500 |
0.7453 |
|
0.382 |
0.7445 |
|
LOW |
0.7419 |
|
0.618 |
0.7377 |
|
1.000 |
0.7351 |
|
1.618 |
0.7308 |
|
2.618 |
0.7240 |
|
4.250 |
0.7128 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7477 |
| PP |
0.7452 |
0.7468 |
| S1 |
0.7450 |
0.7458 |
|