CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7466 |
0.7431 |
-0.0036 |
-0.5% |
0.7495 |
| High |
0.7488 |
0.7431 |
-0.0057 |
-0.8% |
0.7535 |
| Low |
0.7419 |
0.7388 |
-0.0032 |
-0.4% |
0.7388 |
| Close |
0.7449 |
0.7425 |
-0.0024 |
-0.3% |
0.7425 |
| Range |
0.0069 |
0.0043 |
-0.0026 |
-37.2% |
0.0148 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
81,347 |
83,657 |
2,310 |
2.8% |
385,757 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7543 |
0.7527 |
0.7448 |
|
| R3 |
0.7500 |
0.7484 |
0.7436 |
|
| R2 |
0.7457 |
0.7457 |
0.7432 |
|
| R1 |
0.7441 |
0.7441 |
0.7428 |
0.7428 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7408 |
| S1 |
0.7398 |
0.7398 |
0.7421 |
0.7385 |
| S2 |
0.7371 |
0.7371 |
0.7417 |
|
| S3 |
0.7328 |
0.7355 |
0.7413 |
|
| S4 |
0.7285 |
0.7312 |
0.7401 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7806 |
0.7506 |
|
| R3 |
0.7744 |
0.7658 |
0.7465 |
|
| R2 |
0.7597 |
0.7597 |
0.7452 |
|
| R1 |
0.7511 |
0.7511 |
0.7438 |
0.7480 |
| PP |
0.7449 |
0.7449 |
0.7449 |
0.7434 |
| S1 |
0.7363 |
0.7363 |
0.7411 |
0.7332 |
| S2 |
0.7302 |
0.7302 |
0.7397 |
|
| S3 |
0.7154 |
0.7216 |
0.7384 |
|
| S4 |
0.7007 |
0.7068 |
0.7343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7535 |
0.7388 |
0.0148 |
2.0% |
0.0053 |
0.7% |
25% |
False |
True |
77,151 |
| 10 |
0.7535 |
0.7388 |
0.0148 |
2.0% |
0.0054 |
0.7% |
25% |
False |
True |
77,817 |
| 20 |
0.7542 |
0.7388 |
0.0154 |
2.1% |
0.0054 |
0.7% |
24% |
False |
True |
76,604 |
| 40 |
0.7542 |
0.7310 |
0.0232 |
3.1% |
0.0058 |
0.8% |
49% |
False |
False |
71,723 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
51% |
False |
False |
55,510 |
| 80 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0061 |
0.8% |
53% |
False |
False |
41,698 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.8% |
63% |
False |
False |
33,404 |
| 120 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0059 |
0.8% |
47% |
False |
False |
27,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7613 |
|
2.618 |
0.7543 |
|
1.618 |
0.7500 |
|
1.000 |
0.7474 |
|
0.618 |
0.7457 |
|
HIGH |
0.7431 |
|
0.618 |
0.7414 |
|
0.500 |
0.7409 |
|
0.382 |
0.7404 |
|
LOW |
0.7388 |
|
0.618 |
0.7361 |
|
1.000 |
0.7345 |
|
1.618 |
0.7318 |
|
2.618 |
0.7275 |
|
4.250 |
0.7205 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7444 |
| PP |
0.7414 |
0.7438 |
| S1 |
0.7409 |
0.7431 |
|