CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7422 |
-0.0009 |
-0.1% |
0.7495 |
| High |
0.7431 |
0.7441 |
0.0010 |
0.1% |
0.7535 |
| Low |
0.7388 |
0.7381 |
-0.0007 |
-0.1% |
0.7388 |
| Close |
0.7425 |
0.7389 |
-0.0036 |
-0.5% |
0.7425 |
| Range |
0.0043 |
0.0060 |
0.0017 |
38.4% |
0.0148 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.2% |
0.0000 |
| Volume |
83,657 |
99,033 |
15,376 |
18.4% |
385,757 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7545 |
0.7422 |
|
| R3 |
0.7523 |
0.7486 |
0.7405 |
|
| R2 |
0.7463 |
0.7463 |
0.7400 |
|
| R1 |
0.7426 |
0.7426 |
0.7394 |
0.7415 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7398 |
| S1 |
0.7367 |
0.7367 |
0.7384 |
0.7355 |
| S2 |
0.7344 |
0.7344 |
0.7378 |
|
| S3 |
0.7285 |
0.7307 |
0.7373 |
|
| S4 |
0.7225 |
0.7248 |
0.7356 |
|
|
| 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 |
0.7381 |
0.0154 |
2.1% |
0.0059 |
0.8% |
5% |
False |
True |
85,709 |
| 10 |
0.7535 |
0.7381 |
0.0154 |
2.1% |
0.0055 |
0.7% |
5% |
False |
True |
80,202 |
| 20 |
0.7542 |
0.7381 |
0.0161 |
2.2% |
0.0055 |
0.7% |
5% |
False |
True |
78,926 |
| 40 |
0.7542 |
0.7310 |
0.0232 |
3.1% |
0.0058 |
0.8% |
34% |
False |
False |
72,733 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
36% |
False |
False |
57,158 |
| 80 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0061 |
0.8% |
42% |
False |
False |
42,935 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.9% |
55% |
False |
False |
34,394 |
| 120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0059 |
0.8% |
40% |
False |
False |
28,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7693 |
|
2.618 |
0.7596 |
|
1.618 |
0.7537 |
|
1.000 |
0.7500 |
|
0.618 |
0.7477 |
|
HIGH |
0.7441 |
|
0.618 |
0.7418 |
|
0.500 |
0.7411 |
|
0.382 |
0.7404 |
|
LOW |
0.7381 |
|
0.618 |
0.7344 |
|
1.000 |
0.7322 |
|
1.618 |
0.7285 |
|
2.618 |
0.7225 |
|
4.250 |
0.7128 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7434 |
| PP |
0.7404 |
0.7419 |
| S1 |
0.7396 |
0.7404 |
|