CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7422 |
0.7389 |
-0.0034 |
-0.5% |
0.7495 |
| High |
0.7441 |
0.7400 |
-0.0041 |
-0.5% |
0.7535 |
| Low |
0.7381 |
0.7371 |
-0.0011 |
-0.1% |
0.7388 |
| Close |
0.7389 |
0.7372 |
-0.0018 |
-0.2% |
0.7425 |
| Range |
0.0060 |
0.0030 |
-0.0030 |
-50.4% |
0.0148 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
99,033 |
68,023 |
-31,010 |
-31.3% |
385,757 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7450 |
0.7388 |
|
| R3 |
0.7440 |
0.7420 |
0.7380 |
|
| R2 |
0.7410 |
0.7410 |
0.7377 |
|
| R1 |
0.7391 |
0.7391 |
0.7374 |
0.7386 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7378 |
| S1 |
0.7361 |
0.7361 |
0.7369 |
0.7356 |
| S2 |
0.7351 |
0.7351 |
0.7366 |
|
| S3 |
0.7322 |
0.7332 |
0.7363 |
|
| S4 |
0.7292 |
0.7302 |
0.7355 |
|
|
| 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 |
0.7501 |
0.7371 |
0.0130 |
1.8% |
0.0052 |
0.7% |
1% |
False |
True |
80,712 |
| 10 |
0.7535 |
0.7371 |
0.0165 |
2.2% |
0.0053 |
0.7% |
1% |
False |
True |
78,163 |
| 20 |
0.7542 |
0.7371 |
0.0171 |
2.3% |
0.0054 |
0.7% |
1% |
False |
True |
79,624 |
| 40 |
0.7542 |
0.7310 |
0.0232 |
3.1% |
0.0058 |
0.8% |
27% |
False |
False |
72,859 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
29% |
False |
False |
58,278 |
| 80 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0060 |
0.8% |
36% |
False |
False |
43,775 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0062 |
0.8% |
50% |
False |
False |
35,073 |
| 120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0059 |
0.8% |
37% |
False |
False |
29,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7477 |
|
1.618 |
0.7448 |
|
1.000 |
0.7430 |
|
0.618 |
0.7418 |
|
HIGH |
0.7400 |
|
0.618 |
0.7389 |
|
0.500 |
0.7385 |
|
0.382 |
0.7382 |
|
LOW |
0.7371 |
|
0.618 |
0.7352 |
|
1.000 |
0.7341 |
|
1.618 |
0.7323 |
|
2.618 |
0.7293 |
|
4.250 |
0.7245 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7406 |
| PP |
0.7381 |
0.7394 |
| S1 |
0.7376 |
0.7383 |
|