CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7389 |
0.7378 |
-0.0011 |
-0.1% |
0.7495 |
| High |
0.7400 |
0.7400 |
-0.0001 |
0.0% |
0.7535 |
| Low |
0.7371 |
0.7364 |
-0.0007 |
-0.1% |
0.7388 |
| Close |
0.7372 |
0.7381 |
0.0010 |
0.1% |
0.7425 |
| Range |
0.0030 |
0.0036 |
0.0007 |
22.0% |
0.0148 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
68,023 |
67,716 |
-307 |
-0.5% |
385,757 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7489 |
0.7471 |
0.7401 |
|
| R3 |
0.7453 |
0.7435 |
0.7391 |
|
| R2 |
0.7417 |
0.7417 |
0.7388 |
|
| R1 |
0.7399 |
0.7399 |
0.7384 |
0.7408 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7386 |
| S1 |
0.7363 |
0.7363 |
0.7378 |
0.7372 |
| S2 |
0.7345 |
0.7345 |
0.7374 |
|
| S3 |
0.7309 |
0.7327 |
0.7371 |
|
| S4 |
0.7273 |
0.7291 |
0.7361 |
|
|
| 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 |
0.7488 |
0.7364 |
0.0124 |
1.7% |
0.0047 |
0.6% |
14% |
False |
True |
79,955 |
| 10 |
0.7535 |
0.7364 |
0.0172 |
2.3% |
0.0052 |
0.7% |
10% |
False |
True |
78,269 |
| 20 |
0.7542 |
0.7364 |
0.0178 |
2.4% |
0.0054 |
0.7% |
10% |
False |
True |
78,808 |
| 40 |
0.7542 |
0.7310 |
0.0232 |
3.1% |
0.0057 |
0.8% |
31% |
False |
False |
72,932 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
33% |
False |
False |
59,393 |
| 80 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0060 |
0.8% |
39% |
False |
False |
44,617 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0062 |
0.8% |
53% |
False |
False |
35,746 |
| 120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
39% |
False |
False |
29,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7553 |
|
2.618 |
0.7494 |
|
1.618 |
0.7458 |
|
1.000 |
0.7436 |
|
0.618 |
0.7422 |
|
HIGH |
0.7400 |
|
0.618 |
0.7386 |
|
0.500 |
0.7382 |
|
0.382 |
0.7377 |
|
LOW |
0.7364 |
|
0.618 |
0.7341 |
|
1.000 |
0.7328 |
|
1.618 |
0.7305 |
|
2.618 |
0.7269 |
|
4.250 |
0.7211 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7402 |
| PP |
0.7381 |
0.7395 |
| S1 |
0.7381 |
0.7388 |
|