CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 24-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7378 |
0.7382 |
0.0004 |
0.0% |
0.7422 |
High |
0.7400 |
0.7393 |
-0.0007 |
-0.1% |
0.7441 |
Low |
0.7364 |
0.7318 |
-0.0046 |
-0.6% |
0.7318 |
Close |
0.7381 |
0.7349 |
-0.0033 |
-0.4% |
0.7349 |
Range |
0.0036 |
0.0075 |
0.0039 |
106.9% |
0.0123 |
ATR |
0.0054 |
0.0056 |
0.0001 |
2.6% |
0.0000 |
Volume |
67,716 |
87,439 |
19,723 |
29.1% |
322,211 |
|
Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7577 |
0.7537 |
0.7389 |
|
R3 |
0.7502 |
0.7463 |
0.7369 |
|
R2 |
0.7428 |
0.7428 |
0.7362 |
|
R1 |
0.7388 |
0.7388 |
0.7355 |
0.7371 |
PP |
0.7353 |
0.7353 |
0.7353 |
0.7344 |
S1 |
0.7314 |
0.7314 |
0.7342 |
0.7296 |
S2 |
0.7279 |
0.7279 |
0.7335 |
|
S3 |
0.7204 |
0.7239 |
0.7328 |
|
S4 |
0.7130 |
0.7165 |
0.7308 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7737 |
0.7665 |
0.7416 |
|
R3 |
0.7614 |
0.7543 |
0.7382 |
|
R2 |
0.7492 |
0.7492 |
0.7371 |
|
R1 |
0.7420 |
0.7420 |
0.7360 |
0.7395 |
PP |
0.7369 |
0.7369 |
0.7369 |
0.7356 |
S1 |
0.7298 |
0.7298 |
0.7337 |
0.7272 |
S2 |
0.7247 |
0.7247 |
0.7326 |
|
S3 |
0.7124 |
0.7175 |
0.7315 |
|
S4 |
0.7002 |
0.7053 |
0.7281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7441 |
0.7318 |
0.0123 |
1.7% |
0.0049 |
0.7% |
25% |
False |
True |
81,173 |
10 |
0.7535 |
0.7318 |
0.0217 |
3.0% |
0.0054 |
0.7% |
14% |
False |
True |
79,803 |
20 |
0.7542 |
0.7318 |
0.0224 |
3.0% |
0.0054 |
0.7% |
14% |
False |
True |
79,824 |
40 |
0.7542 |
0.7310 |
0.0232 |
3.2% |
0.0058 |
0.8% |
17% |
False |
False |
73,780 |
60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0059 |
0.8% |
19% |
False |
False |
60,843 |
80 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0060 |
0.8% |
29% |
False |
False |
45,708 |
100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0062 |
0.8% |
45% |
False |
False |
36,615 |
120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
33% |
False |
False |
30,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7709 |
2.618 |
0.7588 |
1.618 |
0.7513 |
1.000 |
0.7467 |
0.618 |
0.7439 |
HIGH |
0.7393 |
0.618 |
0.7364 |
0.500 |
0.7355 |
0.382 |
0.7346 |
LOW |
0.7318 |
0.618 |
0.7272 |
1.000 |
0.7244 |
1.618 |
0.7197 |
2.618 |
0.7123 |
4.250 |
0.7001 |
|
|
Fisher Pivots for day following 24-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7355 |
0.7359 |
PP |
0.7353 |
0.7356 |
S1 |
0.7351 |
0.7352 |
|