CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7348 |
-0.0034 |
-0.5% |
0.7422 |
| High |
0.7393 |
0.7389 |
-0.0004 |
0.0% |
0.7441 |
| Low |
0.7318 |
0.7340 |
0.0022 |
0.3% |
0.7318 |
| Close |
0.7349 |
0.7364 |
0.0016 |
0.2% |
0.7349 |
| Range |
0.0075 |
0.0049 |
-0.0026 |
-34.2% |
0.0123 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
87,439 |
62,285 |
-25,154 |
-28.8% |
322,211 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7511 |
0.7487 |
0.7391 |
|
| R3 |
0.7462 |
0.7438 |
0.7377 |
|
| R2 |
0.7413 |
0.7413 |
0.7373 |
|
| R1 |
0.7389 |
0.7389 |
0.7368 |
0.7401 |
| PP |
0.7364 |
0.7364 |
0.7364 |
0.7371 |
| S1 |
0.7340 |
0.7340 |
0.7360 |
0.7352 |
| S2 |
0.7315 |
0.7315 |
0.7355 |
|
| S3 |
0.7266 |
0.7291 |
0.7351 |
|
| S4 |
0.7217 |
0.7242 |
0.7337 |
|
|
| 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% |
0.0050 |
0.7% |
38% |
False |
False |
76,899 |
| 10 |
0.7535 |
0.7318 |
0.0217 |
2.9% |
0.0052 |
0.7% |
21% |
False |
False |
77,025 |
| 20 |
0.7542 |
0.7318 |
0.0224 |
3.0% |
0.0056 |
0.8% |
21% |
False |
False |
80,265 |
| 40 |
0.7542 |
0.7310 |
0.0232 |
3.1% |
0.0057 |
0.8% |
23% |
False |
False |
73,821 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0058 |
0.8% |
25% |
False |
False |
61,838 |
| 80 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0060 |
0.8% |
34% |
False |
False |
46,485 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0061 |
0.8% |
48% |
False |
False |
37,238 |
| 120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
36% |
False |
False |
31,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7517 |
|
1.618 |
0.7468 |
|
1.000 |
0.7438 |
|
0.618 |
0.7419 |
|
HIGH |
0.7389 |
|
0.618 |
0.7370 |
|
0.500 |
0.7365 |
|
0.382 |
0.7359 |
|
LOW |
0.7340 |
|
0.618 |
0.7310 |
|
1.000 |
0.7291 |
|
1.618 |
0.7261 |
|
2.618 |
0.7212 |
|
4.250 |
0.7132 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7362 |
| PP |
0.7364 |
0.7361 |
| S1 |
0.7364 |
0.7359 |
|