CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7368 |
0.0020 |
0.3% |
0.7422 |
| High |
0.7389 |
0.7375 |
-0.0015 |
-0.2% |
0.7441 |
| Low |
0.7340 |
0.7327 |
-0.0013 |
-0.2% |
0.7318 |
| Close |
0.7364 |
0.7339 |
-0.0026 |
-0.3% |
0.7349 |
| Range |
0.0049 |
0.0048 |
-0.0002 |
-3.1% |
0.0123 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
62,285 |
74,160 |
11,875 |
19.1% |
322,211 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7489 |
0.7461 |
0.7365 |
|
| R3 |
0.7442 |
0.7414 |
0.7352 |
|
| R2 |
0.7394 |
0.7394 |
0.7347 |
|
| R1 |
0.7366 |
0.7366 |
0.7343 |
0.7357 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7342 |
| S1 |
0.7319 |
0.7319 |
0.7334 |
0.7309 |
| S2 |
0.7299 |
0.7299 |
0.7330 |
|
| S3 |
0.7252 |
0.7271 |
0.7325 |
|
| S4 |
0.7204 |
0.7224 |
0.7312 |
|
|
| 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 |
0.7400 |
0.7318 |
0.0082 |
1.1% |
0.0047 |
0.6% |
25% |
False |
False |
71,924 |
| 10 |
0.7535 |
0.7318 |
0.0217 |
3.0% |
0.0053 |
0.7% |
9% |
False |
False |
78,816 |
| 20 |
0.7542 |
0.7318 |
0.0224 |
3.0% |
0.0055 |
0.8% |
9% |
False |
False |
81,199 |
| 40 |
0.7542 |
0.7310 |
0.0232 |
3.2% |
0.0057 |
0.8% |
12% |
False |
False |
74,466 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
15% |
False |
False |
63,049 |
| 80 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0060 |
0.8% |
26% |
False |
False |
47,410 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0061 |
0.8% |
42% |
False |
False |
37,978 |
| 120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
31% |
False |
False |
31,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7576 |
|
2.618 |
0.7499 |
|
1.618 |
0.7451 |
|
1.000 |
0.7422 |
|
0.618 |
0.7404 |
|
HIGH |
0.7375 |
|
0.618 |
0.7356 |
|
0.500 |
0.7351 |
|
0.382 |
0.7345 |
|
LOW |
0.7327 |
|
0.618 |
0.7298 |
|
1.000 |
0.7280 |
|
1.618 |
0.7250 |
|
2.618 |
0.7203 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7351 |
0.7355 |
| PP |
0.7347 |
0.7350 |
| S1 |
0.7343 |
0.7344 |
|