CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7479 |
0.7524 |
0.0045 |
0.6% |
0.7496 |
High |
0.7528 |
0.7545 |
0.0017 |
0.2% |
0.7529 |
Low |
0.7435 |
0.7490 |
0.0055 |
0.7% |
0.7459 |
Close |
0.7526 |
0.7528 |
0.0003 |
0.0% |
0.7527 |
Range |
0.0093 |
0.0056 |
-0.0038 |
-40.3% |
0.0070 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.8% |
0.0000 |
Volume |
291 |
249 |
-42 |
-14.4% |
862 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7687 |
0.7663 |
0.7559 |
|
R3 |
0.7632 |
0.7608 |
0.7543 |
|
R2 |
0.7576 |
0.7576 |
0.7538 |
|
R1 |
0.7552 |
0.7552 |
0.7533 |
0.7564 |
PP |
0.7521 |
0.7521 |
0.7521 |
0.7527 |
S1 |
0.7497 |
0.7497 |
0.7523 |
0.7509 |
S2 |
0.7465 |
0.7465 |
0.7518 |
|
S3 |
0.7410 |
0.7441 |
0.7513 |
|
S4 |
0.7354 |
0.7386 |
0.7497 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7715 |
0.7691 |
0.7565 |
|
R3 |
0.7645 |
0.7621 |
0.7546 |
|
R2 |
0.7575 |
0.7575 |
0.7539 |
|
R1 |
0.7551 |
0.7551 |
0.7533 |
0.7563 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7511 |
S1 |
0.7481 |
0.7481 |
0.7520 |
0.7493 |
S2 |
0.7435 |
0.7435 |
0.7514 |
|
S3 |
0.7365 |
0.7411 |
0.7507 |
|
S4 |
0.7295 |
0.7341 |
0.7488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7545 |
0.7435 |
0.0110 |
1.5% |
0.0051 |
0.7% |
85% |
True |
False |
262 |
10 |
0.7545 |
0.7410 |
0.0135 |
1.8% |
0.0045 |
0.6% |
87% |
True |
False |
178 |
20 |
0.7545 |
0.7334 |
0.0212 |
2.8% |
0.0052 |
0.7% |
92% |
True |
False |
178 |
40 |
0.7545 |
0.7320 |
0.0225 |
3.0% |
0.0041 |
0.5% |
92% |
True |
False |
175 |
60 |
0.7581 |
0.7307 |
0.0274 |
3.6% |
0.0042 |
0.6% |
81% |
False |
False |
135 |
80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.5% |
86% |
False |
False |
107 |
100 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0042 |
0.6% |
64% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7781 |
2.618 |
0.7690 |
1.618 |
0.7635 |
1.000 |
0.7601 |
0.618 |
0.7579 |
HIGH |
0.7545 |
0.618 |
0.7524 |
0.500 |
0.7517 |
0.382 |
0.7511 |
LOW |
0.7490 |
0.618 |
0.7455 |
1.000 |
0.7434 |
1.618 |
0.7400 |
2.618 |
0.7344 |
4.250 |
0.7254 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7524 |
0.7515 |
PP |
0.7521 |
0.7503 |
S1 |
0.7517 |
0.7490 |
|