CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7524 |
0.7548 |
0.0025 |
0.3% |
0.7496 |
| High |
0.7545 |
0.7549 |
0.0004 |
0.1% |
0.7529 |
| Low |
0.7490 |
0.7504 |
0.0014 |
0.2% |
0.7459 |
| Close |
0.7528 |
0.7514 |
-0.0014 |
-0.2% |
0.7527 |
| Range |
0.0056 |
0.0046 |
-0.0010 |
-18.0% |
0.0070 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
249 |
278 |
29 |
11.6% |
862 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7632 |
0.7539 |
|
| R3 |
0.7613 |
0.7586 |
0.7527 |
|
| R2 |
0.7568 |
0.7568 |
0.7522 |
|
| R1 |
0.7541 |
0.7541 |
0.7518 |
0.7532 |
| PP |
0.7522 |
0.7522 |
0.7522 |
0.7518 |
| S1 |
0.7495 |
0.7495 |
0.7510 |
0.7486 |
| S2 |
0.7477 |
0.7477 |
0.7506 |
|
| S3 |
0.7431 |
0.7450 |
0.7501 |
|
| S4 |
0.7386 |
0.7404 |
0.7489 |
|
|
| 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 |
0.7549 |
0.7435 |
0.0114 |
1.5% |
0.0051 |
0.7% |
69% |
True |
False |
202 |
| 10 |
0.7549 |
0.7424 |
0.0125 |
1.7% |
0.0046 |
0.6% |
72% |
True |
False |
192 |
| 20 |
0.7549 |
0.7334 |
0.0216 |
2.9% |
0.0049 |
0.7% |
84% |
True |
False |
182 |
| 40 |
0.7549 |
0.7320 |
0.0229 |
3.0% |
0.0040 |
0.5% |
85% |
True |
False |
174 |
| 60 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0040 |
0.5% |
74% |
False |
False |
139 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.5% |
83% |
False |
False |
111 |
| 100 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0042 |
0.6% |
61% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7742 |
|
2.618 |
0.7668 |
|
1.618 |
0.7623 |
|
1.000 |
0.7595 |
|
0.618 |
0.7577 |
|
HIGH |
0.7549 |
|
0.618 |
0.7532 |
|
0.500 |
0.7526 |
|
0.382 |
0.7521 |
|
LOW |
0.7504 |
|
0.618 |
0.7475 |
|
1.000 |
0.7458 |
|
1.618 |
0.7430 |
|
2.618 |
0.7384 |
|
4.250 |
0.7310 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7507 |
| PP |
0.7522 |
0.7499 |
| S1 |
0.7518 |
0.7492 |
|