CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 16-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7495 |
0.7476 |
-0.0020 |
-0.3% |
0.7468 |
High |
0.7496 |
0.7497 |
0.0001 |
0.0% |
0.7507 |
Low |
0.7452 |
0.7430 |
-0.0022 |
-0.3% |
0.7434 |
Close |
0.7473 |
0.7458 |
-0.0015 |
-0.2% |
0.7504 |
Range |
0.0044 |
0.0067 |
0.0023 |
51.1% |
0.0073 |
ATR |
0.0050 |
0.0051 |
0.0001 |
2.4% |
0.0000 |
Volume |
716 |
541 |
-175 |
-24.4% |
1,118 |
|
Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7661 |
0.7626 |
0.7495 |
|
R3 |
0.7595 |
0.7560 |
0.7476 |
|
R2 |
0.7528 |
0.7528 |
0.7470 |
|
R1 |
0.7493 |
0.7493 |
0.7464 |
0.7477 |
PP |
0.7462 |
0.7462 |
0.7462 |
0.7454 |
S1 |
0.7427 |
0.7427 |
0.7452 |
0.7411 |
S2 |
0.7395 |
0.7395 |
0.7446 |
|
S3 |
0.7329 |
0.7360 |
0.7440 |
|
S4 |
0.7262 |
0.7294 |
0.7421 |
|
|
Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7701 |
0.7675 |
0.7544 |
|
R3 |
0.7628 |
0.7602 |
0.7524 |
|
R2 |
0.7555 |
0.7555 |
0.7517 |
|
R1 |
0.7529 |
0.7529 |
0.7510 |
0.7542 |
PP |
0.7482 |
0.7482 |
0.7482 |
0.7488 |
S1 |
0.7456 |
0.7456 |
0.7497 |
0.7469 |
S2 |
0.7409 |
0.7409 |
0.7490 |
|
S3 |
0.7336 |
0.7383 |
0.7483 |
|
S4 |
0.7263 |
0.7310 |
0.7463 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7530 |
0.7430 |
0.0100 |
1.3% |
0.0052 |
0.7% |
28% |
False |
True |
458 |
10 |
0.7530 |
0.7430 |
0.0100 |
1.3% |
0.0049 |
0.7% |
28% |
False |
True |
334 |
20 |
0.7549 |
0.7424 |
0.0125 |
1.7% |
0.0048 |
0.6% |
27% |
False |
False |
263 |
40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0047 |
0.6% |
60% |
False |
False |
193 |
60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
60% |
False |
False |
188 |
80 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0041 |
0.6% |
59% |
False |
False |
150 |
100 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
68% |
False |
False |
126 |
120 |
0.7746 |
0.7200 |
0.0546 |
7.3% |
0.0041 |
0.5% |
47% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7779 |
2.618 |
0.7671 |
1.618 |
0.7604 |
1.000 |
0.7563 |
0.618 |
0.7538 |
HIGH |
0.7497 |
0.618 |
0.7471 |
0.500 |
0.7463 |
0.382 |
0.7455 |
LOW |
0.7430 |
0.618 |
0.7389 |
1.000 |
0.7364 |
1.618 |
0.7322 |
2.618 |
0.7256 |
4.250 |
0.7147 |
|
|
Fisher Pivots for day following 16-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7463 |
0.7480 |
PP |
0.7462 |
0.7473 |
S1 |
0.7460 |
0.7465 |
|