CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7476 |
0.7437 |
-0.0039 |
-0.5% |
0.7499 |
| High |
0.7497 |
0.7437 |
-0.0060 |
-0.8% |
0.7530 |
| Low |
0.7430 |
0.7399 |
-0.0032 |
-0.4% |
0.7399 |
| Close |
0.7458 |
0.7434 |
-0.0024 |
-0.3% |
0.7434 |
| Range |
0.0067 |
0.0039 |
-0.0028 |
-42.1% |
0.0132 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.2% |
0.0000 |
| Volume |
541 |
737 |
196 |
36.2% |
2,482 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7525 |
0.7455 |
|
| R3 |
0.7500 |
0.7486 |
0.7445 |
|
| R2 |
0.7462 |
0.7462 |
0.7441 |
|
| R1 |
0.7448 |
0.7448 |
0.7438 |
0.7436 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7417 |
| S1 |
0.7409 |
0.7409 |
0.7430 |
0.7397 |
| S2 |
0.7385 |
0.7385 |
0.7427 |
|
| S3 |
0.7346 |
0.7371 |
0.7423 |
|
| S4 |
0.7308 |
0.7332 |
0.7413 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7849 |
0.7773 |
0.7506 |
|
| R3 |
0.7717 |
0.7641 |
0.7470 |
|
| R2 |
0.7586 |
0.7586 |
0.7458 |
|
| R1 |
0.7510 |
0.7510 |
0.7446 |
0.7482 |
| PP |
0.7454 |
0.7454 |
0.7454 |
0.7440 |
| S1 |
0.7378 |
0.7378 |
0.7422 |
0.7351 |
| S2 |
0.7323 |
0.7323 |
0.7410 |
|
| S3 |
0.7191 |
0.7247 |
0.7398 |
|
| S4 |
0.7060 |
0.7115 |
0.7362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7530 |
0.7399 |
0.0132 |
1.8% |
0.0046 |
0.6% |
27% |
False |
True |
496 |
| 10 |
0.7530 |
0.7399 |
0.0132 |
1.8% |
0.0047 |
0.6% |
27% |
False |
True |
360 |
| 20 |
0.7549 |
0.7399 |
0.0151 |
2.0% |
0.0046 |
0.6% |
24% |
False |
True |
291 |
| 40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0048 |
0.6% |
49% |
False |
False |
211 |
| 60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
50% |
False |
False |
198 |
| 80 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0042 |
0.6% |
51% |
False |
False |
159 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
61% |
False |
False |
133 |
| 120 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0041 |
0.5% |
46% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7601 |
|
2.618 |
0.7538 |
|
1.618 |
0.7499 |
|
1.000 |
0.7476 |
|
0.618 |
0.7461 |
|
HIGH |
0.7437 |
|
0.618 |
0.7422 |
|
0.500 |
0.7418 |
|
0.382 |
0.7413 |
|
LOW |
0.7399 |
|
0.618 |
0.7375 |
|
1.000 |
0.7360 |
|
1.618 |
0.7336 |
|
2.618 |
0.7298 |
|
4.250 |
0.7235 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7429 |
0.7448 |
| PP |
0.7423 |
0.7443 |
| S1 |
0.7418 |
0.7439 |
|