CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 21-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7437 |
0.7433 |
-0.0005 |
-0.1% |
0.7499 |
High |
0.7437 |
0.7450 |
0.0013 |
0.2% |
0.7530 |
Low |
0.7399 |
0.7393 |
-0.0006 |
-0.1% |
0.7399 |
Close |
0.7434 |
0.7399 |
-0.0035 |
-0.5% |
0.7434 |
Range |
0.0039 |
0.0057 |
0.0019 |
48.1% |
0.0132 |
ATR |
0.0051 |
0.0052 |
0.0000 |
0.8% |
0.0000 |
Volume |
737 |
2,187 |
1,450 |
196.7% |
2,482 |
|
Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7585 |
0.7549 |
0.7430 |
|
R3 |
0.7528 |
0.7492 |
0.7415 |
|
R2 |
0.7471 |
0.7471 |
0.7409 |
|
R1 |
0.7435 |
0.7435 |
0.7404 |
0.7424 |
PP |
0.7414 |
0.7414 |
0.7414 |
0.7408 |
S1 |
0.7378 |
0.7378 |
0.7394 |
0.7367 |
S2 |
0.7357 |
0.7357 |
0.7389 |
|
S3 |
0.7300 |
0.7321 |
0.7383 |
|
S4 |
0.7243 |
0.7264 |
0.7368 |
|
|
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 |
0.7393 |
0.0138 |
1.9% |
0.0051 |
0.7% |
5% |
False |
True |
909 |
10 |
0.7530 |
0.7393 |
0.0138 |
1.9% |
0.0049 |
0.7% |
5% |
False |
True |
563 |
20 |
0.7549 |
0.7393 |
0.0157 |
2.1% |
0.0048 |
0.6% |
4% |
False |
True |
397 |
40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0049 |
0.7% |
34% |
False |
False |
260 |
60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
34% |
False |
False |
234 |
80 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0042 |
0.6% |
40% |
False |
False |
186 |
100 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
52% |
False |
False |
154 |
120 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0041 |
0.6% |
39% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7692 |
2.618 |
0.7599 |
1.618 |
0.7542 |
1.000 |
0.7507 |
0.618 |
0.7485 |
HIGH |
0.7450 |
0.618 |
0.7428 |
0.500 |
0.7421 |
0.382 |
0.7414 |
LOW |
0.7393 |
0.618 |
0.7357 |
1.000 |
0.7336 |
1.618 |
0.7300 |
2.618 |
0.7243 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 21-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7421 |
0.7445 |
PP |
0.7414 |
0.7429 |
S1 |
0.7406 |
0.7414 |
|