CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7433 |
0.7399 |
-0.0034 |
-0.5% |
0.7499 |
| High |
0.7450 |
0.7409 |
-0.0041 |
-0.5% |
0.7530 |
| Low |
0.7393 |
0.7383 |
-0.0010 |
-0.1% |
0.7399 |
| Close |
0.7399 |
0.7383 |
-0.0017 |
-0.2% |
0.7434 |
| Range |
0.0057 |
0.0027 |
-0.0031 |
-53.5% |
0.0132 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
2,187 |
1,197 |
-990 |
-45.3% |
2,482 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7453 |
0.7397 |
|
| R3 |
0.7444 |
0.7427 |
0.7390 |
|
| R2 |
0.7418 |
0.7418 |
0.7387 |
|
| R1 |
0.7400 |
0.7400 |
0.7385 |
0.7396 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7389 |
| S1 |
0.7374 |
0.7374 |
0.7380 |
0.7369 |
| S2 |
0.7365 |
0.7365 |
0.7378 |
|
| S3 |
0.7338 |
0.7347 |
0.7375 |
|
| S4 |
0.7312 |
0.7321 |
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 |
0.7497 |
0.7383 |
0.0114 |
1.5% |
0.0047 |
0.6% |
0% |
False |
True |
1,075 |
| 10 |
0.7530 |
0.7383 |
0.0148 |
2.0% |
0.0047 |
0.6% |
0% |
False |
True |
675 |
| 20 |
0.7549 |
0.7383 |
0.0167 |
2.3% |
0.0048 |
0.7% |
0% |
False |
True |
456 |
| 40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0049 |
0.7% |
27% |
False |
False |
289 |
| 60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
27% |
False |
False |
253 |
| 80 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0042 |
0.6% |
34% |
False |
False |
200 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0044 |
0.6% |
48% |
False |
False |
166 |
| 120 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0041 |
0.6% |
36% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7522 |
|
2.618 |
0.7478 |
|
1.618 |
0.7452 |
|
1.000 |
0.7436 |
|
0.618 |
0.7425 |
|
HIGH |
0.7409 |
|
0.618 |
0.7399 |
|
0.500 |
0.7396 |
|
0.382 |
0.7393 |
|
LOW |
0.7383 |
|
0.618 |
0.7366 |
|
1.000 |
0.7356 |
|
1.618 |
0.7340 |
|
2.618 |
0.7313 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7396 |
0.7416 |
| PP |
0.7391 |
0.7405 |
| S1 |
0.7387 |
0.7394 |
|