CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7398 |
-0.0001 |
0.0% |
0.7499 |
| High |
0.7409 |
0.7409 |
0.0000 |
0.0% |
0.7530 |
| Low |
0.7383 |
0.7376 |
-0.0007 |
-0.1% |
0.7399 |
| Close |
0.7383 |
0.7392 |
0.0010 |
0.1% |
0.7434 |
| Range |
0.0027 |
0.0033 |
0.0007 |
24.5% |
0.0132 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1,197 |
354 |
-843 |
-70.4% |
2,482 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7475 |
0.7410 |
|
| R3 |
0.7458 |
0.7442 |
0.7401 |
|
| R2 |
0.7425 |
0.7425 |
0.7398 |
|
| R1 |
0.7409 |
0.7409 |
0.7395 |
0.7401 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7388 |
| S1 |
0.7376 |
0.7376 |
0.7389 |
0.7368 |
| S2 |
0.7359 |
0.7359 |
0.7386 |
|
| S3 |
0.7326 |
0.7343 |
0.7383 |
|
| S4 |
0.7293 |
0.7310 |
0.7374 |
|
|
| 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 |
0.7376 |
0.0121 |
1.6% |
0.0044 |
0.6% |
13% |
False |
True |
1,003 |
| 10 |
0.7530 |
0.7376 |
0.0154 |
2.1% |
0.0046 |
0.6% |
10% |
False |
True |
699 |
| 20 |
0.7549 |
0.7376 |
0.0173 |
2.3% |
0.0047 |
0.6% |
9% |
False |
True |
470 |
| 40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0049 |
0.7% |
31% |
False |
False |
297 |
| 60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
31% |
False |
False |
259 |
| 80 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0042 |
0.6% |
37% |
False |
False |
204 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
50% |
False |
False |
169 |
| 120 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0041 |
0.6% |
37% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7549 |
|
2.618 |
0.7495 |
|
1.618 |
0.7462 |
|
1.000 |
0.7442 |
|
0.618 |
0.7429 |
|
HIGH |
0.7409 |
|
0.618 |
0.7396 |
|
0.500 |
0.7393 |
|
0.382 |
0.7389 |
|
LOW |
0.7376 |
|
0.618 |
0.7356 |
|
1.000 |
0.7343 |
|
1.618 |
0.7323 |
|
2.618 |
0.7290 |
|
4.250 |
0.7236 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7413 |
| PP |
0.7392 |
0.7406 |
| S1 |
0.7392 |
0.7399 |
|