CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 24-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7398 |
0.7395 |
-0.0003 |
0.0% |
0.7433 |
High |
0.7409 |
0.7403 |
-0.0006 |
-0.1% |
0.7450 |
Low |
0.7376 |
0.7330 |
-0.0046 |
-0.6% |
0.7330 |
Close |
0.7392 |
0.7359 |
-0.0033 |
-0.4% |
0.7359 |
Range |
0.0033 |
0.0073 |
0.0040 |
121.2% |
0.0120 |
ATR |
0.0049 |
0.0051 |
0.0002 |
3.5% |
0.0000 |
Volume |
354 |
861 |
507 |
143.2% |
4,599 |
|
Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7544 |
0.7399 |
|
R3 |
0.7510 |
0.7471 |
0.7379 |
|
R2 |
0.7437 |
0.7437 |
0.7372 |
|
R1 |
0.7398 |
0.7398 |
0.7366 |
0.7381 |
PP |
0.7364 |
0.7364 |
0.7364 |
0.7356 |
S1 |
0.7325 |
0.7325 |
0.7352 |
0.7308 |
S2 |
0.7291 |
0.7291 |
0.7346 |
|
S3 |
0.7218 |
0.7252 |
0.7339 |
|
S4 |
0.7145 |
0.7179 |
0.7319 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7738 |
0.7668 |
0.7425 |
|
R3 |
0.7619 |
0.7549 |
0.7392 |
|
R2 |
0.7499 |
0.7499 |
0.7381 |
|
R1 |
0.7429 |
0.7429 |
0.7370 |
0.7404 |
PP |
0.7380 |
0.7380 |
0.7380 |
0.7367 |
S1 |
0.7310 |
0.7310 |
0.7348 |
0.7285 |
S2 |
0.7260 |
0.7260 |
0.7337 |
|
S3 |
0.7141 |
0.7190 |
0.7326 |
|
S4 |
0.7021 |
0.7071 |
0.7293 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7450 |
0.7330 |
0.0120 |
1.6% |
0.0046 |
0.6% |
24% |
False |
True |
1,067 |
10 |
0.7530 |
0.7330 |
0.0200 |
2.7% |
0.0049 |
0.7% |
15% |
False |
True |
762 |
20 |
0.7549 |
0.7330 |
0.0219 |
3.0% |
0.0049 |
0.7% |
13% |
False |
True |
484 |
40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0050 |
0.7% |
16% |
False |
False |
318 |
60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0044 |
0.6% |
17% |
False |
False |
271 |
80 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0042 |
0.6% |
26% |
False |
False |
215 |
100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0043 |
0.6% |
42% |
False |
False |
177 |
120 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0042 |
0.6% |
31% |
False |
False |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7713 |
2.618 |
0.7594 |
1.618 |
0.7521 |
1.000 |
0.7476 |
0.618 |
0.7448 |
HIGH |
0.7403 |
0.618 |
0.7375 |
0.500 |
0.7367 |
0.382 |
0.7358 |
LOW |
0.7330 |
0.618 |
0.7285 |
1.000 |
0.7257 |
1.618 |
0.7212 |
2.618 |
0.7139 |
4.250 |
0.7020 |
|
|
Fisher Pivots for day following 24-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7367 |
0.7370 |
PP |
0.7364 |
0.7366 |
S1 |
0.7362 |
0.7363 |
|