CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 28-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7363 |
0.7378 |
0.0015 |
0.2% |
0.7433 |
High |
0.7400 |
0.7382 |
-0.0018 |
-0.2% |
0.7450 |
Low |
0.7352 |
0.7338 |
-0.0014 |
-0.2% |
0.7330 |
Close |
0.7374 |
0.7350 |
-0.0025 |
-0.3% |
0.7359 |
Range |
0.0048 |
0.0044 |
-0.0004 |
-7.4% |
0.0120 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
Volume |
639 |
1,613 |
974 |
152.4% |
4,599 |
|
Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7489 |
0.7463 |
0.7374 |
|
R3 |
0.7445 |
0.7419 |
0.7362 |
|
R2 |
0.7401 |
0.7401 |
0.7358 |
|
R1 |
0.7375 |
0.7375 |
0.7354 |
0.7366 |
PP |
0.7357 |
0.7357 |
0.7357 |
0.7352 |
S1 |
0.7331 |
0.7331 |
0.7345 |
0.7322 |
S2 |
0.7313 |
0.7313 |
0.7341 |
|
S3 |
0.7269 |
0.7287 |
0.7337 |
|
S4 |
0.7225 |
0.7243 |
0.7325 |
|
|
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 |
0.7409 |
0.7330 |
0.0079 |
1.1% |
0.0045 |
0.6% |
25% |
False |
False |
932 |
10 |
0.7530 |
0.7330 |
0.0200 |
2.7% |
0.0048 |
0.7% |
10% |
False |
False |
921 |
20 |
0.7549 |
0.7330 |
0.0219 |
3.0% |
0.0050 |
0.7% |
9% |
False |
False |
587 |
40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0050 |
0.7% |
12% |
False |
False |
373 |
60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
13% |
False |
False |
306 |
80 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0043 |
0.6% |
23% |
False |
False |
243 |
100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0042 |
0.6% |
39% |
False |
False |
199 |
120 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0043 |
0.6% |
29% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7569 |
2.618 |
0.7497 |
1.618 |
0.7453 |
1.000 |
0.7426 |
0.618 |
0.7409 |
HIGH |
0.7382 |
0.618 |
0.7365 |
0.500 |
0.7360 |
0.382 |
0.7355 |
LOW |
0.7338 |
0.618 |
0.7311 |
1.000 |
0.7294 |
1.618 |
0.7267 |
2.618 |
0.7223 |
4.250 |
0.7151 |
|
|
Fisher Pivots for day following 28-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7360 |
0.7367 |
PP |
0.7357 |
0.7361 |
S1 |
0.7353 |
0.7355 |
|