CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7378 |
0.7340 |
-0.0038 |
-0.5% |
0.7433 |
| High |
0.7382 |
0.7372 |
-0.0010 |
-0.1% |
0.7450 |
| Low |
0.7338 |
0.7333 |
-0.0005 |
-0.1% |
0.7330 |
| Close |
0.7350 |
0.7358 |
0.0009 |
0.1% |
0.7359 |
| Range |
0.0044 |
0.0039 |
-0.0005 |
-11.4% |
0.0120 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,613 |
2,131 |
518 |
32.1% |
4,599 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7454 |
0.7379 |
|
| R3 |
0.7432 |
0.7415 |
0.7369 |
|
| R2 |
0.7393 |
0.7393 |
0.7365 |
|
| R1 |
0.7376 |
0.7376 |
0.7362 |
0.7385 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7359 |
| S1 |
0.7337 |
0.7337 |
0.7354 |
0.7346 |
| S2 |
0.7315 |
0.7315 |
0.7351 |
|
| S3 |
0.7276 |
0.7298 |
0.7347 |
|
| S4 |
0.7237 |
0.7259 |
0.7337 |
|
|
| 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% |
0.0047 |
0.6% |
35% |
False |
False |
1,119 |
| 10 |
0.7497 |
0.7330 |
0.0167 |
2.3% |
0.0047 |
0.6% |
17% |
False |
False |
1,097 |
| 20 |
0.7549 |
0.7330 |
0.0219 |
3.0% |
0.0048 |
0.6% |
13% |
False |
False |
679 |
| 40 |
0.7549 |
0.7322 |
0.0228 |
3.1% |
0.0050 |
0.7% |
16% |
False |
False |
426 |
| 60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
17% |
False |
False |
341 |
| 80 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0043 |
0.6% |
26% |
False |
False |
269 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0042 |
0.6% |
42% |
False |
False |
219 |
| 120 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0043 |
0.6% |
31% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7538 |
|
2.618 |
0.7474 |
|
1.618 |
0.7435 |
|
1.000 |
0.7411 |
|
0.618 |
0.7396 |
|
HIGH |
0.7372 |
|
0.618 |
0.7357 |
|
0.500 |
0.7353 |
|
0.382 |
0.7348 |
|
LOW |
0.7333 |
|
0.618 |
0.7309 |
|
1.000 |
0.7294 |
|
1.618 |
0.7270 |
|
2.618 |
0.7231 |
|
4.250 |
0.7167 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7366 |
| PP |
0.7354 |
0.7364 |
| S1 |
0.7353 |
0.7361 |
|