CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 02-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7340 |
0.7367 |
0.0027 |
0.4% |
0.7433 |
High |
0.7372 |
0.7370 |
-0.0002 |
0.0% |
0.7450 |
Low |
0.7333 |
0.7344 |
0.0011 |
0.1% |
0.7330 |
Close |
0.7358 |
0.7363 |
0.0005 |
0.1% |
0.7359 |
Range |
0.0039 |
0.0027 |
-0.0013 |
-32.1% |
0.0120 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
2,131 |
4,316 |
2,185 |
102.5% |
4,599 |
|
Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7438 |
0.7427 |
0.7378 |
|
R3 |
0.7412 |
0.7401 |
0.7370 |
|
R2 |
0.7385 |
0.7385 |
0.7368 |
|
R1 |
0.7374 |
0.7374 |
0.7365 |
0.7367 |
PP |
0.7359 |
0.7359 |
0.7359 |
0.7355 |
S1 |
0.7348 |
0.7348 |
0.7361 |
0.7340 |
S2 |
0.7332 |
0.7332 |
0.7358 |
|
S3 |
0.7306 |
0.7321 |
0.7356 |
|
S4 |
0.7279 |
0.7295 |
0.7348 |
|
|
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 |
0.7403 |
0.7330 |
0.0073 |
1.0% |
0.0046 |
0.6% |
45% |
False |
False |
1,912 |
10 |
0.7497 |
0.7330 |
0.0167 |
2.3% |
0.0045 |
0.6% |
20% |
False |
False |
1,457 |
20 |
0.7549 |
0.7330 |
0.0219 |
3.0% |
0.0046 |
0.6% |
15% |
False |
False |
883 |
40 |
0.7549 |
0.7330 |
0.0219 |
3.0% |
0.0049 |
0.7% |
15% |
False |
False |
530 |
60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0043 |
0.6% |
19% |
False |
False |
411 |
80 |
0.7581 |
0.7307 |
0.0274 |
3.7% |
0.0043 |
0.6% |
20% |
False |
False |
322 |
100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0042 |
0.6% |
43% |
False |
False |
262 |
120 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0043 |
0.6% |
32% |
False |
False |
225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7483 |
2.618 |
0.7439 |
1.618 |
0.7413 |
1.000 |
0.7397 |
0.618 |
0.7386 |
HIGH |
0.7370 |
0.618 |
0.7360 |
0.500 |
0.7357 |
0.382 |
0.7354 |
LOW |
0.7344 |
0.618 |
0.7327 |
1.000 |
0.7317 |
1.618 |
0.7301 |
2.618 |
0.7274 |
4.250 |
0.7231 |
|
|
Fisher Pivots for day following 02-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7361 |
0.7361 |
PP |
0.7359 |
0.7359 |
S1 |
0.7357 |
0.7358 |
|