CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7534 |
0.7537 |
0.0003 |
0.0% |
0.7486 |
High |
0.7534 |
0.7537 |
0.0003 |
0.0% |
0.7536 |
Low |
0.7534 |
0.7537 |
0.0003 |
0.0% |
0.7486 |
Close |
0.7534 |
0.7537 |
0.0003 |
0.0% |
0.7535 |
Range |
|
|
|
|
|
ATR |
0.0036 |
0.0033 |
-0.0002 |
-6.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7537 |
0.7537 |
0.7537 |
|
R3 |
0.7537 |
0.7537 |
0.7537 |
|
R2 |
0.7537 |
0.7537 |
0.7537 |
|
R1 |
0.7537 |
0.7537 |
0.7537 |
0.7537 |
PP |
0.7537 |
0.7537 |
0.7537 |
0.7537 |
S1 |
0.7537 |
0.7537 |
0.7537 |
0.7537 |
S2 |
0.7537 |
0.7537 |
0.7537 |
|
S3 |
0.7537 |
0.7537 |
0.7537 |
|
S4 |
0.7537 |
0.7537 |
0.7537 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7651 |
0.7562 |
|
R3 |
0.7618 |
0.7601 |
0.7549 |
|
R2 |
0.7568 |
0.7568 |
0.7544 |
|
R1 |
0.7552 |
0.7552 |
0.7540 |
0.7560 |
PP |
0.7519 |
0.7519 |
0.7519 |
0.7523 |
S1 |
0.7502 |
0.7502 |
0.7530 |
0.7511 |
S2 |
0.7469 |
0.7469 |
0.7526 |
|
S3 |
0.7420 |
0.7453 |
0.7521 |
|
S4 |
0.7370 |
0.7403 |
0.7508 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7537 |
0.7492 |
0.0046 |
0.6% |
0.0011 |
0.1% |
100% |
True |
False |
6 |
10 |
0.7537 |
0.7435 |
0.0103 |
1.4% |
0.0013 |
0.2% |
100% |
True |
False |
4 |
20 |
0.7537 |
0.7343 |
0.0195 |
2.6% |
0.0020 |
0.3% |
100% |
True |
False |
6 |
40 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0018 |
0.2% |
100% |
True |
False |
7 |
60 |
0.7593 |
0.7329 |
0.0265 |
3.5% |
0.0019 |
0.3% |
79% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7537 |
2.618 |
0.7537 |
1.618 |
0.7537 |
1.000 |
0.7537 |
0.618 |
0.7537 |
HIGH |
0.7537 |
0.618 |
0.7537 |
0.500 |
0.7537 |
0.382 |
0.7537 |
LOW |
0.7537 |
0.618 |
0.7537 |
1.000 |
0.7537 |
1.618 |
0.7537 |
2.618 |
0.7537 |
4.250 |
0.7537 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7537 |
0.7529 |
PP |
0.7537 |
0.7522 |
S1 |
0.7537 |
0.7514 |
|