CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 06-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7489 |
0.7466 |
-0.0023 |
-0.3% |
0.7513 |
High |
0.7524 |
0.7466 |
-0.0059 |
-0.8% |
0.7537 |
Low |
0.7470 |
0.7460 |
-0.0011 |
-0.1% |
0.7470 |
Close |
0.7489 |
0.7460 |
-0.0029 |
-0.4% |
0.7489 |
Range |
0.0054 |
0.0006 |
-0.0048 |
-88.9% |
0.0067 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-0.9% |
0.0000 |
Volume |
0 |
23 |
23 |
|
22 |
|
Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7480 |
0.7476 |
0.7463 |
|
R3 |
0.7474 |
0.7470 |
0.7461 |
|
R2 |
0.7468 |
0.7468 |
0.7461 |
|
R1 |
0.7464 |
0.7464 |
0.7460 |
0.7463 |
PP |
0.7462 |
0.7462 |
0.7462 |
0.7461 |
S1 |
0.7458 |
0.7458 |
0.7459 |
0.7457 |
S2 |
0.7456 |
0.7456 |
0.7458 |
|
S3 |
0.7450 |
0.7452 |
0.7458 |
|
S4 |
0.7444 |
0.7446 |
0.7456 |
|
|
Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7700 |
0.7661 |
0.7525 |
|
R3 |
0.7633 |
0.7594 |
0.7507 |
|
R2 |
0.7566 |
0.7566 |
0.7501 |
|
R1 |
0.7527 |
0.7527 |
0.7495 |
0.7513 |
PP |
0.7499 |
0.7499 |
0.7499 |
0.7491 |
S1 |
0.7460 |
0.7460 |
0.7482 |
0.7446 |
S2 |
0.7432 |
0.7432 |
0.7476 |
|
S3 |
0.7365 |
0.7393 |
0.7470 |
|
S4 |
0.7298 |
0.7326 |
0.7452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7537 |
0.7460 |
0.0078 |
1.0% |
0.0012 |
0.2% |
0% |
False |
True |
4 |
10 |
0.7537 |
0.7460 |
0.0078 |
1.0% |
0.0012 |
0.2% |
0% |
False |
True |
5 |
20 |
0.7537 |
0.7435 |
0.0103 |
1.4% |
0.0016 |
0.2% |
24% |
False |
False |
6 |
40 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0019 |
0.3% |
63% |
False |
False |
7 |
60 |
0.7593 |
0.7329 |
0.0265 |
3.5% |
0.0018 |
0.2% |
50% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7491 |
2.618 |
0.7481 |
1.618 |
0.7475 |
1.000 |
0.7472 |
0.618 |
0.7469 |
HIGH |
0.7466 |
0.618 |
0.7463 |
0.500 |
0.7463 |
0.382 |
0.7462 |
LOW |
0.7460 |
0.618 |
0.7456 |
1.000 |
0.7454 |
1.618 |
0.7450 |
2.618 |
0.7444 |
4.250 |
0.7434 |
|
|
Fisher Pivots for day following 06-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7463 |
0.7492 |
PP |
0.7462 |
0.7481 |
S1 |
0.7461 |
0.7470 |
|