CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7515 |
-0.0005 |
-0.1% |
0.7466 |
| High |
0.7520 |
0.7519 |
-0.0001 |
0.0% |
0.7517 |
| Low |
0.7520 |
0.7495 |
-0.0025 |
-0.3% |
0.7455 |
| Close |
0.7520 |
0.7519 |
-0.0001 |
0.0% |
0.7515 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0062 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
62 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7576 |
0.7532 |
|
| R3 |
0.7560 |
0.7552 |
0.7526 |
|
| R2 |
0.7535 |
0.7535 |
0.7523 |
|
| R1 |
0.7527 |
0.7527 |
0.7521 |
0.7531 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7513 |
| S1 |
0.7503 |
0.7503 |
0.7517 |
0.7507 |
| S2 |
0.7486 |
0.7486 |
0.7515 |
|
| S3 |
0.7462 |
0.7478 |
0.7512 |
|
| S4 |
0.7437 |
0.7454 |
0.7506 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7660 |
0.7549 |
|
| R3 |
0.7619 |
0.7598 |
0.7532 |
|
| R2 |
0.7557 |
0.7557 |
0.7526 |
|
| R1 |
0.7536 |
0.7536 |
0.7521 |
0.7547 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7501 |
| S1 |
0.7474 |
0.7474 |
0.7509 |
0.7485 |
| S2 |
0.7433 |
0.7433 |
0.7504 |
|
| S3 |
0.7371 |
0.7412 |
0.7498 |
|
| S4 |
0.7309 |
0.7350 |
0.7481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7520 |
0.7455 |
0.0065 |
0.9% |
0.0022 |
0.3% |
99% |
False |
False |
9 |
| 10 |
0.7537 |
0.7455 |
0.0083 |
1.1% |
0.0018 |
0.2% |
78% |
False |
False |
7 |
| 20 |
0.7537 |
0.7435 |
0.0103 |
1.4% |
0.0018 |
0.2% |
82% |
False |
False |
6 |
| 40 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0020 |
0.3% |
91% |
False |
False |
6 |
| 60 |
0.7549 |
0.7329 |
0.0221 |
2.9% |
0.0019 |
0.3% |
86% |
False |
False |
10 |
| 80 |
0.7593 |
0.7255 |
0.0338 |
4.5% |
0.0020 |
0.3% |
78% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7623 |
|
2.618 |
0.7583 |
|
1.618 |
0.7559 |
|
1.000 |
0.7544 |
|
0.618 |
0.7534 |
|
HIGH |
0.7519 |
|
0.618 |
0.7510 |
|
0.500 |
0.7507 |
|
0.382 |
0.7504 |
|
LOW |
0.7495 |
|
0.618 |
0.7479 |
|
1.000 |
0.7470 |
|
1.618 |
0.7455 |
|
2.618 |
0.7430 |
|
4.250 |
0.7390 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7515 |
0.7508 |
| PP |
0.7511 |
0.7498 |
| S1 |
0.7507 |
0.7487 |
|