CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7498 |
-0.0017 |
-0.2% |
0.7466 |
| High |
0.7519 |
0.7498 |
-0.0021 |
-0.3% |
0.7517 |
| Low |
0.7495 |
0.7465 |
-0.0030 |
-0.4% |
0.7455 |
| Close |
0.7519 |
0.7483 |
-0.0036 |
-0.5% |
0.7515 |
| Range |
0.0025 |
0.0033 |
0.0009 |
34.7% |
0.0062 |
| ATR |
0.0030 |
0.0032 |
0.0002 |
5.8% |
0.0000 |
| Volume |
8 |
35 |
27 |
337.5% |
62 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7581 |
0.7565 |
0.7501 |
|
| R3 |
0.7548 |
0.7532 |
0.7492 |
|
| R2 |
0.7515 |
0.7515 |
0.7489 |
|
| R1 |
0.7499 |
0.7499 |
0.7486 |
0.7491 |
| PP |
0.7482 |
0.7482 |
0.7482 |
0.7478 |
| S1 |
0.7466 |
0.7466 |
0.7480 |
0.7458 |
| S2 |
0.7449 |
0.7449 |
0.7477 |
|
| S3 |
0.7416 |
0.7433 |
0.7474 |
|
| S4 |
0.7383 |
0.7400 |
0.7465 |
|
|
| 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% |
0.0024 |
0.3% |
44% |
False |
False |
8 |
| 10 |
0.7524 |
0.7455 |
0.0070 |
0.9% |
0.0021 |
0.3% |
41% |
False |
False |
10 |
| 20 |
0.7537 |
0.7435 |
0.0103 |
1.4% |
0.0017 |
0.2% |
47% |
False |
False |
7 |
| 40 |
0.7537 |
0.7331 |
0.0206 |
2.8% |
0.0019 |
0.3% |
74% |
False |
False |
7 |
| 60 |
0.7549 |
0.7329 |
0.0221 |
2.9% |
0.0019 |
0.3% |
70% |
False |
False |
10 |
| 80 |
0.7593 |
0.7255 |
0.0338 |
4.5% |
0.0020 |
0.3% |
67% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7638 |
|
2.618 |
0.7584 |
|
1.618 |
0.7551 |
|
1.000 |
0.7531 |
|
0.618 |
0.7518 |
|
HIGH |
0.7498 |
|
0.618 |
0.7485 |
|
0.500 |
0.7482 |
|
0.382 |
0.7478 |
|
LOW |
0.7465 |
|
0.618 |
0.7445 |
|
1.000 |
0.7432 |
|
1.618 |
0.7412 |
|
2.618 |
0.7379 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7492 |
| PP |
0.7482 |
0.7489 |
| S1 |
0.7482 |
0.7486 |
|