CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7455 |
0.0029 |
0.4% |
0.7520 |
| High |
0.7442 |
0.7455 |
0.0013 |
0.2% |
0.7520 |
| Low |
0.7412 |
0.7410 |
-0.0002 |
0.0% |
0.7412 |
| Close |
0.7446 |
0.7413 |
-0.0033 |
-0.4% |
0.7446 |
| Range |
0.0031 |
0.0045 |
0.0015 |
47.5% |
0.0108 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
2.3% |
0.0000 |
| Volume |
11 |
37 |
26 |
236.4% |
107 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7532 |
0.7438 |
|
| R3 |
0.7516 |
0.7487 |
0.7425 |
|
| R2 |
0.7471 |
0.7471 |
0.7421 |
|
| R1 |
0.7442 |
0.7442 |
0.7417 |
0.7434 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7422 |
| S1 |
0.7397 |
0.7397 |
0.7409 |
0.7389 |
| S2 |
0.7381 |
0.7381 |
0.7405 |
|
| S3 |
0.7336 |
0.7352 |
0.7401 |
|
| S4 |
0.7291 |
0.7307 |
0.7388 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7722 |
0.7505 |
|
| R3 |
0.7675 |
0.7614 |
0.7475 |
|
| R2 |
0.7567 |
0.7567 |
0.7465 |
|
| R1 |
0.7506 |
0.7506 |
0.7455 |
0.7483 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7447 |
| S1 |
0.7398 |
0.7398 |
0.7436 |
0.7375 |
| S2 |
0.7351 |
0.7351 |
0.7426 |
|
| S3 |
0.7243 |
0.7290 |
0.7416 |
|
| S4 |
0.7135 |
0.7182 |
0.7386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7519 |
0.7410 |
0.0109 |
1.5% |
0.0032 |
0.4% |
3% |
False |
True |
28 |
| 10 |
0.7520 |
0.7410 |
0.0110 |
1.5% |
0.0025 |
0.3% |
3% |
False |
True |
18 |
| 20 |
0.7537 |
0.7410 |
0.0127 |
1.7% |
0.0019 |
0.3% |
2% |
False |
True |
12 |
| 40 |
0.7537 |
0.7331 |
0.0206 |
2.8% |
0.0022 |
0.3% |
40% |
False |
False |
10 |
| 60 |
0.7548 |
0.7329 |
0.0219 |
3.0% |
0.0020 |
0.3% |
39% |
False |
False |
8 |
| 80 |
0.7593 |
0.7311 |
0.0282 |
3.8% |
0.0020 |
0.3% |
36% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7646 |
|
2.618 |
0.7573 |
|
1.618 |
0.7528 |
|
1.000 |
0.7500 |
|
0.618 |
0.7483 |
|
HIGH |
0.7455 |
|
0.618 |
0.7438 |
|
0.500 |
0.7433 |
|
0.382 |
0.7427 |
|
LOW |
0.7410 |
|
0.618 |
0.7382 |
|
1.000 |
0.7365 |
|
1.618 |
0.7337 |
|
2.618 |
0.7292 |
|
4.250 |
0.7219 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7440 |
| PP |
0.7426 |
0.7431 |
| S1 |
0.7420 |
0.7422 |
|