CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7420 |
0.0003 |
0.0% |
0.7520 |
| High |
0.7417 |
0.7420 |
0.0003 |
0.0% |
0.7520 |
| Low |
0.7395 |
0.7395 |
0.0000 |
0.0% |
0.7412 |
| Close |
0.7395 |
0.7406 |
0.0011 |
0.1% |
0.7446 |
| Range |
0.0022 |
0.0025 |
0.0003 |
13.6% |
0.0108 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
17 |
33 |
16 |
94.1% |
107 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7482 |
0.7469 |
0.7419 |
|
| R3 |
0.7457 |
0.7444 |
0.7412 |
|
| R2 |
0.7432 |
0.7432 |
0.7410 |
|
| R1 |
0.7419 |
0.7419 |
0.7408 |
0.7413 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7404 |
| S1 |
0.7394 |
0.7394 |
0.7403 |
0.7388 |
| S2 |
0.7382 |
0.7382 |
0.7401 |
|
| S3 |
0.7357 |
0.7369 |
0.7399 |
|
| S4 |
0.7332 |
0.7344 |
0.7392 |
|
|
| 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 |
0.7470 |
0.7395 |
0.0075 |
1.0% |
0.0030 |
0.4% |
14% |
False |
True |
30 |
| 10 |
0.7520 |
0.7395 |
0.0125 |
1.7% |
0.0027 |
0.4% |
8% |
False |
True |
19 |
| 20 |
0.7537 |
0.7395 |
0.0142 |
1.9% |
0.0021 |
0.3% |
7% |
False |
True |
14 |
| 40 |
0.7537 |
0.7331 |
0.0206 |
2.8% |
0.0022 |
0.3% |
36% |
False |
False |
10 |
| 60 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0020 |
0.3% |
37% |
False |
False |
9 |
| 80 |
0.7593 |
0.7311 |
0.0282 |
3.8% |
0.0020 |
0.3% |
34% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7526 |
|
2.618 |
0.7485 |
|
1.618 |
0.7460 |
|
1.000 |
0.7445 |
|
0.618 |
0.7435 |
|
HIGH |
0.7420 |
|
0.618 |
0.7410 |
|
0.500 |
0.7408 |
|
0.382 |
0.7405 |
|
LOW |
0.7395 |
|
0.618 |
0.7380 |
|
1.000 |
0.7370 |
|
1.618 |
0.7355 |
|
2.618 |
0.7330 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7425 |
| PP |
0.7407 |
0.7419 |
| S1 |
0.7406 |
0.7412 |
|