CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7413 |
-0.0007 |
-0.1% |
0.7455 |
| High |
0.7420 |
0.7415 |
-0.0006 |
-0.1% |
0.7455 |
| Low |
0.7395 |
0.7349 |
-0.0047 |
-0.6% |
0.7349 |
| Close |
0.7406 |
0.7373 |
-0.0033 |
-0.4% |
0.7373 |
| Range |
0.0025 |
0.0066 |
0.0041 |
164.0% |
0.0107 |
| ATR |
0.0033 |
0.0036 |
0.0002 |
7.1% |
0.0000 |
| Volume |
33 |
12 |
-21 |
-63.6% |
99 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7541 |
0.7409 |
|
| R3 |
0.7511 |
0.7475 |
0.7391 |
|
| R2 |
0.7445 |
0.7445 |
0.7385 |
|
| R1 |
0.7409 |
0.7409 |
0.7379 |
0.7394 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7371 |
| S1 |
0.7343 |
0.7343 |
0.7367 |
0.7328 |
| S2 |
0.7313 |
0.7313 |
0.7361 |
|
| S3 |
0.7247 |
0.7277 |
0.7355 |
|
| S4 |
0.7181 |
0.7211 |
0.7337 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7712 |
0.7649 |
0.7432 |
|
| R3 |
0.7605 |
0.7542 |
0.7402 |
|
| R2 |
0.7499 |
0.7499 |
0.7393 |
|
| R1 |
0.7436 |
0.7436 |
0.7383 |
0.7414 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7381 |
| S1 |
0.7329 |
0.7329 |
0.7363 |
0.7308 |
| S2 |
0.7286 |
0.7286 |
0.7353 |
|
| S3 |
0.7179 |
0.7223 |
0.7344 |
|
| S4 |
0.7073 |
0.7116 |
0.7314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7455 |
0.7349 |
0.0107 |
1.4% |
0.0038 |
0.5% |
23% |
False |
True |
22 |
| 10 |
0.7520 |
0.7349 |
0.0171 |
2.3% |
0.0033 |
0.5% |
14% |
False |
True |
20 |
| 20 |
0.7537 |
0.7349 |
0.0189 |
2.6% |
0.0023 |
0.3% |
13% |
False |
True |
14 |
| 40 |
0.7537 |
0.7331 |
0.0206 |
2.8% |
0.0024 |
0.3% |
20% |
False |
False |
10 |
| 60 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0021 |
0.3% |
21% |
False |
False |
9 |
| 80 |
0.7593 |
0.7311 |
0.0282 |
3.8% |
0.0021 |
0.3% |
22% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7695 |
|
2.618 |
0.7587 |
|
1.618 |
0.7521 |
|
1.000 |
0.7481 |
|
0.618 |
0.7455 |
|
HIGH |
0.7415 |
|
0.618 |
0.7389 |
|
0.500 |
0.7382 |
|
0.382 |
0.7374 |
|
LOW |
0.7349 |
|
0.618 |
0.7308 |
|
1.000 |
0.7283 |
|
1.618 |
0.7242 |
|
2.618 |
0.7176 |
|
4.250 |
0.7068 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7384 |
| PP |
0.7379 |
0.7381 |
| S1 |
0.7376 |
0.7377 |
|