CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7394 |
0.7354 |
-0.0041 |
-0.5% |
0.7455 |
| High |
0.7394 |
0.7382 |
-0.0012 |
-0.2% |
0.7455 |
| Low |
0.7363 |
0.7354 |
-0.0010 |
-0.1% |
0.7349 |
| Close |
0.7363 |
0.7373 |
0.0010 |
0.1% |
0.7373 |
| Range |
0.0031 |
0.0029 |
-0.0003 |
-8.1% |
0.0107 |
| ATR |
0.0035 |
0.0034 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
81 |
167 |
86 |
106.2% |
99 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7455 |
0.7442 |
0.7388 |
|
| R3 |
0.7426 |
0.7414 |
0.7380 |
|
| R2 |
0.7398 |
0.7398 |
0.7378 |
|
| R1 |
0.7385 |
0.7385 |
0.7375 |
0.7392 |
| PP |
0.7369 |
0.7369 |
0.7369 |
0.7373 |
| S1 |
0.7357 |
0.7357 |
0.7370 |
0.7363 |
| S2 |
0.7341 |
0.7341 |
0.7367 |
|
| S3 |
0.7312 |
0.7328 |
0.7365 |
|
| S4 |
0.7284 |
0.7300 |
0.7357 |
|
|
| 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 |
0.7420 |
0.7349 |
0.0072 |
1.0% |
0.0034 |
0.5% |
34% |
False |
False |
60 |
| 10 |
0.7498 |
0.7349 |
0.0150 |
2.0% |
0.0032 |
0.4% |
16% |
False |
False |
45 |
| 20 |
0.7537 |
0.7349 |
0.0189 |
2.6% |
0.0025 |
0.3% |
13% |
False |
False |
26 |
| 40 |
0.7537 |
0.7331 |
0.0206 |
2.8% |
0.0024 |
0.3% |
20% |
False |
False |
16 |
| 60 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0021 |
0.3% |
21% |
False |
False |
13 |
| 80 |
0.7593 |
0.7311 |
0.0282 |
3.8% |
0.0021 |
0.3% |
22% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7503 |
|
2.618 |
0.7457 |
|
1.618 |
0.7428 |
|
1.000 |
0.7411 |
|
0.618 |
0.7400 |
|
HIGH |
0.7382 |
|
0.618 |
0.7371 |
|
0.500 |
0.7368 |
|
0.382 |
0.7364 |
|
LOW |
0.7354 |
|
0.618 |
0.7336 |
|
1.000 |
0.7325 |
|
1.618 |
0.7307 |
|
2.618 |
0.7279 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7371 |
0.7379 |
| PP |
0.7369 |
0.7377 |
| S1 |
0.7368 |
0.7375 |
|