CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7368 |
0.0014 |
0.2% |
0.7455 |
| High |
0.7382 |
0.7378 |
-0.0005 |
-0.1% |
0.7455 |
| Low |
0.7354 |
0.7360 |
0.0007 |
0.1% |
0.7349 |
| Close |
0.7373 |
0.7378 |
0.0005 |
0.1% |
0.7373 |
| Range |
0.0029 |
0.0018 |
-0.0011 |
-38.6% |
0.0107 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
167 |
121 |
-46 |
-27.5% |
99 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7418 |
0.7387 |
|
| R3 |
0.7407 |
0.7401 |
0.7382 |
|
| R2 |
0.7389 |
0.7389 |
0.7381 |
|
| R1 |
0.7383 |
0.7383 |
0.7379 |
0.7386 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7373 |
| S1 |
0.7366 |
0.7366 |
0.7376 |
0.7369 |
| S2 |
0.7354 |
0.7354 |
0.7374 |
|
| S3 |
0.7337 |
0.7348 |
0.7373 |
|
| S4 |
0.7319 |
0.7331 |
0.7368 |
|
|
| 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 |
0.7415 |
0.7349 |
0.0066 |
0.9% |
0.0032 |
0.4% |
44% |
False |
False |
77 |
| 10 |
0.7470 |
0.7349 |
0.0121 |
1.6% |
0.0031 |
0.4% |
24% |
False |
False |
53 |
| 20 |
0.7524 |
0.7349 |
0.0176 |
2.4% |
0.0026 |
0.4% |
17% |
False |
False |
32 |
| 40 |
0.7537 |
0.7343 |
0.0195 |
2.6% |
0.0023 |
0.3% |
18% |
False |
False |
19 |
| 60 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0021 |
0.3% |
24% |
False |
False |
15 |
| 80 |
0.7593 |
0.7329 |
0.0265 |
3.6% |
0.0021 |
0.3% |
19% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7452 |
|
2.618 |
0.7423 |
|
1.618 |
0.7406 |
|
1.000 |
0.7395 |
|
0.618 |
0.7388 |
|
HIGH |
0.7378 |
|
0.618 |
0.7371 |
|
0.500 |
0.7369 |
|
0.382 |
0.7367 |
|
LOW |
0.7360 |
|
0.618 |
0.7349 |
|
1.000 |
0.7343 |
|
1.618 |
0.7332 |
|
2.618 |
0.7314 |
|
4.250 |
0.7286 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7375 |
0.7376 |
| PP |
0.7372 |
0.7375 |
| S1 |
0.7369 |
0.7374 |
|