CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7474 |
0.7516 |
0.0042 |
0.6% |
0.7477 |
High |
0.7522 |
0.7539 |
0.0018 |
0.2% |
0.7521 |
Low |
0.7425 |
0.7475 |
0.0050 |
0.7% |
0.7449 |
Close |
0.7518 |
0.7520 |
0.0003 |
0.0% |
0.7518 |
Range |
0.0097 |
0.0064 |
-0.0033 |
-33.7% |
0.0073 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.6% |
0.0000 |
Volume |
104,053 |
99,633 |
-4,420 |
-4.2% |
311,281 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7703 |
0.7676 |
0.7555 |
|
R3 |
0.7639 |
0.7612 |
0.7538 |
|
R2 |
0.7575 |
0.7575 |
0.7532 |
|
R1 |
0.7548 |
0.7548 |
0.7526 |
0.7562 |
PP |
0.7511 |
0.7511 |
0.7511 |
0.7518 |
S1 |
0.7484 |
0.7484 |
0.7514 |
0.7498 |
S2 |
0.7447 |
0.7447 |
0.7508 |
|
S3 |
0.7383 |
0.7420 |
0.7502 |
|
S4 |
0.7319 |
0.7356 |
0.7485 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7713 |
0.7688 |
0.7558 |
|
R3 |
0.7641 |
0.7616 |
0.7538 |
|
R2 |
0.7568 |
0.7568 |
0.7531 |
|
R1 |
0.7543 |
0.7543 |
0.7525 |
0.7556 |
PP |
0.7496 |
0.7496 |
0.7496 |
0.7502 |
S1 |
0.7471 |
0.7471 |
0.7511 |
0.7483 |
S2 |
0.7423 |
0.7423 |
0.7505 |
|
S3 |
0.7351 |
0.7398 |
0.7498 |
|
S4 |
0.7278 |
0.7326 |
0.7478 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7539 |
0.7425 |
0.0114 |
1.5% |
0.0060 |
0.8% |
83% |
True |
False |
75,952 |
10 |
0.7539 |
0.7399 |
0.0141 |
1.9% |
0.0054 |
0.7% |
86% |
True |
False |
69,235 |
20 |
0.7539 |
0.7313 |
0.0227 |
3.0% |
0.0061 |
0.8% |
92% |
True |
False |
70,517 |
40 |
0.7539 |
0.7304 |
0.0236 |
3.1% |
0.0060 |
0.8% |
92% |
True |
False |
58,978 |
60 |
0.7571 |
0.7287 |
0.0284 |
3.8% |
0.0062 |
0.8% |
82% |
False |
False |
39,538 |
80 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0063 |
0.8% |
87% |
False |
False |
29,701 |
100 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0062 |
0.8% |
64% |
False |
False |
23,821 |
120 |
0.7851 |
0.7170 |
0.0681 |
9.0% |
0.0057 |
0.8% |
51% |
False |
False |
19,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7811 |
2.618 |
0.7707 |
1.618 |
0.7643 |
1.000 |
0.7603 |
0.618 |
0.7579 |
HIGH |
0.7539 |
0.618 |
0.7515 |
0.500 |
0.7507 |
0.382 |
0.7499 |
LOW |
0.7475 |
0.618 |
0.7435 |
1.000 |
0.7411 |
1.618 |
0.7371 |
2.618 |
0.7307 |
4.250 |
0.7203 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7516 |
0.7507 |
PP |
0.7511 |
0.7495 |
S1 |
0.7507 |
0.7482 |
|