CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7548 |
0.7520 |
-0.0029 |
-0.4% |
0.7513 |
| High |
0.7549 |
0.7521 |
-0.0029 |
-0.4% |
0.7549 |
| Low |
0.7504 |
0.7459 |
-0.0045 |
-0.6% |
0.7435 |
| Close |
0.7514 |
0.7478 |
-0.0037 |
-0.5% |
0.7478 |
| Range |
0.0046 |
0.0062 |
0.0017 |
36.3% |
0.0114 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.7% |
0.0000 |
| Volume |
278 |
485 |
207 |
74.5% |
1,372 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7637 |
0.7512 |
|
| R3 |
0.7610 |
0.7575 |
0.7495 |
|
| R2 |
0.7548 |
0.7548 |
0.7489 |
|
| R1 |
0.7513 |
0.7513 |
0.7483 |
0.7499 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7479 |
| S1 |
0.7451 |
0.7451 |
0.7472 |
0.7437 |
| S2 |
0.7424 |
0.7424 |
0.7466 |
|
| S3 |
0.7362 |
0.7389 |
0.7460 |
|
| S4 |
0.7300 |
0.7327 |
0.7443 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7767 |
0.7540 |
|
| R3 |
0.7715 |
0.7653 |
0.7509 |
|
| R2 |
0.7601 |
0.7601 |
0.7498 |
|
| R1 |
0.7539 |
0.7539 |
0.7488 |
0.7513 |
| PP |
0.7487 |
0.7487 |
0.7487 |
0.7474 |
| S1 |
0.7425 |
0.7425 |
0.7467 |
0.7399 |
| S2 |
0.7373 |
0.7373 |
0.7457 |
|
| S3 |
0.7259 |
0.7311 |
0.7446 |
|
| S4 |
0.7145 |
0.7197 |
0.7415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7549 |
0.7435 |
0.0114 |
1.5% |
0.0059 |
0.8% |
37% |
False |
False |
274 |
| 10 |
0.7549 |
0.7435 |
0.0114 |
1.5% |
0.0046 |
0.6% |
37% |
False |
False |
223 |
| 20 |
0.7549 |
0.7334 |
0.0216 |
2.9% |
0.0050 |
0.7% |
67% |
False |
False |
195 |
| 40 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0041 |
0.5% |
69% |
False |
False |
181 |
| 60 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0041 |
0.5% |
60% |
False |
False |
147 |
| 80 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0042 |
0.6% |
73% |
False |
False |
117 |
| 100 |
0.7681 |
0.7200 |
0.0481 |
6.4% |
0.0043 |
0.6% |
58% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7784 |
|
2.618 |
0.7683 |
|
1.618 |
0.7621 |
|
1.000 |
0.7583 |
|
0.618 |
0.7559 |
|
HIGH |
0.7521 |
|
0.618 |
0.7497 |
|
0.500 |
0.7490 |
|
0.382 |
0.7482 |
|
LOW |
0.7459 |
|
0.618 |
0.7420 |
|
1.000 |
0.7397 |
|
1.618 |
0.7358 |
|
2.618 |
0.7296 |
|
4.250 |
0.7195 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7490 |
0.7504 |
| PP |
0.7486 |
0.7495 |
| S1 |
0.7482 |
0.7486 |
|