CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 13-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2023 |
13-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7446 |
0.7499 |
0.0054 |
0.7% |
0.7468 |
| High |
0.7507 |
0.7514 |
0.0007 |
0.1% |
0.7507 |
| Low |
0.7434 |
0.7485 |
0.0051 |
0.7% |
0.7434 |
| Close |
0.7504 |
0.7508 |
0.0004 |
0.1% |
0.7504 |
| Range |
0.0073 |
0.0029 |
-0.0044 |
-60.3% |
0.0073 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
548 |
123 |
-425 |
-77.6% |
1,118 |
|
| Daily Pivots for day following 13-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7589 |
0.7577 |
0.7523 |
|
| R3 |
0.7560 |
0.7548 |
0.7515 |
|
| R2 |
0.7531 |
0.7531 |
0.7513 |
|
| R1 |
0.7519 |
0.7519 |
0.7510 |
0.7525 |
| PP |
0.7502 |
0.7502 |
0.7502 |
0.7505 |
| S1 |
0.7490 |
0.7490 |
0.7505 |
0.7496 |
| S2 |
0.7473 |
0.7473 |
0.7502 |
|
| S3 |
0.7444 |
0.7461 |
0.7500 |
|
| S4 |
0.7415 |
0.7432 |
0.7492 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7675 |
0.7544 |
|
| R3 |
0.7628 |
0.7602 |
0.7524 |
|
| R2 |
0.7555 |
0.7555 |
0.7517 |
|
| R1 |
0.7529 |
0.7529 |
0.7510 |
0.7542 |
| PP |
0.7482 |
0.7482 |
0.7482 |
0.7488 |
| S1 |
0.7456 |
0.7456 |
0.7497 |
0.7469 |
| S2 |
0.7409 |
0.7409 |
0.7490 |
|
| S3 |
0.7336 |
0.7383 |
0.7483 |
|
| S4 |
0.7263 |
0.7310 |
0.7463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7514 |
0.7434 |
0.0080 |
1.1% |
0.0047 |
0.6% |
92% |
True |
False |
217 |
| 10 |
0.7549 |
0.7434 |
0.0115 |
1.5% |
0.0053 |
0.7% |
64% |
False |
False |
254 |
| 20 |
0.7549 |
0.7410 |
0.0139 |
1.9% |
0.0047 |
0.6% |
70% |
False |
False |
218 |
| 40 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0045 |
0.6% |
82% |
False |
False |
162 |
| 60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0042 |
0.6% |
82% |
False |
False |
163 |
| 80 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0042 |
0.6% |
78% |
False |
False |
130 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
81% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7637 |
|
2.618 |
0.7590 |
|
1.618 |
0.7561 |
|
1.000 |
0.7543 |
|
0.618 |
0.7532 |
|
HIGH |
0.7514 |
|
0.618 |
0.7503 |
|
0.500 |
0.7500 |
|
0.382 |
0.7496 |
|
LOW |
0.7485 |
|
0.618 |
0.7467 |
|
1.000 |
0.7456 |
|
1.618 |
0.7438 |
|
2.618 |
0.7409 |
|
4.250 |
0.7362 |
|
|
| Fisher Pivots for day following 13-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7496 |
| PP |
0.7502 |
0.7485 |
| S1 |
0.7500 |
0.7474 |
|