CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7501 |
0.7495 |
-0.0006 |
-0.1% |
0.7468 |
| High |
0.7530 |
0.7496 |
-0.0035 |
-0.5% |
0.7507 |
| Low |
0.7481 |
0.7452 |
-0.0029 |
-0.4% |
0.7434 |
| Close |
0.7508 |
0.7473 |
-0.0035 |
-0.5% |
0.7504 |
| Range |
0.0050 |
0.0044 |
-0.0006 |
-11.1% |
0.0073 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.1% |
0.0000 |
| Volume |
365 |
716 |
351 |
96.2% |
1,118 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7583 |
0.7497 |
|
| R3 |
0.7561 |
0.7539 |
0.7485 |
|
| R2 |
0.7517 |
0.7517 |
0.7481 |
|
| R1 |
0.7495 |
0.7495 |
0.7477 |
0.7484 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7468 |
| S1 |
0.7451 |
0.7451 |
0.7469 |
0.7440 |
| S2 |
0.7429 |
0.7429 |
0.7465 |
|
| S3 |
0.7385 |
0.7407 |
0.7461 |
|
| S4 |
0.7341 |
0.7363 |
0.7449 |
|
|
| 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 |
0.7530 |
0.7434 |
0.0096 |
1.3% |
0.0048 |
0.6% |
41% |
False |
False |
396 |
| 10 |
0.7549 |
0.7434 |
0.0115 |
1.5% |
0.0047 |
0.6% |
34% |
False |
False |
308 |
| 20 |
0.7549 |
0.7410 |
0.0139 |
1.9% |
0.0046 |
0.6% |
45% |
False |
False |
243 |
| 40 |
0.7549 |
0.7322 |
0.0228 |
3.0% |
0.0046 |
0.6% |
67% |
False |
False |
180 |
| 60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0042 |
0.6% |
67% |
False |
False |
180 |
| 80 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0042 |
0.6% |
68% |
False |
False |
143 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
72% |
False |
False |
121 |
| 120 |
0.7746 |
0.7200 |
0.0546 |
7.3% |
0.0040 |
0.5% |
50% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7611 |
|
1.618 |
0.7567 |
|
1.000 |
0.7540 |
|
0.618 |
0.7523 |
|
HIGH |
0.7496 |
|
0.618 |
0.7479 |
|
0.500 |
0.7474 |
|
0.382 |
0.7468 |
|
LOW |
0.7452 |
|
0.618 |
0.7424 |
|
1.000 |
0.7408 |
|
1.618 |
0.7380 |
|
2.618 |
0.7336 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7474 |
0.7491 |
| PP |
0.7473 |
0.7485 |
| S1 |
0.7473 |
0.7479 |
|