CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 01-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7368 |
0.7332 |
-0.0036 |
-0.5% |
0.7422 |
High |
0.7375 |
0.7362 |
-0.0013 |
-0.2% |
0.7441 |
Low |
0.7327 |
0.7321 |
-0.0006 |
-0.1% |
0.7318 |
Close |
0.7339 |
0.7348 |
0.0010 |
0.1% |
0.7349 |
Range |
0.0048 |
0.0041 |
-0.0007 |
-14.7% |
0.0123 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
74,160 |
78,535 |
4,375 |
5.9% |
322,211 |
|
Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7465 |
0.7447 |
0.7370 |
|
R3 |
0.7425 |
0.7407 |
0.7359 |
|
R2 |
0.7384 |
0.7384 |
0.7355 |
|
R1 |
0.7366 |
0.7366 |
0.7352 |
0.7375 |
PP |
0.7344 |
0.7344 |
0.7344 |
0.7348 |
S1 |
0.7326 |
0.7326 |
0.7344 |
0.7335 |
S2 |
0.7303 |
0.7303 |
0.7341 |
|
S3 |
0.7263 |
0.7285 |
0.7337 |
|
S4 |
0.7222 |
0.7245 |
0.7326 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7737 |
0.7665 |
0.7416 |
|
R3 |
0.7614 |
0.7543 |
0.7382 |
|
R2 |
0.7492 |
0.7492 |
0.7371 |
|
R1 |
0.7420 |
0.7420 |
0.7360 |
0.7395 |
PP |
0.7369 |
0.7369 |
0.7369 |
0.7356 |
S1 |
0.7298 |
0.7298 |
0.7337 |
0.7272 |
S2 |
0.7247 |
0.7247 |
0.7326 |
|
S3 |
0.7124 |
0.7175 |
0.7315 |
|
S4 |
0.7002 |
0.7053 |
0.7281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7400 |
0.7318 |
0.0082 |
1.1% |
0.0050 |
0.7% |
37% |
False |
False |
74,027 |
10 |
0.7501 |
0.7318 |
0.0183 |
2.5% |
0.0051 |
0.7% |
16% |
False |
False |
77,369 |
20 |
0.7542 |
0.7318 |
0.0224 |
3.0% |
0.0053 |
0.7% |
13% |
False |
False |
79,923 |
40 |
0.7542 |
0.7310 |
0.0232 |
3.2% |
0.0057 |
0.8% |
16% |
False |
False |
74,904 |
60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
19% |
False |
False |
64,336 |
80 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0060 |
0.8% |
29% |
False |
False |
48,390 |
100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0061 |
0.8% |
44% |
False |
False |
38,762 |
120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
33% |
False |
False |
32,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7534 |
2.618 |
0.7468 |
1.618 |
0.7427 |
1.000 |
0.7402 |
0.618 |
0.7387 |
HIGH |
0.7362 |
0.618 |
0.7346 |
0.500 |
0.7341 |
0.382 |
0.7336 |
LOW |
0.7321 |
0.618 |
0.7296 |
1.000 |
0.7281 |
1.618 |
0.7255 |
2.618 |
0.7215 |
4.250 |
0.7149 |
|
|
Fisher Pivots for day following 01-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7346 |
0.7355 |
PP |
0.7344 |
0.7353 |
S1 |
0.7341 |
0.7350 |
|