CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 02-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7332 |
0.7356 |
0.0024 |
0.3% |
0.7422 |
High |
0.7362 |
0.7363 |
0.0001 |
0.0% |
0.7441 |
Low |
0.7321 |
0.7331 |
0.0010 |
0.1% |
0.7318 |
Close |
0.7348 |
0.7353 |
0.0005 |
0.1% |
0.7349 |
Range |
0.0041 |
0.0032 |
-0.0009 |
-22.2% |
0.0123 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
78,535 |
61,391 |
-17,144 |
-21.8% |
322,211 |
|
Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7443 |
0.7429 |
0.7370 |
|
R3 |
0.7412 |
0.7398 |
0.7361 |
|
R2 |
0.7380 |
0.7380 |
0.7358 |
|
R1 |
0.7366 |
0.7366 |
0.7355 |
0.7358 |
PP |
0.7349 |
0.7349 |
0.7349 |
0.7344 |
S1 |
0.7335 |
0.7335 |
0.7350 |
0.7326 |
S2 |
0.7317 |
0.7317 |
0.7347 |
|
S3 |
0.7286 |
0.7303 |
0.7344 |
|
S4 |
0.7254 |
0.7272 |
0.7335 |
|
|
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 |
0.7393 |
0.7318 |
0.0075 |
1.0% |
0.0049 |
0.7% |
46% |
False |
False |
72,762 |
10 |
0.7488 |
0.7318 |
0.0170 |
2.3% |
0.0048 |
0.7% |
20% |
False |
False |
76,358 |
20 |
0.7542 |
0.7318 |
0.0224 |
3.0% |
0.0051 |
0.7% |
15% |
False |
False |
78,011 |
40 |
0.7542 |
0.7313 |
0.0229 |
3.1% |
0.0056 |
0.8% |
17% |
False |
False |
74,264 |
60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0057 |
0.8% |
21% |
False |
False |
65,323 |
80 |
0.7571 |
0.7287 |
0.0284 |
3.9% |
0.0059 |
0.8% |
23% |
False |
False |
49,156 |
100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0060 |
0.8% |
46% |
False |
False |
39,363 |
120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
33% |
False |
False |
32,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7496 |
2.618 |
0.7445 |
1.618 |
0.7413 |
1.000 |
0.7394 |
0.618 |
0.7382 |
HIGH |
0.7363 |
0.618 |
0.7350 |
0.500 |
0.7347 |
0.382 |
0.7343 |
LOW |
0.7331 |
0.618 |
0.7312 |
1.000 |
0.7300 |
1.618 |
0.7280 |
2.618 |
0.7249 |
4.250 |
0.7197 |
|
|
Fisher Pivots for day following 02-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7351 |
0.7351 |
PP |
0.7349 |
0.7349 |
S1 |
0.7347 |
0.7348 |
|