CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7356 |
0.7355 |
-0.0001 |
0.0% |
0.7348 |
| High |
0.7363 |
0.7377 |
0.0015 |
0.2% |
0.7389 |
| Low |
0.7331 |
0.7329 |
-0.0003 |
0.0% |
0.7321 |
| Close |
0.7353 |
0.7358 |
0.0005 |
0.1% |
0.7358 |
| Range |
0.0032 |
0.0049 |
0.0017 |
54.0% |
0.0068 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
61,391 |
77,058 |
15,667 |
25.5% |
353,429 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7500 |
0.7477 |
0.7384 |
|
| R3 |
0.7451 |
0.7429 |
0.7371 |
|
| R2 |
0.7403 |
0.7403 |
0.7366 |
|
| R1 |
0.7380 |
0.7380 |
0.7362 |
0.7392 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7360 |
| S1 |
0.7332 |
0.7332 |
0.7353 |
0.7343 |
| S2 |
0.7306 |
0.7306 |
0.7349 |
|
| S3 |
0.7257 |
0.7283 |
0.7344 |
|
| S4 |
0.7209 |
0.7235 |
0.7331 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7527 |
0.7395 |
|
| R3 |
0.7492 |
0.7459 |
0.7376 |
|
| R2 |
0.7424 |
0.7424 |
0.7370 |
|
| R1 |
0.7391 |
0.7391 |
0.7364 |
0.7407 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7364 |
| S1 |
0.7323 |
0.7323 |
0.7351 |
0.7339 |
| S2 |
0.7288 |
0.7288 |
0.7345 |
|
| S3 |
0.7220 |
0.7255 |
0.7339 |
|
| S4 |
0.7152 |
0.7187 |
0.7320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7389 |
0.7321 |
0.0068 |
0.9% |
0.0043 |
0.6% |
54% |
False |
False |
70,685 |
| 10 |
0.7441 |
0.7318 |
0.0123 |
1.7% |
0.0046 |
0.6% |
32% |
False |
False |
75,929 |
| 20 |
0.7535 |
0.7318 |
0.0217 |
2.9% |
0.0051 |
0.7% |
18% |
False |
False |
77,625 |
| 40 |
0.7542 |
0.7318 |
0.0224 |
3.0% |
0.0054 |
0.7% |
18% |
False |
False |
74,041 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0056 |
0.8% |
23% |
False |
False |
66,568 |
| 80 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0058 |
0.8% |
20% |
False |
False |
50,111 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0060 |
0.8% |
47% |
False |
False |
40,132 |
| 120 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
34% |
False |
False |
33,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7583 |
|
2.618 |
0.7504 |
|
1.618 |
0.7455 |
|
1.000 |
0.7426 |
|
0.618 |
0.7407 |
|
HIGH |
0.7377 |
|
0.618 |
0.7358 |
|
0.500 |
0.7353 |
|
0.382 |
0.7347 |
|
LOW |
0.7329 |
|
0.618 |
0.7299 |
|
1.000 |
0.7280 |
|
1.618 |
0.7250 |
|
2.618 |
0.7202 |
|
4.250 |
0.7122 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7355 |
| PP |
0.7354 |
0.7352 |
| S1 |
0.7353 |
0.7349 |
|