CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7352 |
-0.0003 |
0.0% |
0.7348 |
| High |
0.7377 |
0.7363 |
-0.0015 |
-0.2% |
0.7389 |
| Low |
0.7329 |
0.7338 |
0.0009 |
0.1% |
0.7321 |
| Close |
0.7358 |
0.7343 |
-0.0015 |
-0.2% |
0.7358 |
| Range |
0.0049 |
0.0025 |
-0.0024 |
-48.5% |
0.0068 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
77,058 |
62,905 |
-14,153 |
-18.4% |
353,429 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7408 |
0.7356 |
|
| R3 |
0.7398 |
0.7383 |
0.7349 |
|
| R2 |
0.7373 |
0.7373 |
0.7347 |
|
| R1 |
0.7358 |
0.7358 |
0.7345 |
0.7353 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7345 |
| S1 |
0.7333 |
0.7333 |
0.7340 |
0.7328 |
| S2 |
0.7323 |
0.7323 |
0.7338 |
|
| S3 |
0.7298 |
0.7308 |
0.7336 |
|
| S4 |
0.7273 |
0.7283 |
0.7329 |
|
|
| 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 |
0.7377 |
0.7321 |
0.0056 |
0.8% |
0.0039 |
0.5% |
38% |
False |
False |
70,809 |
| 10 |
0.7441 |
0.7318 |
0.0123 |
1.7% |
0.0044 |
0.6% |
20% |
False |
False |
73,854 |
| 20 |
0.7535 |
0.7318 |
0.0217 |
3.0% |
0.0049 |
0.7% |
11% |
False |
False |
75,835 |
| 40 |
0.7542 |
0.7318 |
0.0224 |
3.0% |
0.0053 |
0.7% |
11% |
False |
False |
73,775 |
| 60 |
0.7542 |
0.7304 |
0.0238 |
3.2% |
0.0055 |
0.8% |
16% |
False |
False |
67,580 |
| 80 |
0.7571 |
0.7304 |
0.0268 |
3.6% |
0.0058 |
0.8% |
15% |
False |
False |
50,896 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0060 |
0.8% |
43% |
False |
False |
40,761 |
| 120 |
0.7712 |
0.7170 |
0.0542 |
7.4% |
0.0060 |
0.8% |
32% |
False |
False |
34,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7428 |
|
1.618 |
0.7403 |
|
1.000 |
0.7388 |
|
0.618 |
0.7378 |
|
HIGH |
0.7363 |
|
0.618 |
0.7353 |
|
0.500 |
0.7350 |
|
0.382 |
0.7347 |
|
LOW |
0.7338 |
|
0.618 |
0.7322 |
|
1.000 |
0.7313 |
|
1.618 |
0.7297 |
|
2.618 |
0.7272 |
|
4.250 |
0.7231 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7350 |
0.7353 |
| PP |
0.7348 |
0.7349 |
| S1 |
0.7345 |
0.7346 |
|