CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7352 |
0.7346 |
-0.0006 |
-0.1% |
0.7348 |
| High |
0.7363 |
0.7353 |
-0.0010 |
-0.1% |
0.7389 |
| Low |
0.7338 |
0.7266 |
-0.0072 |
-1.0% |
0.7321 |
| Close |
0.7343 |
0.7268 |
-0.0075 |
-1.0% |
0.7358 |
| Range |
0.0025 |
0.0088 |
0.0063 |
250.0% |
0.0068 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.4% |
0.0000 |
| Volume |
62,905 |
137,365 |
74,460 |
118.4% |
353,429 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7500 |
0.7316 |
|
| R3 |
0.7470 |
0.7413 |
0.7292 |
|
| R2 |
0.7383 |
0.7383 |
0.7284 |
|
| R1 |
0.7325 |
0.7325 |
0.7276 |
0.7310 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7288 |
| S1 |
0.7238 |
0.7238 |
0.7259 |
0.7223 |
| S2 |
0.7208 |
0.7208 |
0.7251 |
|
| S3 |
0.7120 |
0.7150 |
0.7243 |
|
| S4 |
0.7033 |
0.7063 |
0.7219 |
|
|
| 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 |
0.7266 |
0.0112 |
1.5% |
0.0047 |
0.6% |
2% |
False |
True |
83,450 |
| 10 |
0.7400 |
0.7266 |
0.0135 |
1.9% |
0.0047 |
0.6% |
1% |
False |
True |
77,687 |
| 20 |
0.7535 |
0.7266 |
0.0270 |
3.7% |
0.0051 |
0.7% |
1% |
False |
True |
78,944 |
| 40 |
0.7542 |
0.7266 |
0.0276 |
3.8% |
0.0052 |
0.7% |
1% |
False |
True |
74,756 |
| 60 |
0.7542 |
0.7266 |
0.0276 |
3.8% |
0.0056 |
0.8% |
1% |
False |
True |
69,704 |
| 80 |
0.7571 |
0.7266 |
0.0306 |
4.2% |
0.0058 |
0.8% |
1% |
False |
True |
52,612 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0061 |
0.8% |
24% |
False |
False |
42,133 |
| 120 |
0.7619 |
0.7170 |
0.0449 |
6.2% |
0.0060 |
0.8% |
22% |
False |
False |
35,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7725 |
|
2.618 |
0.7582 |
|
1.618 |
0.7495 |
|
1.000 |
0.7441 |
|
0.618 |
0.7407 |
|
HIGH |
0.7353 |
|
0.618 |
0.7320 |
|
0.500 |
0.7309 |
|
0.382 |
0.7299 |
|
LOW |
0.7266 |
|
0.618 |
0.7211 |
|
1.000 |
0.7178 |
|
1.618 |
0.7124 |
|
2.618 |
0.7036 |
|
4.250 |
0.6894 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7309 |
0.7321 |
| PP |
0.7295 |
0.7303 |
| S1 |
0.7281 |
0.7285 |
|