CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7270 |
-0.0077 |
-1.0% |
0.7348 |
| High |
0.7353 |
0.7276 |
-0.0078 |
-1.1% |
0.7389 |
| Low |
0.7266 |
0.7239 |
-0.0027 |
-0.4% |
0.7321 |
| Close |
0.7268 |
0.7247 |
-0.0021 |
-0.3% |
0.7358 |
| Range |
0.0088 |
0.0037 |
-0.0051 |
-57.7% |
0.0068 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
137,365 |
167,267 |
29,902 |
21.8% |
353,429 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7365 |
0.7343 |
0.7267 |
|
| R3 |
0.7328 |
0.7306 |
0.7257 |
|
| R2 |
0.7291 |
0.7291 |
0.7253 |
|
| R1 |
0.7269 |
0.7269 |
0.7250 |
0.7261 |
| PP |
0.7254 |
0.7254 |
0.7254 |
0.7250 |
| S1 |
0.7232 |
0.7232 |
0.7243 |
0.7224 |
| S2 |
0.7217 |
0.7217 |
0.7240 |
|
| S3 |
0.7180 |
0.7195 |
0.7236 |
|
| S4 |
0.7143 |
0.7158 |
0.7226 |
|
|
| 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 |
0.7239 |
0.0139 |
1.9% |
0.0046 |
0.6% |
6% |
False |
True |
101,197 |
| 10 |
0.7400 |
0.7239 |
0.0161 |
2.2% |
0.0048 |
0.7% |
5% |
False |
True |
87,612 |
| 20 |
0.7535 |
0.7239 |
0.0297 |
4.1% |
0.0050 |
0.7% |
3% |
False |
True |
82,887 |
| 40 |
0.7542 |
0.7239 |
0.0303 |
4.2% |
0.0052 |
0.7% |
3% |
False |
True |
77,332 |
| 60 |
0.7542 |
0.7239 |
0.0303 |
4.2% |
0.0055 |
0.8% |
3% |
False |
True |
72,390 |
| 80 |
0.7571 |
0.7239 |
0.0333 |
4.6% |
0.0058 |
0.8% |
2% |
False |
True |
54,702 |
| 100 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0061 |
0.8% |
19% |
False |
False |
43,805 |
| 120 |
0.7604 |
0.7170 |
0.0434 |
6.0% |
0.0060 |
0.8% |
18% |
False |
False |
36,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7433 |
|
2.618 |
0.7372 |
|
1.618 |
0.7335 |
|
1.000 |
0.7313 |
|
0.618 |
0.7298 |
|
HIGH |
0.7276 |
|
0.618 |
0.7261 |
|
0.500 |
0.7257 |
|
0.382 |
0.7253 |
|
LOW |
0.7239 |
|
0.618 |
0.7216 |
|
1.000 |
0.7202 |
|
1.618 |
0.7179 |
|
2.618 |
0.7142 |
|
4.250 |
0.7081 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7257 |
0.7301 |
| PP |
0.7254 |
0.7283 |
| S1 |
0.7250 |
0.7265 |
|