CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7270 |
0.7245 |
-0.0025 |
-0.3% |
0.7348 |
| High |
0.7276 |
0.7272 |
-0.0004 |
-0.1% |
0.7389 |
| Low |
0.7239 |
0.7227 |
-0.0012 |
-0.2% |
0.7321 |
| Close |
0.7247 |
0.7234 |
-0.0013 |
-0.2% |
0.7358 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0068 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
167,267 |
144,279 |
-22,988 |
-13.7% |
353,429 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7379 |
0.7352 |
0.7259 |
|
| R3 |
0.7334 |
0.7307 |
0.7246 |
|
| R2 |
0.7289 |
0.7289 |
0.7242 |
|
| R1 |
0.7262 |
0.7262 |
0.7238 |
0.7253 |
| PP |
0.7244 |
0.7244 |
0.7244 |
0.7240 |
| S1 |
0.7217 |
0.7217 |
0.7230 |
0.7208 |
| S2 |
0.7199 |
0.7199 |
0.7226 |
|
| S3 |
0.7154 |
0.7172 |
0.7222 |
|
| S4 |
0.7109 |
0.7127 |
0.7209 |
|
|
| 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 |
0.7227 |
0.0151 |
2.1% |
0.0049 |
0.7% |
5% |
False |
True |
117,774 |
| 10 |
0.7393 |
0.7227 |
0.0166 |
2.3% |
0.0049 |
0.7% |
5% |
False |
True |
95,268 |
| 20 |
0.7535 |
0.7227 |
0.0309 |
4.3% |
0.0050 |
0.7% |
2% |
False |
True |
86,769 |
| 40 |
0.7542 |
0.7227 |
0.0315 |
4.4% |
0.0052 |
0.7% |
2% |
False |
True |
79,662 |
| 60 |
0.7542 |
0.7227 |
0.0315 |
4.4% |
0.0055 |
0.8% |
2% |
False |
True |
74,615 |
| 80 |
0.7571 |
0.7227 |
0.0345 |
4.8% |
0.0057 |
0.8% |
2% |
False |
True |
56,492 |
| 100 |
0.7571 |
0.7210 |
0.0361 |
5.0% |
0.0060 |
0.8% |
7% |
False |
False |
45,246 |
| 120 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0060 |
0.8% |
16% |
False |
False |
37,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7463 |
|
2.618 |
0.7389 |
|
1.618 |
0.7344 |
|
1.000 |
0.7317 |
|
0.618 |
0.7299 |
|
HIGH |
0.7272 |
|
0.618 |
0.7254 |
|
0.500 |
0.7249 |
|
0.382 |
0.7244 |
|
LOW |
0.7227 |
|
0.618 |
0.7199 |
|
1.000 |
0.7182 |
|
1.618 |
0.7154 |
|
2.618 |
0.7109 |
|
4.250 |
0.7035 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7249 |
0.7290 |
| PP |
0.7244 |
0.7271 |
| S1 |
0.7239 |
0.7253 |
|