CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7245 |
0.7230 |
-0.0016 |
-0.2% |
0.7352 |
High |
0.7272 |
0.7266 |
-0.0006 |
-0.1% |
0.7363 |
Low |
0.7227 |
0.7214 |
-0.0013 |
-0.2% |
0.7214 |
Close |
0.7234 |
0.7230 |
-0.0005 |
-0.1% |
0.7230 |
Range |
0.0045 |
0.0052 |
0.0007 |
15.6% |
0.0149 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.1% |
0.0000 |
Volume |
144,279 |
55,578 |
-88,701 |
-61.5% |
567,394 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7393 |
0.7363 |
0.7258 |
|
R3 |
0.7341 |
0.7311 |
0.7244 |
|
R2 |
0.7289 |
0.7289 |
0.7239 |
|
R1 |
0.7259 |
0.7259 |
0.7234 |
0.7256 |
PP |
0.7237 |
0.7237 |
0.7237 |
0.7235 |
S1 |
0.7207 |
0.7207 |
0.7225 |
0.7204 |
S2 |
0.7185 |
0.7185 |
0.7220 |
|
S3 |
0.7133 |
0.7155 |
0.7215 |
|
S4 |
0.7081 |
0.7103 |
0.7201 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7714 |
0.7620 |
0.7311 |
|
R3 |
0.7566 |
0.7472 |
0.7270 |
|
R2 |
0.7417 |
0.7417 |
0.7257 |
|
R1 |
0.7323 |
0.7323 |
0.7243 |
0.7296 |
PP |
0.7269 |
0.7269 |
0.7269 |
0.7255 |
S1 |
0.7175 |
0.7175 |
0.7216 |
0.7148 |
S2 |
0.7120 |
0.7120 |
0.7202 |
|
S3 |
0.6972 |
0.7026 |
0.7189 |
|
S4 |
0.6823 |
0.6878 |
0.7148 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7363 |
0.7214 |
0.0149 |
2.1% |
0.0049 |
0.7% |
10% |
False |
True |
113,478 |
10 |
0.7389 |
0.7214 |
0.0175 |
2.4% |
0.0046 |
0.6% |
9% |
False |
True |
92,082 |
20 |
0.7535 |
0.7214 |
0.0321 |
4.4% |
0.0050 |
0.7% |
5% |
False |
True |
85,943 |
40 |
0.7542 |
0.7214 |
0.0328 |
4.5% |
0.0053 |
0.7% |
5% |
False |
True |
79,937 |
60 |
0.7542 |
0.7214 |
0.0328 |
4.5% |
0.0055 |
0.8% |
5% |
False |
True |
75,110 |
80 |
0.7571 |
0.7214 |
0.0357 |
4.9% |
0.0056 |
0.8% |
4% |
False |
True |
57,184 |
100 |
0.7571 |
0.7214 |
0.0357 |
4.9% |
0.0059 |
0.8% |
4% |
False |
True |
45,801 |
120 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0061 |
0.8% |
15% |
False |
False |
38,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7487 |
2.618 |
0.7402 |
1.618 |
0.7350 |
1.000 |
0.7318 |
0.618 |
0.7298 |
HIGH |
0.7266 |
0.618 |
0.7246 |
0.500 |
0.7240 |
0.382 |
0.7234 |
LOW |
0.7214 |
0.618 |
0.7182 |
1.000 |
0.7162 |
1.618 |
0.7130 |
2.618 |
0.7078 |
4.250 |
0.6993 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7240 |
0.7245 |
PP |
0.7237 |
0.7240 |
S1 |
0.7233 |
0.7235 |
|