CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7230 |
0.7240 |
0.0011 |
0.1% |
0.7352 |
High |
0.7266 |
0.7310 |
0.0044 |
0.6% |
0.7363 |
Low |
0.7214 |
0.7240 |
0.0026 |
0.4% |
0.7214 |
Close |
0.7230 |
0.7287 |
0.0057 |
0.8% |
0.7230 |
Range |
0.0052 |
0.0070 |
0.0018 |
34.6% |
0.0149 |
ATR |
0.0051 |
0.0053 |
0.0002 |
4.1% |
0.0000 |
Volume |
55,578 |
8,396 |
-47,182 |
-84.9% |
567,394 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7489 |
0.7458 |
0.7325 |
|
R3 |
0.7419 |
0.7388 |
0.7306 |
|
R2 |
0.7349 |
0.7349 |
0.7299 |
|
R1 |
0.7318 |
0.7318 |
0.7293 |
0.7333 |
PP |
0.7279 |
0.7279 |
0.7279 |
0.7287 |
S1 |
0.7248 |
0.7248 |
0.7280 |
0.7263 |
S2 |
0.7209 |
0.7209 |
0.7274 |
|
S3 |
0.7139 |
0.7178 |
0.7267 |
|
S4 |
0.7069 |
0.7108 |
0.7248 |
|
|
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 |
0.7353 |
0.7214 |
0.0139 |
1.9% |
0.0058 |
0.8% |
52% |
False |
False |
102,577 |
10 |
0.7377 |
0.7214 |
0.0163 |
2.2% |
0.0048 |
0.7% |
44% |
False |
False |
86,693 |
20 |
0.7535 |
0.7214 |
0.0321 |
4.4% |
0.0050 |
0.7% |
23% |
False |
False |
81,859 |
40 |
0.7542 |
0.7214 |
0.0328 |
4.5% |
0.0053 |
0.7% |
22% |
False |
False |
78,135 |
60 |
0.7542 |
0.7214 |
0.0328 |
4.5% |
0.0055 |
0.8% |
22% |
False |
False |
74,259 |
80 |
0.7571 |
0.7214 |
0.0357 |
4.9% |
0.0057 |
0.8% |
20% |
False |
False |
57,287 |
100 |
0.7571 |
0.7214 |
0.0357 |
4.9% |
0.0059 |
0.8% |
20% |
False |
False |
45,885 |
120 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0061 |
0.8% |
29% |
False |
False |
38,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7608 |
2.618 |
0.7493 |
1.618 |
0.7423 |
1.000 |
0.7380 |
0.618 |
0.7353 |
HIGH |
0.7310 |
0.618 |
0.7283 |
0.500 |
0.7275 |
0.382 |
0.7267 |
LOW |
0.7240 |
0.618 |
0.7197 |
1.000 |
0.7170 |
1.618 |
0.7127 |
2.618 |
0.7057 |
4.250 |
0.6943 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7283 |
0.7278 |
PP |
0.7279 |
0.7270 |
S1 |
0.7275 |
0.7262 |
|