CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 14-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7240 |
0.7276 |
0.0036 |
0.5% |
0.7352 |
High |
0.7310 |
0.7324 |
0.0014 |
0.2% |
0.7363 |
Low |
0.7240 |
0.7274 |
0.0034 |
0.5% |
0.7214 |
Close |
0.7287 |
0.7321 |
0.0035 |
0.5% |
0.7230 |
Range |
0.0070 |
0.0051 |
-0.0020 |
-27.9% |
0.0149 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.4% |
0.0000 |
Volume |
8,396 |
98 |
-8,298 |
-98.8% |
567,394 |
|
Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7458 |
0.7440 |
0.7349 |
|
R3 |
0.7407 |
0.7389 |
0.7335 |
|
R2 |
0.7357 |
0.7357 |
0.7330 |
|
R1 |
0.7339 |
0.7339 |
0.7326 |
0.7348 |
PP |
0.7306 |
0.7306 |
0.7306 |
0.7311 |
S1 |
0.7288 |
0.7288 |
0.7316 |
0.7297 |
S2 |
0.7256 |
0.7256 |
0.7312 |
|
S3 |
0.7205 |
0.7238 |
0.7307 |
|
S4 |
0.7155 |
0.7187 |
0.7293 |
|
|
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 |
0.7324 |
0.7214 |
0.0110 |
1.5% |
0.0051 |
0.7% |
97% |
True |
False |
75,123 |
10 |
0.7377 |
0.7214 |
0.0163 |
2.2% |
0.0049 |
0.7% |
66% |
False |
False |
79,287 |
20 |
0.7535 |
0.7214 |
0.0321 |
4.4% |
0.0051 |
0.7% |
33% |
False |
False |
79,052 |
40 |
0.7542 |
0.7214 |
0.0328 |
4.5% |
0.0053 |
0.7% |
33% |
False |
False |
76,677 |
60 |
0.7542 |
0.7214 |
0.0328 |
4.5% |
0.0055 |
0.8% |
33% |
False |
False |
73,218 |
80 |
0.7571 |
0.7214 |
0.0357 |
4.9% |
0.0057 |
0.8% |
30% |
False |
False |
57,286 |
100 |
0.7571 |
0.7214 |
0.0357 |
4.9% |
0.0059 |
0.8% |
30% |
False |
False |
45,885 |
120 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0061 |
0.8% |
38% |
False |
False |
38,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7539 |
2.618 |
0.7456 |
1.618 |
0.7406 |
1.000 |
0.7375 |
0.618 |
0.7355 |
HIGH |
0.7324 |
0.618 |
0.7305 |
0.500 |
0.7299 |
0.382 |
0.7293 |
LOW |
0.7274 |
0.618 |
0.7242 |
1.000 |
0.7223 |
1.618 |
0.7192 |
2.618 |
0.7141 |
4.250 |
0.7059 |
|
|
Fisher Pivots for day following 14-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7314 |
0.7304 |
PP |
0.7306 |
0.7286 |
S1 |
0.7299 |
0.7269 |
|