CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7365 |
-0.0002 |
0.0% |
0.7363 |
| High |
0.7370 |
0.7387 |
0.0017 |
0.2% |
0.7400 |
| Low |
0.7344 |
0.7340 |
-0.0004 |
0.0% |
0.7333 |
| Close |
0.7363 |
0.7368 |
0.0005 |
0.1% |
0.7368 |
| Range |
0.0027 |
0.0047 |
0.0021 |
77.4% |
0.0067 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
4,316 |
10,441 |
6,125 |
141.9% |
19,140 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7484 |
0.7394 |
|
| R3 |
0.7459 |
0.7437 |
0.7381 |
|
| R2 |
0.7412 |
0.7412 |
0.7377 |
|
| R1 |
0.7390 |
0.7390 |
0.7372 |
0.7401 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7371 |
| S1 |
0.7343 |
0.7343 |
0.7364 |
0.7354 |
| S2 |
0.7318 |
0.7318 |
0.7359 |
|
| S3 |
0.7271 |
0.7296 |
0.7355 |
|
| S4 |
0.7224 |
0.7249 |
0.7342 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7566 |
0.7534 |
0.7405 |
|
| R3 |
0.7500 |
0.7467 |
0.7386 |
|
| R2 |
0.7433 |
0.7433 |
0.7380 |
|
| R1 |
0.7401 |
0.7401 |
0.7374 |
0.7417 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7375 |
| S1 |
0.7334 |
0.7334 |
0.7362 |
0.7351 |
| S2 |
0.7300 |
0.7300 |
0.7356 |
|
| S3 |
0.7234 |
0.7268 |
0.7350 |
|
| S4 |
0.7167 |
0.7201 |
0.7331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7400 |
0.7333 |
0.0067 |
0.9% |
0.0041 |
0.6% |
53% |
False |
False |
3,828 |
| 10 |
0.7450 |
0.7330 |
0.0120 |
1.6% |
0.0043 |
0.6% |
32% |
False |
False |
2,447 |
| 20 |
0.7530 |
0.7330 |
0.0200 |
2.7% |
0.0046 |
0.6% |
19% |
False |
False |
1,391 |
| 40 |
0.7549 |
0.7330 |
0.0219 |
3.0% |
0.0048 |
0.6% |
17% |
False |
False |
786 |
| 60 |
0.7549 |
0.7320 |
0.0229 |
3.1% |
0.0042 |
0.6% |
21% |
False |
False |
580 |
| 80 |
0.7581 |
0.7320 |
0.0261 |
3.5% |
0.0041 |
0.6% |
18% |
False |
False |
452 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0042 |
0.6% |
44% |
False |
False |
367 |
| 120 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0043 |
0.6% |
33% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7587 |
|
2.618 |
0.7510 |
|
1.618 |
0.7463 |
|
1.000 |
0.7434 |
|
0.618 |
0.7416 |
|
HIGH |
0.7387 |
|
0.618 |
0.7369 |
|
0.500 |
0.7364 |
|
0.382 |
0.7358 |
|
LOW |
0.7340 |
|
0.618 |
0.7311 |
|
1.000 |
0.7293 |
|
1.618 |
0.7264 |
|
2.618 |
0.7217 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7367 |
0.7365 |
| PP |
0.7365 |
0.7363 |
| S1 |
0.7364 |
0.7360 |
|