CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7366 |
0.7357 |
-0.0009 |
-0.1% |
0.7363 |
| High |
0.7373 |
0.7364 |
-0.0009 |
-0.1% |
0.7400 |
| Low |
0.7349 |
0.7278 |
-0.0071 |
-1.0% |
0.7333 |
| Close |
0.7354 |
0.7280 |
-0.0074 |
-1.0% |
0.7368 |
| Range |
0.0024 |
0.0086 |
0.0062 |
258.3% |
0.0067 |
| ATR |
0.0046 |
0.0049 |
0.0003 |
6.3% |
0.0000 |
| Volume |
23,879 |
57,214 |
33,335 |
139.6% |
19,140 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7508 |
0.7327 |
|
| R3 |
0.7479 |
0.7422 |
0.7303 |
|
| R2 |
0.7393 |
0.7393 |
0.7295 |
|
| R1 |
0.7336 |
0.7336 |
0.7287 |
0.7322 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7300 |
| S1 |
0.7250 |
0.7250 |
0.7272 |
0.7236 |
| S2 |
0.7221 |
0.7221 |
0.7264 |
|
| S3 |
0.7135 |
0.7164 |
0.7256 |
|
| S4 |
0.7049 |
0.7078 |
0.7232 |
|
|
| 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 |
0.7387 |
0.7278 |
0.0109 |
1.5% |
0.0045 |
0.6% |
1% |
False |
True |
19,596 |
| 10 |
0.7409 |
0.7278 |
0.0131 |
1.8% |
0.0045 |
0.6% |
1% |
False |
True |
10,264 |
| 20 |
0.7530 |
0.7278 |
0.0252 |
3.5% |
0.0047 |
0.6% |
1% |
False |
True |
5,414 |
| 40 |
0.7549 |
0.7278 |
0.0271 |
3.7% |
0.0046 |
0.6% |
1% |
False |
True |
2,803 |
| 60 |
0.7549 |
0.7278 |
0.0271 |
3.7% |
0.0043 |
0.6% |
1% |
False |
True |
1,926 |
| 80 |
0.7581 |
0.7278 |
0.0303 |
4.2% |
0.0042 |
0.6% |
0% |
False |
True |
1,465 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0043 |
0.6% |
21% |
False |
False |
1,177 |
| 120 |
0.7610 |
0.7200 |
0.0410 |
5.6% |
0.0043 |
0.6% |
19% |
False |
False |
988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7730 |
|
2.618 |
0.7589 |
|
1.618 |
0.7503 |
|
1.000 |
0.7450 |
|
0.618 |
0.7417 |
|
HIGH |
0.7364 |
|
0.618 |
0.7331 |
|
0.500 |
0.7321 |
|
0.382 |
0.7311 |
|
LOW |
0.7278 |
|
0.618 |
0.7225 |
|
1.000 |
0.7192 |
|
1.618 |
0.7139 |
|
2.618 |
0.7053 |
|
4.250 |
0.6913 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7321 |
0.7333 |
| PP |
0.7307 |
0.7315 |
| S1 |
0.7293 |
0.7297 |
|