CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7283 |
-0.0075 |
-1.0% |
0.7363 |
| High |
0.7364 |
0.7287 |
-0.0077 |
-1.0% |
0.7400 |
| Low |
0.7278 |
0.7251 |
-0.0027 |
-0.4% |
0.7333 |
| Close |
0.7280 |
0.7259 |
-0.0021 |
-0.3% |
0.7368 |
| Range |
0.0086 |
0.0036 |
-0.0050 |
-58.1% |
0.0067 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
57,214 |
94,648 |
37,434 |
65.4% |
19,140 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7374 |
0.7352 |
0.7279 |
|
| R3 |
0.7338 |
0.7316 |
0.7269 |
|
| R2 |
0.7302 |
0.7302 |
0.7266 |
|
| R1 |
0.7280 |
0.7280 |
0.7262 |
0.7273 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7262 |
| S1 |
0.7244 |
0.7244 |
0.7256 |
0.7237 |
| S2 |
0.7230 |
0.7230 |
0.7252 |
|
| S3 |
0.7194 |
0.7208 |
0.7249 |
|
| S4 |
0.7158 |
0.7172 |
0.7239 |
|
|
| 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 |
0.7251 |
0.0136 |
1.9% |
0.0044 |
0.6% |
6% |
False |
True |
38,099 |
| 10 |
0.7409 |
0.7251 |
0.0158 |
2.2% |
0.0046 |
0.6% |
5% |
False |
True |
19,609 |
| 20 |
0.7530 |
0.7251 |
0.0279 |
3.8% |
0.0047 |
0.6% |
3% |
False |
True |
10,142 |
| 40 |
0.7549 |
0.7251 |
0.0298 |
4.1% |
0.0046 |
0.6% |
3% |
False |
True |
5,167 |
| 60 |
0.7549 |
0.7251 |
0.0298 |
4.1% |
0.0044 |
0.6% |
3% |
False |
True |
3,500 |
| 80 |
0.7581 |
0.7251 |
0.0330 |
4.5% |
0.0042 |
0.6% |
2% |
False |
True |
2,648 |
| 100 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0043 |
0.6% |
16% |
False |
False |
2,124 |
| 120 |
0.7610 |
0.7200 |
0.0410 |
5.6% |
0.0043 |
0.6% |
14% |
False |
False |
1,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7440 |
|
2.618 |
0.7381 |
|
1.618 |
0.7345 |
|
1.000 |
0.7323 |
|
0.618 |
0.7309 |
|
HIGH |
0.7287 |
|
0.618 |
0.7273 |
|
0.500 |
0.7269 |
|
0.382 |
0.7265 |
|
LOW |
0.7251 |
|
0.618 |
0.7229 |
|
1.000 |
0.7215 |
|
1.618 |
0.7193 |
|
2.618 |
0.7157 |
|
4.250 |
0.7098 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7269 |
0.7312 |
| PP |
0.7266 |
0.7294 |
| S1 |
0.7262 |
0.7277 |
|