CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7283 |
0.7261 |
-0.0022 |
-0.3% |
0.7363 |
| High |
0.7287 |
0.7284 |
-0.0003 |
0.0% |
0.7400 |
| Low |
0.7251 |
0.7239 |
-0.0012 |
-0.2% |
0.7333 |
| Close |
0.7259 |
0.7247 |
-0.0013 |
-0.2% |
0.7368 |
| Range |
0.0036 |
0.0045 |
0.0009 |
25.0% |
0.0067 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
94,648 |
113,905 |
19,257 |
20.3% |
19,140 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7392 |
0.7364 |
0.7271 |
|
| R3 |
0.7347 |
0.7319 |
0.7259 |
|
| R2 |
0.7302 |
0.7302 |
0.7255 |
|
| R1 |
0.7274 |
0.7274 |
0.7251 |
0.7265 |
| PP |
0.7257 |
0.7257 |
0.7257 |
0.7252 |
| S1 |
0.7229 |
0.7229 |
0.7242 |
0.7220 |
| S2 |
0.7212 |
0.7212 |
0.7238 |
|
| S3 |
0.7167 |
0.7184 |
0.7234 |
|
| S4 |
0.7122 |
0.7139 |
0.7222 |
|
|
| 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 |
0.7239 |
0.0148 |
2.0% |
0.0048 |
0.7% |
5% |
False |
True |
60,017 |
| 10 |
0.7403 |
0.7239 |
0.0164 |
2.3% |
0.0047 |
0.6% |
5% |
False |
True |
30,964 |
| 20 |
0.7530 |
0.7239 |
0.0291 |
4.0% |
0.0047 |
0.6% |
3% |
False |
True |
15,832 |
| 40 |
0.7549 |
0.7239 |
0.0310 |
4.3% |
0.0046 |
0.6% |
2% |
False |
True |
8,013 |
| 60 |
0.7549 |
0.7239 |
0.0310 |
4.3% |
0.0043 |
0.6% |
2% |
False |
True |
5,380 |
| 80 |
0.7581 |
0.7239 |
0.0342 |
4.7% |
0.0042 |
0.6% |
2% |
False |
True |
4,071 |
| 100 |
0.7581 |
0.7224 |
0.0357 |
4.9% |
0.0043 |
0.6% |
6% |
False |
False |
3,262 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.3% |
0.0043 |
0.6% |
12% |
False |
False |
2,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7402 |
|
1.618 |
0.7357 |
|
1.000 |
0.7329 |
|
0.618 |
0.7312 |
|
HIGH |
0.7284 |
|
0.618 |
0.7267 |
|
0.500 |
0.7262 |
|
0.382 |
0.7256 |
|
LOW |
0.7239 |
|
0.618 |
0.7211 |
|
1.000 |
0.7194 |
|
1.618 |
0.7166 |
|
2.618 |
0.7121 |
|
4.250 |
0.7048 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7262 |
0.7302 |
| PP |
0.7257 |
0.7283 |
| S1 |
0.7252 |
0.7265 |
|