CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7261 |
0.7246 |
-0.0015 |
-0.2% |
0.7366 |
High |
0.7284 |
0.7279 |
-0.0006 |
-0.1% |
0.7373 |
Low |
0.7239 |
0.7227 |
-0.0013 |
-0.2% |
0.7227 |
Close |
0.7247 |
0.7242 |
-0.0005 |
-0.1% |
0.7242 |
Range |
0.0045 |
0.0052 |
0.0007 |
15.6% |
0.0146 |
ATR |
0.0048 |
0.0048 |
0.0000 |
0.7% |
0.0000 |
Volume |
113,905 |
147,200 |
33,295 |
29.2% |
436,846 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7405 |
0.7376 |
0.7271 |
|
R3 |
0.7353 |
0.7324 |
0.7256 |
|
R2 |
0.7301 |
0.7301 |
0.7252 |
|
R1 |
0.7272 |
0.7272 |
0.7247 |
0.7260 |
PP |
0.7249 |
0.7249 |
0.7249 |
0.7243 |
S1 |
0.7220 |
0.7220 |
0.7237 |
0.7208 |
S2 |
0.7197 |
0.7197 |
0.7232 |
|
S3 |
0.7145 |
0.7168 |
0.7228 |
|
S4 |
0.7093 |
0.7116 |
0.7213 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7718 |
0.7626 |
0.7322 |
|
R3 |
0.7572 |
0.7480 |
0.7282 |
|
R2 |
0.7426 |
0.7426 |
0.7269 |
|
R1 |
0.7334 |
0.7334 |
0.7255 |
0.7307 |
PP |
0.7280 |
0.7280 |
0.7280 |
0.7267 |
S1 |
0.7188 |
0.7188 |
0.7229 |
0.7161 |
S2 |
0.7134 |
0.7134 |
0.7215 |
|
S3 |
0.6988 |
0.7042 |
0.7202 |
|
S4 |
0.6842 |
0.6896 |
0.7162 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7373 |
0.7227 |
0.0146 |
2.0% |
0.0049 |
0.7% |
11% |
False |
True |
87,369 |
10 |
0.7400 |
0.7227 |
0.0173 |
2.4% |
0.0045 |
0.6% |
9% |
False |
True |
45,598 |
20 |
0.7530 |
0.7227 |
0.0304 |
4.2% |
0.0047 |
0.6% |
5% |
False |
True |
23,180 |
40 |
0.7549 |
0.7227 |
0.0323 |
4.5% |
0.0047 |
0.7% |
5% |
False |
True |
11,692 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.5% |
0.0044 |
0.6% |
5% |
False |
True |
7,831 |
80 |
0.7581 |
0.7227 |
0.0354 |
4.9% |
0.0042 |
0.6% |
4% |
False |
True |
5,910 |
100 |
0.7581 |
0.7227 |
0.0354 |
4.9% |
0.0042 |
0.6% |
4% |
False |
True |
4,734 |
120 |
0.7581 |
0.7200 |
0.0381 |
5.3% |
0.0044 |
0.6% |
11% |
False |
False |
3,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7500 |
2.618 |
0.7415 |
1.618 |
0.7363 |
1.000 |
0.7331 |
0.618 |
0.7311 |
HIGH |
0.7279 |
0.618 |
0.7259 |
0.500 |
0.7253 |
0.382 |
0.7246 |
LOW |
0.7227 |
0.618 |
0.7194 |
1.000 |
0.7175 |
1.618 |
0.7142 |
2.618 |
0.7090 |
4.250 |
0.7006 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7253 |
0.7257 |
PP |
0.7249 |
0.7252 |
S1 |
0.7246 |
0.7247 |
|