CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7246 |
0.7250 |
0.0004 |
0.0% |
0.7366 |
| High |
0.7279 |
0.7323 |
0.0044 |
0.6% |
0.7373 |
| Low |
0.7227 |
0.7249 |
0.0023 |
0.3% |
0.7227 |
| Close |
0.7242 |
0.7298 |
0.0056 |
0.8% |
0.7242 |
| Range |
0.0052 |
0.0074 |
0.0022 |
41.3% |
0.0146 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.9% |
0.0000 |
| Volume |
147,200 |
146,135 |
-1,065 |
-0.7% |
436,846 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7477 |
0.7338 |
|
| R3 |
0.7437 |
0.7404 |
0.7318 |
|
| R2 |
0.7363 |
0.7363 |
0.7311 |
|
| R1 |
0.7330 |
0.7330 |
0.7304 |
0.7347 |
| PP |
0.7290 |
0.7290 |
0.7290 |
0.7298 |
| S1 |
0.7257 |
0.7257 |
0.7291 |
0.7273 |
| S2 |
0.7216 |
0.7216 |
0.7284 |
|
| S3 |
0.7143 |
0.7183 |
0.7277 |
|
| S4 |
0.7069 |
0.7110 |
0.7257 |
|
|
| 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 |
0.7364 |
0.7227 |
0.0138 |
1.9% |
0.0059 |
0.8% |
52% |
False |
False |
111,820 |
| 10 |
0.7387 |
0.7227 |
0.0161 |
2.2% |
0.0047 |
0.6% |
44% |
False |
False |
60,148 |
| 20 |
0.7530 |
0.7227 |
0.0304 |
4.2% |
0.0047 |
0.6% |
23% |
False |
False |
30,460 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
22% |
False |
False |
15,338 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
22% |
False |
False |
10,263 |
| 80 |
0.7558 |
0.7227 |
0.0332 |
4.5% |
0.0043 |
0.6% |
21% |
False |
False |
7,737 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.9% |
0.0043 |
0.6% |
20% |
False |
False |
6,195 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0044 |
0.6% |
26% |
False |
False |
5,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7515 |
|
1.618 |
0.7441 |
|
1.000 |
0.7396 |
|
0.618 |
0.7368 |
|
HIGH |
0.7323 |
|
0.618 |
0.7294 |
|
0.500 |
0.7286 |
|
0.382 |
0.7277 |
|
LOW |
0.7249 |
|
0.618 |
0.7204 |
|
1.000 |
0.7176 |
|
1.618 |
0.7130 |
|
2.618 |
0.7057 |
|
4.250 |
0.6937 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7294 |
0.7290 |
| PP |
0.7290 |
0.7282 |
| S1 |
0.7286 |
0.7275 |
|