CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7250 |
0.7294 |
0.0044 |
0.6% |
0.7366 |
| High |
0.7323 |
0.7336 |
0.0013 |
0.2% |
0.7373 |
| Low |
0.7249 |
0.7282 |
0.0033 |
0.4% |
0.7227 |
| Close |
0.7298 |
0.7320 |
0.0022 |
0.3% |
0.7242 |
| Range |
0.0074 |
0.0054 |
-0.0020 |
-26.5% |
0.0146 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
| Volume |
146,135 |
106,278 |
-39,857 |
-27.3% |
436,846 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7474 |
0.7451 |
0.7349 |
|
| R3 |
0.7420 |
0.7397 |
0.7334 |
|
| R2 |
0.7366 |
0.7366 |
0.7329 |
|
| R1 |
0.7343 |
0.7343 |
0.7324 |
0.7355 |
| PP |
0.7312 |
0.7312 |
0.7312 |
0.7318 |
| S1 |
0.7289 |
0.7289 |
0.7315 |
0.7301 |
| S2 |
0.7258 |
0.7258 |
0.7310 |
|
| S3 |
0.7204 |
0.7235 |
0.7305 |
|
| S4 |
0.7150 |
0.7181 |
0.7290 |
|
|
| 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 |
0.7336 |
0.7227 |
0.0109 |
1.5% |
0.0052 |
0.7% |
85% |
True |
False |
121,633 |
| 10 |
0.7387 |
0.7227 |
0.0161 |
2.2% |
0.0048 |
0.7% |
58% |
False |
False |
70,614 |
| 20 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0048 |
0.7% |
31% |
False |
False |
35,767 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
29% |
False |
False |
17,993 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0046 |
0.6% |
29% |
False |
False |
12,031 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0043 |
0.6% |
29% |
False |
False |
9,064 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
26% |
False |
False |
7,258 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0044 |
0.6% |
31% |
False |
False |
6,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7565 |
|
2.618 |
0.7477 |
|
1.618 |
0.7423 |
|
1.000 |
0.7390 |
|
0.618 |
0.7369 |
|
HIGH |
0.7336 |
|
0.618 |
0.7315 |
|
0.500 |
0.7309 |
|
0.382 |
0.7302 |
|
LOW |
0.7282 |
|
0.618 |
0.7248 |
|
1.000 |
0.7228 |
|
1.618 |
0.7194 |
|
2.618 |
0.7140 |
|
4.250 |
0.7052 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7316 |
0.7307 |
| PP |
0.7312 |
0.7294 |
| S1 |
0.7309 |
0.7281 |
|