CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7294 |
0.7317 |
0.0023 |
0.3% |
0.7366 |
| High |
0.7336 |
0.7332 |
-0.0004 |
-0.1% |
0.7373 |
| Low |
0.7282 |
0.7250 |
-0.0032 |
-0.4% |
0.7227 |
| Close |
0.7320 |
0.7286 |
-0.0034 |
-0.5% |
0.7242 |
| Range |
0.0054 |
0.0082 |
0.0028 |
50.9% |
0.0146 |
| ATR |
0.0050 |
0.0053 |
0.0002 |
4.4% |
0.0000 |
| Volume |
106,278 |
135,594 |
29,316 |
27.6% |
436,846 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7534 |
0.7491 |
0.7330 |
|
| R3 |
0.7452 |
0.7410 |
0.7308 |
|
| R2 |
0.7371 |
0.7371 |
0.7300 |
|
| R1 |
0.7328 |
0.7328 |
0.7293 |
0.7309 |
| PP |
0.7289 |
0.7289 |
0.7289 |
0.7279 |
| S1 |
0.7247 |
0.7247 |
0.7278 |
0.7227 |
| S2 |
0.7208 |
0.7208 |
0.7271 |
|
| S3 |
0.7126 |
0.7165 |
0.7263 |
|
| S4 |
0.7045 |
0.7084 |
0.7241 |
|
|
| 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% |
0.0061 |
0.8% |
54% |
False |
False |
129,822 |
| 10 |
0.7387 |
0.7227 |
0.0161 |
2.2% |
0.0053 |
0.7% |
37% |
False |
False |
83,961 |
| 20 |
0.7497 |
0.7227 |
0.0270 |
3.7% |
0.0050 |
0.7% |
22% |
False |
False |
42,529 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0049 |
0.7% |
18% |
False |
False |
21,374 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
18% |
False |
False |
14,290 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
18% |
False |
False |
10,759 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.9% |
0.0044 |
0.6% |
17% |
False |
False |
8,614 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0045 |
0.6% |
22% |
False |
False |
7,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7678 |
|
2.618 |
0.7545 |
|
1.618 |
0.7463 |
|
1.000 |
0.7413 |
|
0.618 |
0.7382 |
|
HIGH |
0.7332 |
|
0.618 |
0.7300 |
|
0.500 |
0.7291 |
|
0.382 |
0.7281 |
|
LOW |
0.7250 |
|
0.618 |
0.7200 |
|
1.000 |
0.7169 |
|
1.618 |
0.7118 |
|
2.618 |
0.7037 |
|
4.250 |
0.6904 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7291 |
0.7292 |
| PP |
0.7289 |
0.7290 |
| S1 |
0.7287 |
0.7288 |
|