CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7317 |
0.7276 |
-0.0041 |
-0.6% |
0.7366 |
| High |
0.7332 |
0.7303 |
-0.0029 |
-0.4% |
0.7373 |
| Low |
0.7250 |
0.7264 |
0.0014 |
0.2% |
0.7227 |
| Close |
0.7286 |
0.7295 |
0.0010 |
0.1% |
0.7242 |
| Range |
0.0082 |
0.0039 |
-0.0043 |
-52.1% |
0.0146 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
135,594 |
116,589 |
-19,005 |
-14.0% |
436,846 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7404 |
0.7389 |
0.7316 |
|
| R3 |
0.7365 |
0.7350 |
0.7306 |
|
| R2 |
0.7326 |
0.7326 |
0.7302 |
|
| R1 |
0.7311 |
0.7311 |
0.7299 |
0.7318 |
| PP |
0.7287 |
0.7287 |
0.7287 |
0.7291 |
| S1 |
0.7272 |
0.7272 |
0.7291 |
0.7279 |
| S2 |
0.7248 |
0.7248 |
0.7288 |
|
| S3 |
0.7209 |
0.7233 |
0.7284 |
|
| S4 |
0.7170 |
0.7194 |
0.7274 |
|
|
| 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% |
0.0060 |
0.8% |
63% |
False |
False |
130,359 |
| 10 |
0.7387 |
0.7227 |
0.0161 |
2.2% |
0.0054 |
0.7% |
43% |
False |
False |
95,188 |
| 20 |
0.7497 |
0.7227 |
0.0270 |
3.7% |
0.0049 |
0.7% |
25% |
False |
False |
48,322 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
21% |
False |
False |
24,283 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0047 |
0.6% |
21% |
False |
False |
16,228 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
21% |
False |
False |
12,216 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.9% |
0.0044 |
0.6% |
19% |
False |
False |
9,779 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0045 |
0.6% |
25% |
False |
False |
8,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7468 |
|
2.618 |
0.7405 |
|
1.618 |
0.7366 |
|
1.000 |
0.7342 |
|
0.618 |
0.7327 |
|
HIGH |
0.7303 |
|
0.618 |
0.7288 |
|
0.500 |
0.7283 |
|
0.382 |
0.7278 |
|
LOW |
0.7264 |
|
0.618 |
0.7239 |
|
1.000 |
0.7225 |
|
1.618 |
0.7200 |
|
2.618 |
0.7161 |
|
4.250 |
0.7098 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7291 |
0.7294 |
| PP |
0.7287 |
0.7294 |
| S1 |
0.7283 |
0.7293 |
|