CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7276 |
0.7298 |
0.0022 |
0.3% |
0.7250 |
| High |
0.7303 |
0.7321 |
0.0019 |
0.3% |
0.7336 |
| Low |
0.7264 |
0.7271 |
0.0008 |
0.1% |
0.7249 |
| Close |
0.7295 |
0.7302 |
0.0007 |
0.1% |
0.7302 |
| Range |
0.0039 |
0.0050 |
0.0011 |
28.2% |
0.0087 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
116,589 |
74,413 |
-42,176 |
-36.2% |
579,009 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7448 |
0.7425 |
0.7329 |
|
| R3 |
0.7398 |
0.7375 |
0.7315 |
|
| R2 |
0.7348 |
0.7348 |
0.7311 |
|
| R1 |
0.7325 |
0.7325 |
0.7306 |
0.7336 |
| PP |
0.7298 |
0.7298 |
0.7298 |
0.7304 |
| S1 |
0.7275 |
0.7275 |
0.7297 |
0.7286 |
| S2 |
0.7248 |
0.7248 |
0.7292 |
|
| S3 |
0.7198 |
0.7225 |
0.7288 |
|
| S4 |
0.7148 |
0.7175 |
0.7274 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7515 |
0.7349 |
|
| R3 |
0.7468 |
0.7428 |
0.7325 |
|
| R2 |
0.7382 |
0.7382 |
0.7317 |
|
| R1 |
0.7342 |
0.7342 |
0.7309 |
0.7362 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7305 |
| S1 |
0.7255 |
0.7255 |
0.7294 |
0.7275 |
| S2 |
0.7209 |
0.7209 |
0.7286 |
|
| S3 |
0.7122 |
0.7169 |
0.7278 |
|
| S4 |
0.7036 |
0.7082 |
0.7254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7336 |
0.7249 |
0.0087 |
1.2% |
0.0060 |
0.8% |
61% |
False |
False |
115,801 |
| 10 |
0.7373 |
0.7227 |
0.0146 |
2.0% |
0.0054 |
0.7% |
51% |
False |
False |
101,585 |
| 20 |
0.7450 |
0.7227 |
0.0223 |
3.1% |
0.0049 |
0.7% |
34% |
False |
False |
52,016 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
23% |
False |
False |
26,140 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
23% |
False |
False |
17,467 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
23% |
False |
False |
13,145 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
21% |
False |
False |
10,523 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0045 |
0.6% |
27% |
False |
False |
8,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7534 |
|
2.618 |
0.7452 |
|
1.618 |
0.7402 |
|
1.000 |
0.7371 |
|
0.618 |
0.7352 |
|
HIGH |
0.7321 |
|
0.618 |
0.7302 |
|
0.500 |
0.7296 |
|
0.382 |
0.7290 |
|
LOW |
0.7271 |
|
0.618 |
0.7240 |
|
1.000 |
0.7221 |
|
1.618 |
0.7190 |
|
2.618 |
0.7140 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7300 |
0.7298 |
| PP |
0.7298 |
0.7294 |
| S1 |
0.7296 |
0.7291 |
|