CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7302 |
0.0004 |
0.1% |
0.7250 |
| High |
0.7321 |
0.7336 |
0.0015 |
0.2% |
0.7336 |
| Low |
0.7271 |
0.7285 |
0.0014 |
0.2% |
0.7249 |
| Close |
0.7302 |
0.7330 |
0.0029 |
0.4% |
0.7302 |
| Range |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0087 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
74,413 |
91,008 |
16,595 |
22.3% |
579,009 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7470 |
0.7451 |
0.7358 |
|
| R3 |
0.7419 |
0.7400 |
0.7344 |
|
| R2 |
0.7368 |
0.7368 |
0.7339 |
|
| R1 |
0.7349 |
0.7349 |
0.7335 |
0.7359 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7322 |
| S1 |
0.7298 |
0.7298 |
0.7325 |
0.7308 |
| S2 |
0.7266 |
0.7266 |
0.7321 |
|
| S3 |
0.7215 |
0.7247 |
0.7316 |
|
| S4 |
0.7164 |
0.7196 |
0.7302 |
|
|
| 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 |
0.7250 |
0.0086 |
1.2% |
0.0055 |
0.8% |
93% |
True |
False |
104,776 |
| 10 |
0.7364 |
0.7227 |
0.0138 |
1.9% |
0.0057 |
0.8% |
75% |
False |
False |
108,298 |
| 20 |
0.7450 |
0.7227 |
0.0223 |
3.0% |
0.0049 |
0.7% |
46% |
False |
False |
56,530 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
32% |
False |
False |
28,410 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0049 |
0.7% |
32% |
False |
False |
18,984 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
32% |
False |
False |
14,281 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
29% |
False |
False |
11,433 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0045 |
0.6% |
34% |
False |
False |
9,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7553 |
|
2.618 |
0.7470 |
|
1.618 |
0.7419 |
|
1.000 |
0.7387 |
|
0.618 |
0.7368 |
|
HIGH |
0.7336 |
|
0.618 |
0.7317 |
|
0.500 |
0.7311 |
|
0.382 |
0.7304 |
|
LOW |
0.7285 |
|
0.618 |
0.7253 |
|
1.000 |
0.7234 |
|
1.618 |
0.7202 |
|
2.618 |
0.7151 |
|
4.250 |
0.7068 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7324 |
0.7320 |
| PP |
0.7317 |
0.7310 |
| S1 |
0.7311 |
0.7300 |
|