CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7302 |
0.7327 |
0.0025 |
0.3% |
0.7250 |
High |
0.7336 |
0.7339 |
0.0003 |
0.0% |
0.7336 |
Low |
0.7285 |
0.7290 |
0.0005 |
0.1% |
0.7249 |
Close |
0.7330 |
0.7301 |
-0.0030 |
-0.4% |
0.7302 |
Range |
0.0051 |
0.0050 |
-0.0002 |
-2.9% |
0.0087 |
ATR |
0.0052 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
Volume |
91,008 |
71,270 |
-19,738 |
-21.7% |
579,009 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7458 |
0.7429 |
0.7328 |
|
R3 |
0.7409 |
0.7379 |
0.7314 |
|
R2 |
0.7359 |
0.7359 |
0.7310 |
|
R1 |
0.7330 |
0.7330 |
0.7305 |
0.7320 |
PP |
0.7310 |
0.7310 |
0.7310 |
0.7305 |
S1 |
0.7280 |
0.7280 |
0.7296 |
0.7270 |
S2 |
0.7260 |
0.7260 |
0.7291 |
|
S3 |
0.7211 |
0.7231 |
0.7287 |
|
S4 |
0.7161 |
0.7181 |
0.7273 |
|
|
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 |
0.7339 |
0.7250 |
0.0089 |
1.2% |
0.0054 |
0.7% |
57% |
True |
False |
97,774 |
10 |
0.7339 |
0.7227 |
0.0113 |
1.5% |
0.0053 |
0.7% |
66% |
True |
False |
109,704 |
20 |
0.7409 |
0.7227 |
0.0183 |
2.5% |
0.0049 |
0.7% |
41% |
False |
False |
59,984 |
40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
23% |
False |
False |
30,190 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0049 |
0.7% |
23% |
False |
False |
20,168 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
23% |
False |
False |
15,171 |
100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
21% |
False |
False |
12,146 |
120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0045 |
0.6% |
26% |
False |
False |
10,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7549 |
2.618 |
0.7469 |
1.618 |
0.7419 |
1.000 |
0.7389 |
0.618 |
0.7370 |
HIGH |
0.7339 |
0.618 |
0.7320 |
0.500 |
0.7314 |
0.382 |
0.7308 |
LOW |
0.7290 |
0.618 |
0.7259 |
1.000 |
0.7240 |
1.618 |
0.7209 |
2.618 |
0.7160 |
4.250 |
0.7079 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7314 |
0.7305 |
PP |
0.7310 |
0.7304 |
S1 |
0.7305 |
0.7302 |
|