CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7302 |
0.7296 |
-0.0007 |
-0.1% |
0.7250 |
| High |
0.7333 |
0.7348 |
0.0015 |
0.2% |
0.7336 |
| Low |
0.7286 |
0.7292 |
0.0006 |
0.1% |
0.7249 |
| Close |
0.7316 |
0.7300 |
-0.0016 |
-0.2% |
0.7302 |
| Range |
0.0048 |
0.0056 |
0.0009 |
17.9% |
0.0087 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
| Volume |
85,107 |
97,633 |
12,526 |
14.7% |
579,009 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7481 |
0.7447 |
0.7331 |
|
| R3 |
0.7425 |
0.7391 |
0.7315 |
|
| R2 |
0.7369 |
0.7369 |
0.7310 |
|
| R1 |
0.7335 |
0.7335 |
0.7305 |
0.7352 |
| PP |
0.7313 |
0.7313 |
0.7313 |
0.7322 |
| S1 |
0.7279 |
0.7279 |
0.7295 |
0.7296 |
| S2 |
0.7257 |
0.7257 |
0.7290 |
|
| S3 |
0.7201 |
0.7223 |
0.7285 |
|
| S4 |
0.7145 |
0.7167 |
0.7269 |
|
|
| 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 |
0.7348 |
0.7271 |
0.0077 |
1.0% |
0.0051 |
0.7% |
38% |
True |
False |
83,886 |
| 10 |
0.7348 |
0.7227 |
0.0121 |
1.7% |
0.0055 |
0.8% |
61% |
True |
False |
107,122 |
| 20 |
0.7403 |
0.7227 |
0.0177 |
2.4% |
0.0051 |
0.7% |
42% |
False |
False |
69,043 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0049 |
0.7% |
23% |
False |
False |
34,757 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0050 |
0.7% |
23% |
False |
False |
23,213 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
23% |
False |
False |
17,455 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
21% |
False |
False |
13,972 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0045 |
0.6% |
26% |
False |
False |
11,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7586 |
|
2.618 |
0.7494 |
|
1.618 |
0.7438 |
|
1.000 |
0.7404 |
|
0.618 |
0.7382 |
|
HIGH |
0.7348 |
|
0.618 |
0.7326 |
|
0.500 |
0.7320 |
|
0.382 |
0.7313 |
|
LOW |
0.7292 |
|
0.618 |
0.7257 |
|
1.000 |
0.7236 |
|
1.618 |
0.7201 |
|
2.618 |
0.7145 |
|
4.250 |
0.7054 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7317 |
| PP |
0.7313 |
0.7311 |
| S1 |
0.7307 |
0.7306 |
|