CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7296 |
0.7304 |
0.0008 |
0.1% |
0.7302 |
| High |
0.7348 |
0.7304 |
-0.0044 |
-0.6% |
0.7348 |
| Low |
0.7292 |
0.7254 |
-0.0038 |
-0.5% |
0.7254 |
| Close |
0.7300 |
0.7287 |
-0.0013 |
-0.2% |
0.7287 |
| Range |
0.0056 |
0.0050 |
-0.0006 |
-10.7% |
0.0094 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97,633 |
90,790 |
-6,843 |
-7.0% |
435,808 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7409 |
0.7315 |
|
| R3 |
0.7382 |
0.7359 |
0.7301 |
|
| R2 |
0.7332 |
0.7332 |
0.7296 |
|
| R1 |
0.7309 |
0.7309 |
0.7292 |
0.7296 |
| PP |
0.7282 |
0.7282 |
0.7282 |
0.7275 |
| S1 |
0.7259 |
0.7259 |
0.7282 |
0.7246 |
| S2 |
0.7232 |
0.7232 |
0.7278 |
|
| S3 |
0.7182 |
0.7209 |
0.7273 |
|
| S4 |
0.7132 |
0.7159 |
0.7260 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7525 |
0.7338 |
|
| R3 |
0.7483 |
0.7432 |
0.7313 |
|
| R2 |
0.7390 |
0.7390 |
0.7304 |
|
| R1 |
0.7338 |
0.7338 |
0.7296 |
0.7317 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7286 |
| S1 |
0.7245 |
0.7245 |
0.7278 |
0.7224 |
| S2 |
0.7203 |
0.7203 |
0.7270 |
|
| S3 |
0.7109 |
0.7151 |
0.7261 |
|
| S4 |
0.7016 |
0.7058 |
0.7236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7348 |
0.7254 |
0.0094 |
1.3% |
0.0051 |
0.7% |
35% |
False |
True |
87,161 |
| 10 |
0.7348 |
0.7249 |
0.0099 |
1.4% |
0.0055 |
0.8% |
39% |
False |
False |
101,481 |
| 20 |
0.7400 |
0.7227 |
0.0173 |
2.4% |
0.0050 |
0.7% |
35% |
False |
False |
73,540 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0049 |
0.7% |
19% |
False |
False |
37,012 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0050 |
0.7% |
19% |
False |
False |
24,725 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
19% |
False |
False |
18,588 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.9% |
0.0044 |
0.6% |
17% |
False |
False |
14,880 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0044 |
0.6% |
23% |
False |
False |
12,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7517 |
|
2.618 |
0.7435 |
|
1.618 |
0.7385 |
|
1.000 |
0.7354 |
|
0.618 |
0.7335 |
|
HIGH |
0.7304 |
|
0.618 |
0.7285 |
|
0.500 |
0.7279 |
|
0.382 |
0.7273 |
|
LOW |
0.7254 |
|
0.618 |
0.7223 |
|
1.000 |
0.7204 |
|
1.618 |
0.7173 |
|
2.618 |
0.7123 |
|
4.250 |
0.7042 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7284 |
0.7301 |
| PP |
0.7282 |
0.7296 |
| S1 |
0.7279 |
0.7292 |
|