CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7286 |
0.7331 |
0.0045 |
0.6% |
0.7302 |
| High |
0.7337 |
0.7367 |
0.0031 |
0.4% |
0.7348 |
| Low |
0.7286 |
0.7313 |
0.0027 |
0.4% |
0.7254 |
| Close |
0.7335 |
0.7361 |
0.0026 |
0.3% |
0.7287 |
| Range |
0.0051 |
0.0055 |
0.0004 |
6.9% |
0.0094 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.4% |
0.0000 |
| Volume |
62,653 |
67,016 |
4,363 |
7.0% |
435,808 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7490 |
0.7390 |
|
| R3 |
0.7456 |
0.7435 |
0.7375 |
|
| R2 |
0.7401 |
0.7401 |
0.7370 |
|
| R1 |
0.7381 |
0.7381 |
0.7365 |
0.7391 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7352 |
| S1 |
0.7326 |
0.7326 |
0.7356 |
0.7337 |
| S2 |
0.7292 |
0.7292 |
0.7351 |
|
| S3 |
0.7238 |
0.7272 |
0.7346 |
|
| S4 |
0.7183 |
0.7217 |
0.7331 |
|
|
| 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 |
0.7367 |
0.7254 |
0.0113 |
1.5% |
0.0052 |
0.7% |
94% |
True |
False |
80,639 |
| 10 |
0.7367 |
0.7250 |
0.0117 |
1.6% |
0.0053 |
0.7% |
94% |
True |
False |
89,207 |
| 20 |
0.7387 |
0.7227 |
0.0161 |
2.2% |
0.0051 |
0.7% |
83% |
False |
False |
79,911 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0050 |
0.7% |
42% |
False |
False |
40,249 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0050 |
0.7% |
42% |
False |
False |
26,886 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
42% |
False |
False |
20,207 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0045 |
0.6% |
38% |
False |
False |
16,176 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0044 |
0.6% |
42% |
False |
False |
13,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7599 |
|
2.618 |
0.7510 |
|
1.618 |
0.7455 |
|
1.000 |
0.7422 |
|
0.618 |
0.7401 |
|
HIGH |
0.7367 |
|
0.618 |
0.7346 |
|
0.500 |
0.7340 |
|
0.382 |
0.7333 |
|
LOW |
0.7313 |
|
0.618 |
0.7279 |
|
1.000 |
0.7258 |
|
1.618 |
0.7224 |
|
2.618 |
0.7170 |
|
4.250 |
0.7081 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7354 |
0.7344 |
| PP |
0.7347 |
0.7327 |
| S1 |
0.7340 |
0.7311 |
|