CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 29-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7331 |
0.7363 |
0.0032 |
0.4% |
0.7302 |
High |
0.7367 |
0.7387 |
0.0020 |
0.3% |
0.7348 |
Low |
0.7313 |
0.7354 |
0.0042 |
0.6% |
0.7254 |
Close |
0.7361 |
0.7381 |
0.0020 |
0.3% |
0.7287 |
Range |
0.0055 |
0.0033 |
-0.0022 |
-40.4% |
0.0094 |
ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
67,016 |
66,708 |
-308 |
-0.5% |
435,808 |
|
Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7471 |
0.7458 |
0.7398 |
|
R3 |
0.7439 |
0.7426 |
0.7389 |
|
R2 |
0.7406 |
0.7406 |
0.7386 |
|
R1 |
0.7393 |
0.7393 |
0.7383 |
0.7400 |
PP |
0.7374 |
0.7374 |
0.7374 |
0.7377 |
S1 |
0.7361 |
0.7361 |
0.7378 |
0.7367 |
S2 |
0.7341 |
0.7341 |
0.7375 |
|
S3 |
0.7309 |
0.7328 |
0.7372 |
|
S4 |
0.7276 |
0.7296 |
0.7363 |
|
|
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 |
0.7387 |
0.7254 |
0.0133 |
1.8% |
0.0049 |
0.7% |
95% |
True |
False |
76,960 |
10 |
0.7387 |
0.7254 |
0.0133 |
1.8% |
0.0048 |
0.7% |
95% |
True |
False |
82,318 |
20 |
0.7387 |
0.7227 |
0.0161 |
2.2% |
0.0050 |
0.7% |
96% |
False |
False |
83,139 |
40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0049 |
0.7% |
48% |
False |
False |
41,909 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0050 |
0.7% |
48% |
False |
False |
27,997 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
48% |
False |
False |
21,041 |
100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
44% |
False |
False |
16,843 |
120 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0044 |
0.6% |
47% |
False |
False |
14,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7525 |
2.618 |
0.7472 |
1.618 |
0.7439 |
1.000 |
0.7419 |
0.618 |
0.7407 |
HIGH |
0.7387 |
0.618 |
0.7374 |
0.500 |
0.7370 |
0.382 |
0.7366 |
LOW |
0.7354 |
0.618 |
0.7334 |
1.000 |
0.7322 |
1.618 |
0.7301 |
2.618 |
0.7269 |
4.250 |
0.7216 |
|
|
Fisher Pivots for day following 29-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7377 |
0.7366 |
PP |
0.7374 |
0.7351 |
S1 |
0.7370 |
0.7336 |
|