CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7363 |
0.7385 |
0.0022 |
0.3% |
0.7302 |
| High |
0.7387 |
0.7409 |
0.0022 |
0.3% |
0.7348 |
| Low |
0.7354 |
0.7373 |
0.0019 |
0.3% |
0.7254 |
| Close |
0.7381 |
0.7407 |
0.0026 |
0.4% |
0.7287 |
| Range |
0.0033 |
0.0036 |
0.0004 |
10.8% |
0.0094 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
66,708 |
62,607 |
-4,101 |
-6.1% |
435,808 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7491 |
0.7426 |
|
| R3 |
0.7468 |
0.7455 |
0.7416 |
|
| R2 |
0.7432 |
0.7432 |
0.7413 |
|
| R1 |
0.7419 |
0.7419 |
0.7410 |
0.7426 |
| PP |
0.7396 |
0.7396 |
0.7396 |
0.7399 |
| S1 |
0.7383 |
0.7383 |
0.7403 |
0.7390 |
| S2 |
0.7360 |
0.7360 |
0.7400 |
|
| S3 |
0.7324 |
0.7347 |
0.7397 |
|
| S4 |
0.7288 |
0.7311 |
0.7387 |
|
|
| 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 |
0.7409 |
0.7254 |
0.0155 |
2.1% |
0.0045 |
0.6% |
99% |
True |
False |
69,954 |
| 10 |
0.7409 |
0.7254 |
0.0155 |
2.1% |
0.0048 |
0.6% |
99% |
True |
False |
76,920 |
| 20 |
0.7409 |
0.7227 |
0.0182 |
2.5% |
0.0051 |
0.7% |
99% |
True |
False |
86,054 |
| 40 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0048 |
0.7% |
56% |
False |
False |
43,468 |
| 60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0050 |
0.7% |
56% |
False |
False |
29,038 |
| 80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0045 |
0.6% |
56% |
False |
False |
21,822 |
| 100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0044 |
0.6% |
51% |
False |
False |
17,468 |
| 120 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
54% |
False |
False |
14,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7562 |
|
2.618 |
0.7503 |
|
1.618 |
0.7467 |
|
1.000 |
0.7445 |
|
0.618 |
0.7431 |
|
HIGH |
0.7409 |
|
0.618 |
0.7395 |
|
0.500 |
0.7391 |
|
0.382 |
0.7386 |
|
LOW |
0.7373 |
|
0.618 |
0.7350 |
|
1.000 |
0.7337 |
|
1.618 |
0.7314 |
|
2.618 |
0.7278 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7391 |
| PP |
0.7396 |
0.7376 |
| S1 |
0.7391 |
0.7361 |
|