CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 31-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7385 |
0.7404 |
0.0019 |
0.3% |
0.7286 |
High |
0.7409 |
0.7413 |
0.0004 |
0.1% |
0.7413 |
Low |
0.7373 |
0.7382 |
0.0009 |
0.1% |
0.7286 |
Close |
0.7407 |
0.7399 |
-0.0008 |
-0.1% |
0.7399 |
Range |
0.0036 |
0.0031 |
-0.0005 |
-13.9% |
0.0127 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
62,607 |
71,832 |
9,225 |
14.7% |
330,816 |
|
Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7491 |
0.7476 |
0.7416 |
|
R3 |
0.7460 |
0.7445 |
0.7408 |
|
R2 |
0.7429 |
0.7429 |
0.7405 |
|
R1 |
0.7414 |
0.7414 |
0.7402 |
0.7406 |
PP |
0.7398 |
0.7398 |
0.7398 |
0.7394 |
S1 |
0.7383 |
0.7383 |
0.7396 |
0.7375 |
S2 |
0.7367 |
0.7367 |
0.7393 |
|
S3 |
0.7336 |
0.7352 |
0.7390 |
|
S4 |
0.7305 |
0.7321 |
0.7382 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7747 |
0.7700 |
0.7469 |
|
R3 |
0.7620 |
0.7573 |
0.7434 |
|
R2 |
0.7493 |
0.7493 |
0.7422 |
|
R1 |
0.7446 |
0.7446 |
0.7411 |
0.7469 |
PP |
0.7366 |
0.7366 |
0.7366 |
0.7377 |
S1 |
0.7319 |
0.7319 |
0.7387 |
0.7342 |
S2 |
0.7239 |
0.7239 |
0.7376 |
|
S3 |
0.7112 |
0.7192 |
0.7364 |
|
S4 |
0.6985 |
0.7065 |
0.7329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7413 |
0.7286 |
0.0127 |
1.7% |
0.0041 |
0.6% |
89% |
True |
False |
66,163 |
10 |
0.7413 |
0.7254 |
0.0159 |
2.1% |
0.0046 |
0.6% |
91% |
True |
False |
76,662 |
20 |
0.7413 |
0.7227 |
0.0186 |
2.5% |
0.0050 |
0.7% |
93% |
True |
False |
89,123 |
40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0048 |
0.7% |
57% |
False |
False |
45,257 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0049 |
0.7% |
53% |
False |
False |
30,232 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.4% |
0.0044 |
0.6% |
53% |
False |
False |
22,716 |
100 |
0.7581 |
0.7227 |
0.0354 |
4.8% |
0.0043 |
0.6% |
49% |
False |
False |
18,186 |
120 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
52% |
False |
False |
15,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7544 |
2.618 |
0.7494 |
1.618 |
0.7463 |
1.000 |
0.7444 |
0.618 |
0.7432 |
HIGH |
0.7413 |
0.618 |
0.7401 |
0.500 |
0.7397 |
0.382 |
0.7393 |
LOW |
0.7382 |
0.618 |
0.7362 |
1.000 |
0.7351 |
1.618 |
0.7331 |
2.618 |
0.7300 |
4.250 |
0.7250 |
|
|
Fisher Pivots for day following 31-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7398 |
0.7394 |
PP |
0.7398 |
0.7389 |
S1 |
0.7397 |
0.7383 |
|