CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7368 |
0.7379 |
0.0012 |
0.2% |
0.7389 |
| High |
0.7378 |
0.7401 |
0.0024 |
0.3% |
0.7405 |
| Low |
0.7360 |
0.7356 |
-0.0004 |
-0.1% |
0.7354 |
| Close |
0.7378 |
0.7384 |
0.0007 |
0.1% |
0.7384 |
| Range |
0.0018 |
0.0045 |
0.0028 |
157.1% |
0.0052 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
2.5% |
0.0000 |
| Volume |
121 |
88 |
-33 |
-27.3% |
464 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7495 |
0.7409 |
|
| R3 |
0.7470 |
0.7450 |
0.7396 |
|
| R2 |
0.7425 |
0.7425 |
0.7392 |
|
| R1 |
0.7405 |
0.7405 |
0.7388 |
0.7415 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7386 |
| S1 |
0.7360 |
0.7360 |
0.7380 |
0.7370 |
| S2 |
0.7335 |
0.7335 |
0.7376 |
|
| S3 |
0.7290 |
0.7315 |
0.7372 |
|
| S4 |
0.7245 |
0.7270 |
0.7359 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7535 |
0.7511 |
0.7412 |
|
| R3 |
0.7484 |
0.7460 |
0.7398 |
|
| R2 |
0.7432 |
0.7432 |
0.7393 |
|
| R1 |
0.7408 |
0.7408 |
0.7389 |
0.7395 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7374 |
| S1 |
0.7357 |
0.7357 |
0.7379 |
0.7343 |
| S2 |
0.7329 |
0.7329 |
0.7375 |
|
| S3 |
0.7278 |
0.7305 |
0.7370 |
|
| S4 |
0.7226 |
0.7254 |
0.7356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7405 |
0.7354 |
0.0052 |
0.7% |
0.0028 |
0.4% |
59% |
False |
False |
92 |
| 10 |
0.7455 |
0.7349 |
0.0107 |
1.4% |
0.0033 |
0.4% |
33% |
False |
False |
57 |
| 20 |
0.7524 |
0.7349 |
0.0176 |
2.4% |
0.0028 |
0.4% |
20% |
False |
False |
36 |
| 40 |
0.7537 |
0.7343 |
0.0195 |
2.6% |
0.0024 |
0.3% |
21% |
False |
False |
21 |
| 60 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0021 |
0.3% |
27% |
False |
False |
17 |
| 80 |
0.7593 |
0.7329 |
0.0265 |
3.6% |
0.0020 |
0.3% |
21% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7592 |
|
2.618 |
0.7519 |
|
1.618 |
0.7474 |
|
1.000 |
0.7446 |
|
0.618 |
0.7429 |
|
HIGH |
0.7401 |
|
0.618 |
0.7384 |
|
0.500 |
0.7379 |
|
0.382 |
0.7373 |
|
LOW |
0.7356 |
|
0.618 |
0.7328 |
|
1.000 |
0.7311 |
|
1.618 |
0.7283 |
|
2.618 |
0.7238 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7382 |
| PP |
0.7380 |
0.7380 |
| S1 |
0.7379 |
0.7377 |
|