CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7384 |
0.0005 |
0.1% |
0.7389 |
| High |
0.7401 |
0.7384 |
-0.0017 |
-0.2% |
0.7405 |
| Low |
0.7356 |
0.7370 |
0.0014 |
0.2% |
0.7354 |
| Close |
0.7384 |
0.7370 |
-0.0015 |
-0.2% |
0.7384 |
| Range |
0.0045 |
0.0015 |
-0.0031 |
-67.8% |
0.0052 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-4.1% |
0.0000 |
| Volume |
88 |
253 |
165 |
187.5% |
464 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7418 |
0.7408 |
0.7377 |
|
| R3 |
0.7403 |
0.7394 |
0.7373 |
|
| R2 |
0.7389 |
0.7389 |
0.7372 |
|
| R1 |
0.7379 |
0.7379 |
0.7371 |
0.7377 |
| PP |
0.7374 |
0.7374 |
0.7374 |
0.7373 |
| S1 |
0.7365 |
0.7365 |
0.7368 |
0.7362 |
| S2 |
0.7360 |
0.7360 |
0.7367 |
|
| S3 |
0.7345 |
0.7350 |
0.7366 |
|
| S4 |
0.7331 |
0.7336 |
0.7362 |
|
|
| 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 |
0.7401 |
0.7354 |
0.0048 |
0.6% |
0.0027 |
0.4% |
34% |
False |
False |
142 |
| 10 |
0.7455 |
0.7349 |
0.0107 |
1.4% |
0.0031 |
0.4% |
20% |
False |
False |
81 |
| 20 |
0.7520 |
0.7349 |
0.0171 |
2.3% |
0.0026 |
0.4% |
12% |
False |
False |
49 |
| 40 |
0.7537 |
0.7343 |
0.0195 |
2.6% |
0.0024 |
0.3% |
14% |
False |
False |
27 |
| 60 |
0.7537 |
0.7329 |
0.0209 |
2.8% |
0.0022 |
0.3% |
20% |
False |
False |
21 |
| 80 |
0.7593 |
0.7329 |
0.0265 |
3.6% |
0.0020 |
0.3% |
16% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7446 |
|
2.618 |
0.7422 |
|
1.618 |
0.7407 |
|
1.000 |
0.7399 |
|
0.618 |
0.7393 |
|
HIGH |
0.7384 |
|
0.618 |
0.7378 |
|
0.500 |
0.7377 |
|
0.382 |
0.7375 |
|
LOW |
0.7370 |
|
0.618 |
0.7361 |
|
1.000 |
0.7355 |
|
1.618 |
0.7346 |
|
2.618 |
0.7332 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7377 |
0.7379 |
| PP |
0.7374 |
0.7376 |
| S1 |
0.7372 |
0.7373 |
|