CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 07-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7384 |
0.7360 |
-0.0024 |
-0.3% |
0.7389 |
High |
0.7384 |
0.7360 |
-0.0024 |
-0.3% |
0.7405 |
Low |
0.7370 |
0.7298 |
-0.0072 |
-1.0% |
0.7354 |
Close |
0.7370 |
0.7298 |
-0.0072 |
-1.0% |
0.7384 |
Range |
0.0015 |
0.0063 |
0.0048 |
331.0% |
0.0052 |
ATR |
0.0033 |
0.0036 |
0.0003 |
8.6% |
0.0000 |
Volume |
253 |
132 |
-121 |
-47.8% |
464 |
|
Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7506 |
0.7464 |
0.7332 |
|
R3 |
0.7443 |
0.7402 |
0.7315 |
|
R2 |
0.7381 |
0.7381 |
0.7309 |
|
R1 |
0.7339 |
0.7339 |
0.7303 |
0.7329 |
PP |
0.7318 |
0.7318 |
0.7318 |
0.7313 |
S1 |
0.7277 |
0.7277 |
0.7292 |
0.7266 |
S2 |
0.7256 |
0.7256 |
0.7286 |
|
S3 |
0.7193 |
0.7214 |
0.7280 |
|
S4 |
0.7131 |
0.7152 |
0.7263 |
|
|
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 |
0.7298 |
0.0104 |
1.4% |
0.0034 |
0.5% |
0% |
False |
True |
152 |
10 |
0.7420 |
0.7298 |
0.0123 |
1.7% |
0.0033 |
0.5% |
0% |
False |
True |
91 |
20 |
0.7520 |
0.7298 |
0.0222 |
3.0% |
0.0029 |
0.4% |
0% |
False |
True |
54 |
40 |
0.7537 |
0.7298 |
0.0240 |
3.3% |
0.0023 |
0.3% |
0% |
False |
True |
30 |
60 |
0.7537 |
0.7298 |
0.0240 |
3.3% |
0.0023 |
0.3% |
0% |
False |
True |
22 |
80 |
0.7593 |
0.7298 |
0.0296 |
4.0% |
0.0021 |
0.3% |
0% |
False |
True |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7626 |
2.618 |
0.7524 |
1.618 |
0.7461 |
1.000 |
0.7423 |
0.618 |
0.7399 |
HIGH |
0.7360 |
0.618 |
0.7336 |
0.500 |
0.7329 |
0.382 |
0.7321 |
LOW |
0.7298 |
0.618 |
0.7259 |
1.000 |
0.7235 |
1.618 |
0.7196 |
2.618 |
0.7134 |
4.250 |
0.7032 |
|
|
Fisher Pivots for day following 07-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7329 |
0.7349 |
PP |
0.7318 |
0.7332 |
S1 |
0.7308 |
0.7315 |
|