CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 08-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7360 |
0.7303 |
-0.0058 |
-0.8% |
0.7389 |
High |
0.7360 |
0.7303 |
-0.0058 |
-0.8% |
0.7405 |
Low |
0.7298 |
0.7272 |
-0.0026 |
-0.4% |
0.7354 |
Close |
0.7298 |
0.7278 |
-0.0020 |
-0.3% |
0.7384 |
Range |
0.0063 |
0.0031 |
-0.0032 |
-50.4% |
0.0052 |
ATR |
0.0036 |
0.0035 |
0.0000 |
-0.9% |
0.0000 |
Volume |
132 |
986 |
854 |
647.0% |
464 |
|
Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7377 |
0.7359 |
0.7295 |
|
R3 |
0.7346 |
0.7328 |
0.7287 |
|
R2 |
0.7315 |
0.7315 |
0.7284 |
|
R1 |
0.7297 |
0.7297 |
0.7281 |
0.7290 |
PP |
0.7284 |
0.7284 |
0.7284 |
0.7281 |
S1 |
0.7266 |
0.7266 |
0.7275 |
0.7259 |
S2 |
0.7253 |
0.7253 |
0.7272 |
|
S3 |
0.7222 |
0.7235 |
0.7269 |
|
S4 |
0.7191 |
0.7204 |
0.7261 |
|
|
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 |
0.7272 |
0.0130 |
1.8% |
0.0034 |
0.5% |
5% |
False |
True |
316 |
10 |
0.7420 |
0.7272 |
0.0149 |
2.0% |
0.0034 |
0.5% |
4% |
False |
True |
188 |
20 |
0.7520 |
0.7272 |
0.0248 |
3.4% |
0.0030 |
0.4% |
3% |
False |
True |
103 |
40 |
0.7537 |
0.7272 |
0.0266 |
3.6% |
0.0023 |
0.3% |
2% |
False |
True |
55 |
60 |
0.7537 |
0.7272 |
0.0266 |
3.6% |
0.0023 |
0.3% |
2% |
False |
True |
39 |
80 |
0.7593 |
0.7272 |
0.0322 |
4.4% |
0.0021 |
0.3% |
2% |
False |
True |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7434 |
2.618 |
0.7384 |
1.618 |
0.7353 |
1.000 |
0.7334 |
0.618 |
0.7322 |
HIGH |
0.7303 |
0.618 |
0.7291 |
0.500 |
0.7287 |
0.382 |
0.7283 |
LOW |
0.7272 |
0.618 |
0.7252 |
1.000 |
0.7241 |
1.618 |
0.7221 |
2.618 |
0.7190 |
4.250 |
0.7140 |
|
|
Fisher Pivots for day following 08-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7287 |
0.7328 |
PP |
0.7284 |
0.7311 |
S1 |
0.7281 |
0.7295 |
|