CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 09-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7303 |
0.7279 |
-0.0024 |
-0.3% |
0.7389 |
High |
0.7303 |
0.7300 |
-0.0003 |
0.0% |
0.7405 |
Low |
0.7272 |
0.7264 |
-0.0008 |
-0.1% |
0.7354 |
Close |
0.7278 |
0.7264 |
-0.0014 |
-0.2% |
0.7384 |
Range |
0.0031 |
0.0036 |
0.0005 |
16.1% |
0.0052 |
ATR |
0.0035 |
0.0035 |
0.0000 |
0.2% |
0.0000 |
Volume |
986 |
409 |
-577 |
-58.5% |
464 |
|
Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7384 |
0.7360 |
0.7284 |
|
R3 |
0.7348 |
0.7324 |
0.7274 |
|
R2 |
0.7312 |
0.7312 |
0.7271 |
|
R1 |
0.7288 |
0.7288 |
0.7267 |
0.7282 |
PP |
0.7276 |
0.7276 |
0.7276 |
0.7273 |
S1 |
0.7252 |
0.7252 |
0.7261 |
0.7246 |
S2 |
0.7240 |
0.7240 |
0.7257 |
|
S3 |
0.7204 |
0.7216 |
0.7254 |
|
S4 |
0.7168 |
0.7180 |
0.7244 |
|
|
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 |
0.7264 |
0.0137 |
1.9% |
0.0038 |
0.5% |
0% |
False |
True |
373 |
10 |
0.7415 |
0.7264 |
0.0151 |
2.1% |
0.0035 |
0.5% |
0% |
False |
True |
225 |
20 |
0.7520 |
0.7264 |
0.0256 |
3.5% |
0.0031 |
0.4% |
0% |
False |
True |
122 |
40 |
0.7537 |
0.7264 |
0.0273 |
3.8% |
0.0024 |
0.3% |
0% |
False |
True |
65 |
60 |
0.7537 |
0.7264 |
0.0273 |
3.8% |
0.0022 |
0.3% |
0% |
False |
True |
46 |
80 |
0.7593 |
0.7264 |
0.0329 |
4.5% |
0.0021 |
0.3% |
0% |
False |
True |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7453 |
2.618 |
0.7394 |
1.618 |
0.7358 |
1.000 |
0.7336 |
0.618 |
0.7322 |
HIGH |
0.7300 |
0.618 |
0.7286 |
0.500 |
0.7282 |
0.382 |
0.7278 |
LOW |
0.7264 |
0.618 |
0.7242 |
1.000 |
0.7228 |
1.618 |
0.7206 |
2.618 |
0.7170 |
4.250 |
0.7111 |
|
|
Fisher Pivots for day following 09-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7282 |
0.7312 |
PP |
0.7276 |
0.7296 |
S1 |
0.7270 |
0.7280 |
|