CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7279 |
0.7255 |
-0.0024 |
-0.3% |
0.7384 |
High |
0.7300 |
0.7294 |
-0.0007 |
-0.1% |
0.7384 |
Low |
0.7264 |
0.7244 |
-0.0020 |
-0.3% |
0.7244 |
Close |
0.7264 |
0.7257 |
-0.0007 |
-0.1% |
0.7257 |
Range |
0.0036 |
0.0050 |
0.0014 |
37.5% |
0.0140 |
ATR |
0.0035 |
0.0036 |
0.0001 |
2.9% |
0.0000 |
Volume |
409 |
537 |
128 |
31.3% |
2,317 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7413 |
0.7385 |
0.7284 |
|
R3 |
0.7364 |
0.7335 |
0.7271 |
|
R2 |
0.7314 |
0.7314 |
0.7266 |
|
R1 |
0.7286 |
0.7286 |
0.7262 |
0.7300 |
PP |
0.7265 |
0.7265 |
0.7265 |
0.7272 |
S1 |
0.7236 |
0.7236 |
0.7252 |
0.7251 |
S2 |
0.7215 |
0.7215 |
0.7248 |
|
S3 |
0.7166 |
0.7187 |
0.7243 |
|
S4 |
0.7116 |
0.7137 |
0.7230 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7715 |
0.7626 |
0.7334 |
|
R3 |
0.7575 |
0.7486 |
0.7296 |
|
R2 |
0.7435 |
0.7435 |
0.7283 |
|
R1 |
0.7346 |
0.7346 |
0.7270 |
0.7321 |
PP |
0.7295 |
0.7295 |
0.7295 |
0.7282 |
S1 |
0.7206 |
0.7206 |
0.7244 |
0.7181 |
S2 |
0.7155 |
0.7155 |
0.7231 |
|
S3 |
0.7015 |
0.7066 |
0.7219 |
|
S4 |
0.6875 |
0.6926 |
0.7180 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7384 |
0.7244 |
0.0140 |
1.9% |
0.0039 |
0.5% |
9% |
False |
True |
463 |
10 |
0.7405 |
0.7244 |
0.0161 |
2.2% |
0.0033 |
0.5% |
8% |
False |
True |
278 |
20 |
0.7520 |
0.7244 |
0.0276 |
3.8% |
0.0033 |
0.5% |
5% |
False |
True |
149 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.4% |
4% |
False |
True |
79 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0023 |
0.3% |
4% |
False |
True |
54 |
80 |
0.7568 |
0.7244 |
0.0324 |
4.5% |
0.0021 |
0.3% |
4% |
False |
True |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7504 |
2.618 |
0.7423 |
1.618 |
0.7374 |
1.000 |
0.7343 |
0.618 |
0.7324 |
HIGH |
0.7294 |
0.618 |
0.7275 |
0.500 |
0.7269 |
0.382 |
0.7263 |
LOW |
0.7244 |
0.618 |
0.7213 |
1.000 |
0.7195 |
1.618 |
0.7164 |
2.618 |
0.7114 |
4.250 |
0.7034 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7269 |
0.7273 |
PP |
0.7265 |
0.7268 |
S1 |
0.7261 |
0.7262 |
|