CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7255 |
0.7270 |
0.0015 |
0.2% |
0.7384 |
High |
0.7294 |
0.7331 |
0.0037 |
0.5% |
0.7384 |
Low |
0.7244 |
0.7270 |
0.0026 |
0.4% |
0.7244 |
Close |
0.7257 |
0.7310 |
0.0053 |
0.7% |
0.7257 |
Range |
0.0050 |
0.0061 |
0.0011 |
22.2% |
0.0140 |
ATR |
0.0036 |
0.0039 |
0.0003 |
7.3% |
0.0000 |
Volume |
537 |
147 |
-390 |
-72.6% |
2,317 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7485 |
0.7458 |
0.7343 |
|
R3 |
0.7424 |
0.7397 |
0.7326 |
|
R2 |
0.7364 |
0.7364 |
0.7321 |
|
R1 |
0.7337 |
0.7337 |
0.7315 |
0.7350 |
PP |
0.7303 |
0.7303 |
0.7303 |
0.7310 |
S1 |
0.7276 |
0.7276 |
0.7304 |
0.7290 |
S2 |
0.7243 |
0.7243 |
0.7298 |
|
S3 |
0.7182 |
0.7216 |
0.7293 |
|
S4 |
0.7122 |
0.7155 |
0.7276 |
|
|
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 |
0.7360 |
0.7244 |
0.0116 |
1.6% |
0.0048 |
0.7% |
56% |
False |
False |
442 |
10 |
0.7401 |
0.7244 |
0.0157 |
2.1% |
0.0038 |
0.5% |
42% |
False |
False |
292 |
20 |
0.7520 |
0.7244 |
0.0276 |
3.8% |
0.0033 |
0.5% |
24% |
False |
False |
156 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0027 |
0.4% |
22% |
False |
False |
82 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0024 |
0.3% |
22% |
False |
False |
56 |
80 |
0.7568 |
0.7244 |
0.0324 |
4.4% |
0.0022 |
0.3% |
20% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7588 |
2.618 |
0.7489 |
1.618 |
0.7428 |
1.000 |
0.7391 |
0.618 |
0.7368 |
HIGH |
0.7331 |
0.618 |
0.7307 |
0.500 |
0.7300 |
0.382 |
0.7293 |
LOW |
0.7270 |
0.618 |
0.7233 |
1.000 |
0.7210 |
1.618 |
0.7172 |
2.618 |
0.7112 |
4.250 |
0.7013 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7306 |
0.7302 |
PP |
0.7303 |
0.7295 |
S1 |
0.7300 |
0.7287 |
|