CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 14-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7270 |
0.7296 |
0.0026 |
0.4% |
0.7384 |
High |
0.7331 |
0.7348 |
0.0018 |
0.2% |
0.7384 |
Low |
0.7270 |
0.7296 |
0.0026 |
0.4% |
0.7244 |
Close |
0.7310 |
0.7332 |
0.0022 |
0.3% |
0.7257 |
Range |
0.0061 |
0.0053 |
-0.0008 |
-13.2% |
0.0140 |
ATR |
0.0039 |
0.0040 |
0.0001 |
2.5% |
0.0000 |
Volume |
147 |
57 |
-90 |
-61.2% |
2,317 |
|
Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7483 |
0.7460 |
0.7360 |
|
R3 |
0.7430 |
0.7407 |
0.7346 |
|
R2 |
0.7378 |
0.7378 |
0.7341 |
|
R1 |
0.7355 |
0.7355 |
0.7336 |
0.7366 |
PP |
0.7325 |
0.7325 |
0.7325 |
0.7331 |
S1 |
0.7302 |
0.7302 |
0.7327 |
0.7314 |
S2 |
0.7273 |
0.7273 |
0.7322 |
|
S3 |
0.7220 |
0.7250 |
0.7317 |
|
S4 |
0.7168 |
0.7197 |
0.7303 |
|
|
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 |
0.7348 |
0.7244 |
0.0104 |
1.4% |
0.0046 |
0.6% |
84% |
True |
False |
427 |
10 |
0.7401 |
0.7244 |
0.0157 |
2.1% |
0.0040 |
0.5% |
56% |
False |
False |
289 |
20 |
0.7519 |
0.7244 |
0.0275 |
3.8% |
0.0036 |
0.5% |
32% |
False |
False |
159 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.4% |
30% |
False |
False |
84 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0025 |
0.3% |
30% |
False |
False |
57 |
80 |
0.7549 |
0.7244 |
0.0305 |
4.2% |
0.0023 |
0.3% |
29% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7571 |
2.618 |
0.7485 |
1.618 |
0.7433 |
1.000 |
0.7401 |
0.618 |
0.7380 |
HIGH |
0.7348 |
0.618 |
0.7328 |
0.500 |
0.7322 |
0.382 |
0.7316 |
LOW |
0.7296 |
0.618 |
0.7263 |
1.000 |
0.7243 |
1.618 |
0.7211 |
2.618 |
0.7158 |
4.250 |
0.7072 |
|
|
Fisher Pivots for day following 14-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7328 |
0.7320 |
PP |
0.7325 |
0.7308 |
S1 |
0.7322 |
0.7296 |
|