CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7296 |
0.7306 |
0.0010 |
0.1% |
0.7384 |
High |
0.7348 |
0.7306 |
-0.0043 |
-0.6% |
0.7384 |
Low |
0.7296 |
0.7263 |
-0.0033 |
-0.5% |
0.7244 |
Close |
0.7332 |
0.7297 |
-0.0035 |
-0.5% |
0.7257 |
Range |
0.0053 |
0.0043 |
-0.0010 |
-18.1% |
0.0140 |
ATR |
0.0040 |
0.0042 |
0.0002 |
5.2% |
0.0000 |
Volume |
57 |
696 |
639 |
1,121.1% |
2,317 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7417 |
0.7400 |
0.7321 |
|
R3 |
0.7374 |
0.7357 |
0.7309 |
|
R2 |
0.7331 |
0.7331 |
0.7305 |
|
R1 |
0.7314 |
0.7314 |
0.7301 |
0.7301 |
PP |
0.7288 |
0.7288 |
0.7288 |
0.7282 |
S1 |
0.7271 |
0.7271 |
0.7293 |
0.7258 |
S2 |
0.7245 |
0.7245 |
0.7289 |
|
S3 |
0.7202 |
0.7228 |
0.7285 |
|
S4 |
0.7159 |
0.7185 |
0.7273 |
|
|
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% |
0.0048 |
0.7% |
51% |
False |
False |
369 |
10 |
0.7401 |
0.7244 |
0.0157 |
2.2% |
0.0041 |
0.6% |
34% |
False |
False |
342 |
20 |
0.7498 |
0.7244 |
0.0254 |
3.5% |
0.0037 |
0.5% |
21% |
False |
False |
193 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0027 |
0.4% |
18% |
False |
False |
100 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0025 |
0.3% |
18% |
False |
False |
69 |
80 |
0.7549 |
0.7244 |
0.0305 |
4.2% |
0.0023 |
0.3% |
17% |
False |
False |
56 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.8% |
0.0023 |
0.3% |
15% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7488 |
2.618 |
0.7418 |
1.618 |
0.7375 |
1.000 |
0.7349 |
0.618 |
0.7332 |
HIGH |
0.7306 |
0.618 |
0.7289 |
0.500 |
0.7284 |
0.382 |
0.7279 |
LOW |
0.7263 |
0.618 |
0.7236 |
1.000 |
0.7220 |
1.618 |
0.7193 |
2.618 |
0.7150 |
4.250 |
0.7080 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7293 |
0.7305 |
PP |
0.7288 |
0.7303 |
S1 |
0.7284 |
0.7300 |
|