CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7291 |
0.7325 |
0.0034 |
0.5% |
0.7270 |
High |
0.7316 |
0.7333 |
0.0018 |
0.2% |
0.7348 |
Low |
0.7278 |
0.7283 |
0.0005 |
0.1% |
0.7263 |
Close |
0.7309 |
0.7312 |
0.0003 |
0.0% |
0.7312 |
Range |
0.0038 |
0.0051 |
0.0013 |
34.7% |
0.0086 |
ATR |
0.0042 |
0.0042 |
0.0001 |
1.5% |
0.0000 |
Volume |
140 |
18 |
-122 |
-87.1% |
1,058 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7461 |
0.7437 |
0.7339 |
|
R3 |
0.7410 |
0.7386 |
0.7325 |
|
R2 |
0.7360 |
0.7360 |
0.7321 |
|
R1 |
0.7336 |
0.7336 |
0.7316 |
0.7322 |
PP |
0.7309 |
0.7309 |
0.7309 |
0.7302 |
S1 |
0.7285 |
0.7285 |
0.7307 |
0.7272 |
S2 |
0.7259 |
0.7259 |
0.7302 |
|
S3 |
0.7208 |
0.7235 |
0.7298 |
|
S4 |
0.7158 |
0.7184 |
0.7284 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7564 |
0.7523 |
0.7359 |
|
R3 |
0.7478 |
0.7438 |
0.7335 |
|
R2 |
0.7393 |
0.7393 |
0.7327 |
|
R1 |
0.7352 |
0.7352 |
0.7319 |
0.7373 |
PP |
0.7307 |
0.7307 |
0.7307 |
0.7318 |
S1 |
0.7267 |
0.7267 |
0.7304 |
0.7287 |
S2 |
0.7222 |
0.7222 |
0.7296 |
|
S3 |
0.7136 |
0.7181 |
0.7288 |
|
S4 |
0.7051 |
0.7096 |
0.7264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7348 |
0.7263 |
0.0086 |
1.2% |
0.0049 |
0.7% |
57% |
False |
False |
211 |
10 |
0.7384 |
0.7244 |
0.0140 |
1.9% |
0.0044 |
0.6% |
48% |
False |
False |
337 |
20 |
0.7455 |
0.7244 |
0.0211 |
2.9% |
0.0038 |
0.5% |
32% |
False |
False |
197 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0028 |
0.4% |
23% |
False |
False |
103 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.4% |
23% |
False |
False |
71 |
80 |
0.7548 |
0.7244 |
0.0304 |
4.2% |
0.0024 |
0.3% |
22% |
False |
False |
58 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.8% |
0.0023 |
0.3% |
19% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7548 |
2.618 |
0.7465 |
1.618 |
0.7415 |
1.000 |
0.7384 |
0.618 |
0.7364 |
HIGH |
0.7333 |
0.618 |
0.7314 |
0.500 |
0.7308 |
0.382 |
0.7302 |
LOW |
0.7283 |
0.618 |
0.7251 |
1.000 |
0.7232 |
1.618 |
0.7201 |
2.618 |
0.7150 |
4.250 |
0.7068 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7310 |
0.7307 |
PP |
0.7309 |
0.7302 |
S1 |
0.7308 |
0.7298 |
|