CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7325 |
0.7310 |
-0.0015 |
-0.2% |
0.7270 |
High |
0.7333 |
0.7341 |
0.0008 |
0.1% |
0.7348 |
Low |
0.7283 |
0.7300 |
0.0018 |
0.2% |
0.7263 |
Close |
0.7312 |
0.7339 |
0.0027 |
0.4% |
0.7312 |
Range |
0.0051 |
0.0041 |
-0.0010 |
-19.8% |
0.0086 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.3% |
0.0000 |
Volume |
18 |
35 |
17 |
94.4% |
1,058 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7448 |
0.7434 |
0.7361 |
|
R3 |
0.7407 |
0.7393 |
0.7350 |
|
R2 |
0.7367 |
0.7367 |
0.7346 |
|
R1 |
0.7353 |
0.7353 |
0.7342 |
0.7360 |
PP |
0.7326 |
0.7326 |
0.7326 |
0.7330 |
S1 |
0.7312 |
0.7312 |
0.7335 |
0.7319 |
S2 |
0.7286 |
0.7286 |
0.7331 |
|
S3 |
0.7245 |
0.7272 |
0.7327 |
|
S4 |
0.7205 |
0.7231 |
0.7316 |
|
|
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% |
0.0045 |
0.6% |
89% |
False |
False |
189 |
10 |
0.7360 |
0.7244 |
0.0116 |
1.6% |
0.0046 |
0.6% |
81% |
False |
False |
315 |
20 |
0.7455 |
0.7244 |
0.0211 |
2.9% |
0.0039 |
0.5% |
45% |
False |
False |
198 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0028 |
0.4% |
32% |
False |
False |
104 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0027 |
0.4% |
32% |
False |
False |
72 |
80 |
0.7548 |
0.7244 |
0.0304 |
4.1% |
0.0024 |
0.3% |
31% |
False |
False |
58 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.8% |
0.0023 |
0.3% |
27% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7513 |
2.618 |
0.7447 |
1.618 |
0.7406 |
1.000 |
0.7381 |
0.618 |
0.7366 |
HIGH |
0.7341 |
0.618 |
0.7325 |
0.500 |
0.7320 |
0.382 |
0.7315 |
LOW |
0.7300 |
0.618 |
0.7275 |
1.000 |
0.7260 |
1.618 |
0.7234 |
2.618 |
0.7194 |
4.250 |
0.7128 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7332 |
0.7329 |
PP |
0.7326 |
0.7319 |
S1 |
0.7320 |
0.7309 |
|