CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 22-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7333 |
0.7325 |
-0.0009 |
-0.1% |
0.7270 |
High |
0.7342 |
0.7340 |
-0.0003 |
0.0% |
0.7348 |
Low |
0.7304 |
0.7305 |
0.0002 |
0.0% |
0.7263 |
Close |
0.7313 |
0.7328 |
0.0015 |
0.2% |
0.7312 |
Range |
0.0039 |
0.0035 |
-0.0004 |
-10.4% |
0.0086 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
35 |
53 |
18 |
51.4% |
1,058 |
|
Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7428 |
0.7412 |
0.7346 |
|
R3 |
0.7393 |
0.7378 |
0.7337 |
|
R2 |
0.7359 |
0.7359 |
0.7334 |
|
R1 |
0.7343 |
0.7343 |
0.7331 |
0.7351 |
PP |
0.7324 |
0.7324 |
0.7324 |
0.7328 |
S1 |
0.7309 |
0.7309 |
0.7324 |
0.7316 |
S2 |
0.7290 |
0.7290 |
0.7321 |
|
S3 |
0.7255 |
0.7274 |
0.7318 |
|
S4 |
0.7221 |
0.7240 |
0.7309 |
|
|
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 |
0.7342 |
0.7278 |
0.0064 |
0.9% |
0.0040 |
0.5% |
77% |
False |
False |
56 |
10 |
0.7348 |
0.7244 |
0.0104 |
1.4% |
0.0044 |
0.6% |
80% |
False |
False |
212 |
20 |
0.7420 |
0.7244 |
0.0176 |
2.4% |
0.0039 |
0.5% |
47% |
False |
False |
200 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0029 |
0.4% |
28% |
False |
False |
106 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0028 |
0.4% |
28% |
False |
False |
73 |
80 |
0.7548 |
0.7244 |
0.0304 |
4.1% |
0.0025 |
0.3% |
28% |
False |
False |
56 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.8% |
0.0024 |
0.3% |
24% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7486 |
2.618 |
0.7430 |
1.618 |
0.7395 |
1.000 |
0.7374 |
0.618 |
0.7361 |
HIGH |
0.7340 |
0.618 |
0.7326 |
0.500 |
0.7322 |
0.382 |
0.7318 |
LOW |
0.7305 |
0.618 |
0.7284 |
1.000 |
0.7271 |
1.618 |
0.7249 |
2.618 |
0.7215 |
4.250 |
0.7158 |
|
|
Fisher Pivots for day following 22-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7326 |
0.7325 |
PP |
0.7324 |
0.7323 |
S1 |
0.7322 |
0.7321 |
|