CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 23-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7325 |
0.7304 |
-0.0021 |
-0.3% |
0.7270 |
High |
0.7340 |
0.7356 |
0.0017 |
0.2% |
0.7348 |
Low |
0.7305 |
0.7304 |
-0.0002 |
0.0% |
0.7263 |
Close |
0.7328 |
0.7310 |
-0.0018 |
-0.2% |
0.7312 |
Range |
0.0035 |
0.0053 |
0.0018 |
52.2% |
0.0086 |
ATR |
0.0041 |
0.0042 |
0.0001 |
1.9% |
0.0000 |
Volume |
53 |
133 |
80 |
150.9% |
1,058 |
|
Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7481 |
0.7448 |
0.7339 |
|
R3 |
0.7428 |
0.7395 |
0.7324 |
|
R2 |
0.7376 |
0.7376 |
0.7320 |
|
R1 |
0.7343 |
0.7343 |
0.7315 |
0.7359 |
PP |
0.7323 |
0.7323 |
0.7323 |
0.7331 |
S1 |
0.7290 |
0.7290 |
0.7305 |
0.7307 |
S2 |
0.7271 |
0.7271 |
0.7300 |
|
S3 |
0.7218 |
0.7238 |
0.7296 |
|
S4 |
0.7166 |
0.7185 |
0.7281 |
|
|
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 |
0.7356 |
0.7283 |
0.0074 |
1.0% |
0.0043 |
0.6% |
37% |
True |
False |
54 |
10 |
0.7356 |
0.7244 |
0.0112 |
1.5% |
0.0046 |
0.6% |
59% |
True |
False |
185 |
20 |
0.7415 |
0.7244 |
0.0171 |
2.3% |
0.0040 |
0.6% |
39% |
False |
False |
205 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0031 |
0.4% |
23% |
False |
False |
109 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0028 |
0.4% |
23% |
False |
False |
75 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0025 |
0.3% |
23% |
False |
False |
58 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.8% |
0.0024 |
0.3% |
19% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7579 |
2.618 |
0.7493 |
1.618 |
0.7441 |
1.000 |
0.7409 |
0.618 |
0.7388 |
HIGH |
0.7356 |
0.618 |
0.7336 |
0.500 |
0.7330 |
0.382 |
0.7324 |
LOW |
0.7304 |
0.618 |
0.7271 |
1.000 |
0.7251 |
1.618 |
0.7219 |
2.618 |
0.7166 |
4.250 |
0.7080 |
|
|
Fisher Pivots for day following 23-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7330 |
0.7330 |
PP |
0.7323 |
0.7323 |
S1 |
0.7317 |
0.7317 |
|