CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7304 |
0.7316 |
0.0013 |
0.2% |
0.7310 |
| High |
0.7356 |
0.7316 |
-0.0040 |
-0.5% |
0.7356 |
| Low |
0.7304 |
0.7264 |
-0.0040 |
-0.5% |
0.7264 |
| Close |
0.7310 |
0.7298 |
-0.0012 |
-0.2% |
0.7298 |
| Range |
0.0053 |
0.0052 |
-0.0001 |
-1.0% |
0.0092 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.7% |
0.0000 |
| Volume |
133 |
118 |
-15 |
-11.3% |
374 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7449 |
0.7425 |
0.7327 |
|
| R3 |
0.7397 |
0.7373 |
0.7312 |
|
| R2 |
0.7345 |
0.7345 |
0.7308 |
|
| R1 |
0.7321 |
0.7321 |
0.7303 |
0.7307 |
| PP |
0.7293 |
0.7293 |
0.7293 |
0.7286 |
| S1 |
0.7269 |
0.7269 |
0.7293 |
0.7255 |
| S2 |
0.7241 |
0.7241 |
0.7288 |
|
| S3 |
0.7189 |
0.7217 |
0.7284 |
|
| S4 |
0.7137 |
0.7165 |
0.7269 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7532 |
0.7349 |
|
| R3 |
0.7490 |
0.7440 |
0.7323 |
|
| R2 |
0.7398 |
0.7398 |
0.7315 |
|
| R1 |
0.7348 |
0.7348 |
0.7306 |
0.7327 |
| PP |
0.7306 |
0.7306 |
0.7306 |
0.7296 |
| S1 |
0.7256 |
0.7256 |
0.7290 |
0.7235 |
| S2 |
0.7214 |
0.7214 |
0.7281 |
|
| S3 |
0.7122 |
0.7164 |
0.7273 |
|
| S4 |
0.7030 |
0.7072 |
0.7247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7356 |
0.7264 |
0.0092 |
1.3% |
0.0044 |
0.6% |
37% |
False |
True |
74 |
| 10 |
0.7356 |
0.7263 |
0.0094 |
1.3% |
0.0046 |
0.6% |
38% |
False |
False |
143 |
| 20 |
0.7405 |
0.7244 |
0.0161 |
2.2% |
0.0040 |
0.5% |
34% |
False |
False |
210 |
| 40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0032 |
0.4% |
18% |
False |
False |
112 |
| 60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0029 |
0.4% |
18% |
False |
False |
77 |
| 80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.4% |
18% |
False |
False |
59 |
| 100 |
0.7593 |
0.7244 |
0.0349 |
4.8% |
0.0024 |
0.3% |
15% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7537 |
|
2.618 |
0.7452 |
|
1.618 |
0.7400 |
|
1.000 |
0.7368 |
|
0.618 |
0.7348 |
|
HIGH |
0.7316 |
|
0.618 |
0.7296 |
|
0.500 |
0.7290 |
|
0.382 |
0.7284 |
|
LOW |
0.7264 |
|
0.618 |
0.7232 |
|
1.000 |
0.7212 |
|
1.618 |
0.7180 |
|
2.618 |
0.7128 |
|
4.250 |
0.7043 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7295 |
0.7310 |
| PP |
0.7293 |
0.7306 |
| S1 |
0.7290 |
0.7302 |
|