CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 27-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7316 |
0.7307 |
-0.0009 |
-0.1% |
0.7310 |
High |
0.7316 |
0.7346 |
0.0030 |
0.4% |
0.7356 |
Low |
0.7264 |
0.7306 |
0.0042 |
0.6% |
0.7264 |
Close |
0.7298 |
0.7346 |
0.0048 |
0.7% |
0.7298 |
Range |
0.0052 |
0.0040 |
-0.0012 |
-23.1% |
0.0092 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.9% |
0.0000 |
Volume |
118 |
82 |
-36 |
-30.5% |
374 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7453 |
0.7439 |
0.7368 |
|
R3 |
0.7413 |
0.7399 |
0.7357 |
|
R2 |
0.7373 |
0.7373 |
0.7353 |
|
R1 |
0.7359 |
0.7359 |
0.7350 |
0.7366 |
PP |
0.7333 |
0.7333 |
0.7333 |
0.7336 |
S1 |
0.7319 |
0.7319 |
0.7342 |
0.7326 |
S2 |
0.7293 |
0.7293 |
0.7339 |
|
S3 |
0.7253 |
0.7279 |
0.7335 |
|
S4 |
0.7213 |
0.7239 |
0.7324 |
|
|
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% |
89% |
False |
False |
84 |
10 |
0.7356 |
0.7263 |
0.0094 |
1.3% |
0.0044 |
0.6% |
89% |
False |
False |
136 |
20 |
0.7401 |
0.7244 |
0.0157 |
2.1% |
0.0041 |
0.6% |
65% |
False |
False |
214 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0032 |
0.4% |
35% |
False |
False |
114 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
35% |
False |
False |
78 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.4% |
35% |
False |
False |
60 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.8% |
0.0025 |
0.3% |
29% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7516 |
2.618 |
0.7451 |
1.618 |
0.7411 |
1.000 |
0.7386 |
0.618 |
0.7371 |
HIGH |
0.7346 |
0.618 |
0.7331 |
0.500 |
0.7326 |
0.382 |
0.7321 |
LOW |
0.7306 |
0.618 |
0.7281 |
1.000 |
0.7266 |
1.618 |
0.7241 |
2.618 |
0.7201 |
4.250 |
0.7136 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7339 |
0.7334 |
PP |
0.7333 |
0.7322 |
S1 |
0.7326 |
0.7310 |
|