CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 28-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7307 |
0.7336 |
0.0029 |
0.4% |
0.7310 |
High |
0.7346 |
0.7375 |
0.0029 |
0.4% |
0.7356 |
Low |
0.7306 |
0.7335 |
0.0029 |
0.4% |
0.7264 |
Close |
0.7346 |
0.7371 |
0.0025 |
0.3% |
0.7298 |
Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0092 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.5% |
0.0000 |
Volume |
82 |
63 |
-19 |
-23.2% |
374 |
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7480 |
0.7465 |
0.7393 |
|
R3 |
0.7440 |
0.7425 |
0.7382 |
|
R2 |
0.7400 |
0.7400 |
0.7378 |
|
R1 |
0.7385 |
0.7385 |
0.7374 |
0.7393 |
PP |
0.7360 |
0.7360 |
0.7360 |
0.7364 |
S1 |
0.7345 |
0.7345 |
0.7367 |
0.7353 |
S2 |
0.7320 |
0.7320 |
0.7363 |
|
S3 |
0.7280 |
0.7305 |
0.7360 |
|
S4 |
0.7240 |
0.7265 |
0.7349 |
|
|
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 |
0.7375 |
0.7264 |
0.0111 |
1.5% |
0.0044 |
0.6% |
96% |
True |
False |
89 |
10 |
0.7375 |
0.7263 |
0.0113 |
1.5% |
0.0043 |
0.6% |
96% |
True |
False |
137 |
20 |
0.7401 |
0.7244 |
0.0157 |
2.1% |
0.0041 |
0.6% |
81% |
False |
False |
213 |
40 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0032 |
0.4% |
43% |
False |
False |
115 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
43% |
False |
False |
79 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.4% |
43% |
False |
False |
61 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
36% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7545 |
2.618 |
0.7480 |
1.618 |
0.7440 |
1.000 |
0.7415 |
0.618 |
0.7400 |
HIGH |
0.7375 |
0.618 |
0.7360 |
0.500 |
0.7355 |
0.382 |
0.7350 |
LOW |
0.7335 |
0.618 |
0.7310 |
1.000 |
0.7295 |
1.618 |
0.7270 |
2.618 |
0.7230 |
4.250 |
0.7165 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7365 |
0.7354 |
PP |
0.7360 |
0.7337 |
S1 |
0.7355 |
0.7320 |
|