CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7381 |
0.7401 |
0.0020 |
0.3% |
0.7307 |
| High |
0.7417 |
0.7420 |
0.0003 |
0.0% |
0.7420 |
| Low |
0.7381 |
0.7394 |
0.0013 |
0.2% |
0.7306 |
| Close |
0.7417 |
0.7410 |
-0.0008 |
-0.1% |
0.7410 |
| Range |
0.0036 |
0.0026 |
-0.0010 |
-27.8% |
0.0114 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
109 |
73 |
-36 |
-33.0% |
371 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7474 |
0.7424 |
|
| R3 |
0.7460 |
0.7448 |
0.7417 |
|
| R2 |
0.7434 |
0.7434 |
0.7414 |
|
| R1 |
0.7422 |
0.7422 |
0.7412 |
0.7428 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7411 |
| S1 |
0.7396 |
0.7396 |
0.7407 |
0.7402 |
| S2 |
0.7382 |
0.7382 |
0.7405 |
|
| S3 |
0.7356 |
0.7370 |
0.7402 |
|
| S4 |
0.7330 |
0.7344 |
0.7395 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7678 |
0.7472 |
|
| R3 |
0.7605 |
0.7564 |
0.7441 |
|
| R2 |
0.7492 |
0.7492 |
0.7430 |
|
| R1 |
0.7451 |
0.7451 |
0.7420 |
0.7471 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7389 |
| S1 |
0.7337 |
0.7337 |
0.7399 |
0.7358 |
| S2 |
0.7265 |
0.7265 |
0.7389 |
|
| S3 |
0.7151 |
0.7224 |
0.7378 |
|
| S4 |
0.7038 |
0.7110 |
0.7347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7420 |
0.7306 |
0.0114 |
1.5% |
0.0032 |
0.4% |
91% |
True |
False |
74 |
| 10 |
0.7420 |
0.7264 |
0.0156 |
2.1% |
0.0038 |
0.5% |
94% |
True |
False |
74 |
| 20 |
0.7420 |
0.7244 |
0.0176 |
2.4% |
0.0041 |
0.5% |
94% |
True |
False |
206 |
| 40 |
0.7524 |
0.7244 |
0.0280 |
3.8% |
0.0034 |
0.5% |
59% |
False |
False |
121 |
| 60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
56% |
False |
False |
83 |
| 80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.4% |
56% |
False |
False |
64 |
| 100 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0024 |
0.3% |
47% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7530 |
|
2.618 |
0.7488 |
|
1.618 |
0.7462 |
|
1.000 |
0.7446 |
|
0.618 |
0.7436 |
|
HIGH |
0.7420 |
|
0.618 |
0.7410 |
|
0.500 |
0.7407 |
|
0.382 |
0.7403 |
|
LOW |
0.7394 |
|
0.618 |
0.7377 |
|
1.000 |
0.7368 |
|
1.618 |
0.7351 |
|
2.618 |
0.7325 |
|
4.250 |
0.7283 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7409 |
0.7406 |
| PP |
0.7408 |
0.7402 |
| S1 |
0.7407 |
0.7398 |
|