CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 13-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7243 |
0.7240 |
-0.0003 |
0.0% |
0.7275 |
High |
0.7267 |
0.7301 |
0.0034 |
0.5% |
0.7419 |
Low |
0.7243 |
0.7170 |
-0.0073 |
-1.0% |
0.7270 |
Close |
0.7246 |
0.7301 |
0.0055 |
0.8% |
0.7295 |
Range |
0.0024 |
0.0131 |
0.0107 |
443.8% |
0.0149 |
ATR |
0.0060 |
0.0065 |
0.0005 |
8.3% |
0.0000 |
Volume |
46 |
167 |
121 |
263.0% |
1,734 |
|
Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7649 |
0.7605 |
0.7372 |
|
R3 |
0.7518 |
0.7475 |
0.7336 |
|
R2 |
0.7388 |
0.7388 |
0.7324 |
|
R1 |
0.7344 |
0.7344 |
0.7312 |
0.7366 |
PP |
0.7257 |
0.7257 |
0.7257 |
0.7268 |
S1 |
0.7214 |
0.7214 |
0.7289 |
0.7235 |
S2 |
0.7127 |
0.7127 |
0.7277 |
|
S3 |
0.6996 |
0.7083 |
0.7265 |
|
S4 |
0.6866 |
0.6953 |
0.7229 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7775 |
0.7684 |
0.7376 |
|
R3 |
0.7626 |
0.7535 |
0.7335 |
|
R2 |
0.7477 |
0.7477 |
0.7322 |
|
R1 |
0.7386 |
0.7386 |
0.7308 |
0.7431 |
PP |
0.7328 |
0.7328 |
0.7328 |
0.7351 |
S1 |
0.7237 |
0.7237 |
0.7281 |
0.7282 |
S2 |
0.7179 |
0.7179 |
0.7267 |
|
S3 |
0.7030 |
0.7088 |
0.7254 |
|
S4 |
0.6881 |
0.6939 |
0.7213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7321 |
0.7170 |
0.0151 |
2.1% |
0.0055 |
0.8% |
86% |
False |
True |
104 |
10 |
0.7419 |
0.7170 |
0.0249 |
3.4% |
0.0068 |
0.9% |
52% |
False |
True |
262 |
20 |
0.7556 |
0.7170 |
0.0386 |
5.3% |
0.0062 |
0.9% |
34% |
False |
True |
273 |
40 |
0.7754 |
0.7170 |
0.0584 |
8.0% |
0.0049 |
0.7% |
22% |
False |
True |
196 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0039 |
0.5% |
19% |
False |
True |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7855 |
2.618 |
0.7642 |
1.618 |
0.7512 |
1.000 |
0.7431 |
0.618 |
0.7381 |
HIGH |
0.7301 |
0.618 |
0.7251 |
0.500 |
0.7235 |
0.382 |
0.7220 |
LOW |
0.7170 |
0.618 |
0.7089 |
1.000 |
0.7040 |
1.618 |
0.6959 |
2.618 |
0.6828 |
4.250 |
0.6615 |
|
|
Fisher Pivots for day following 13-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7279 |
0.7279 |
PP |
0.7257 |
0.7257 |
S1 |
0.7235 |
0.7235 |
|