CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 14-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7240 |
0.7289 |
0.0049 |
0.7% |
0.7280 |
High |
0.7301 |
0.7310 |
0.0009 |
0.1% |
0.7310 |
Low |
0.7170 |
0.7210 |
0.0040 |
0.6% |
0.7170 |
Close |
0.7301 |
0.7213 |
-0.0088 |
-1.2% |
0.7213 |
Range |
0.0131 |
0.0100 |
-0.0031 |
-23.8% |
0.0140 |
ATR |
0.0065 |
0.0068 |
0.0002 |
3.7% |
0.0000 |
Volume |
167 |
92 |
-75 |
-44.9% |
519 |
|
Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7543 |
0.7477 |
0.7268 |
|
R3 |
0.7443 |
0.7378 |
0.7240 |
|
R2 |
0.7344 |
0.7344 |
0.7231 |
|
R1 |
0.7278 |
0.7278 |
0.7222 |
0.7261 |
PP |
0.7244 |
0.7244 |
0.7244 |
0.7236 |
S1 |
0.7179 |
0.7179 |
0.7204 |
0.7162 |
S2 |
0.7145 |
0.7145 |
0.7195 |
|
S3 |
0.7045 |
0.7079 |
0.7186 |
|
S4 |
0.6946 |
0.6980 |
0.7158 |
|
|
Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7649 |
0.7571 |
0.7290 |
|
R3 |
0.7510 |
0.7431 |
0.7251 |
|
R2 |
0.7370 |
0.7370 |
0.7239 |
|
R1 |
0.7292 |
0.7292 |
0.7226 |
0.7261 |
PP |
0.7231 |
0.7231 |
0.7231 |
0.7216 |
S1 |
0.7152 |
0.7152 |
0.7200 |
0.7122 |
S2 |
0.7091 |
0.7091 |
0.7187 |
|
S3 |
0.6952 |
0.7013 |
0.7175 |
|
S4 |
0.6812 |
0.6873 |
0.7136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7310 |
0.7170 |
0.0140 |
1.9% |
0.0066 |
0.9% |
31% |
True |
False |
103 |
10 |
0.7419 |
0.7170 |
0.0249 |
3.5% |
0.0068 |
0.9% |
17% |
False |
False |
225 |
20 |
0.7556 |
0.7170 |
0.0386 |
5.4% |
0.0066 |
0.9% |
11% |
False |
False |
263 |
40 |
0.7746 |
0.7170 |
0.0576 |
8.0% |
0.0051 |
0.7% |
7% |
False |
False |
198 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.4% |
0.0040 |
0.6% |
6% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7732 |
2.618 |
0.7570 |
1.618 |
0.7470 |
1.000 |
0.7409 |
0.618 |
0.7371 |
HIGH |
0.7310 |
0.618 |
0.7271 |
0.500 |
0.7260 |
0.382 |
0.7248 |
LOW |
0.7210 |
0.618 |
0.7149 |
1.000 |
0.7111 |
1.618 |
0.7049 |
2.618 |
0.6950 |
4.250 |
0.6787 |
|
|
Fisher Pivots for day following 14-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7260 |
0.7240 |
PP |
0.7244 |
0.7231 |
S1 |
0.7229 |
0.7222 |
|