CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 17-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7289 |
0.7224 |
-0.0065 |
-0.9% |
0.7280 |
High |
0.7310 |
0.7310 |
0.0001 |
0.0% |
0.7310 |
Low |
0.7210 |
0.7224 |
0.0014 |
0.2% |
0.7170 |
Close |
0.7213 |
0.7305 |
0.0092 |
1.3% |
0.7213 |
Range |
0.0100 |
0.0086 |
-0.0014 |
-13.6% |
0.0140 |
ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
Volume |
92 |
37 |
-55 |
-59.8% |
519 |
|
Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7538 |
0.7507 |
0.7352 |
|
R3 |
0.7452 |
0.7421 |
0.7328 |
|
R2 |
0.7366 |
0.7366 |
0.7320 |
|
R1 |
0.7335 |
0.7335 |
0.7312 |
0.7350 |
PP |
0.7280 |
0.7280 |
0.7280 |
0.7287 |
S1 |
0.7249 |
0.7249 |
0.7297 |
0.7264 |
S2 |
0.7194 |
0.7194 |
0.7289 |
|
S3 |
0.7108 |
0.7163 |
0.7281 |
|
S4 |
0.7022 |
0.7077 |
0.7257 |
|
|
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% |
0.0081 |
1.1% |
96% |
True |
False |
98 |
10 |
0.7419 |
0.7170 |
0.0249 |
3.4% |
0.0069 |
1.0% |
54% |
False |
False |
222 |
20 |
0.7516 |
0.7170 |
0.0346 |
4.7% |
0.0069 |
0.9% |
39% |
False |
False |
263 |
40 |
0.7746 |
0.7170 |
0.0576 |
7.9% |
0.0053 |
0.7% |
23% |
False |
False |
199 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0041 |
0.6% |
20% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7676 |
2.618 |
0.7535 |
1.618 |
0.7449 |
1.000 |
0.7396 |
0.618 |
0.7363 |
HIGH |
0.7310 |
0.618 |
0.7277 |
0.500 |
0.7267 |
0.382 |
0.7257 |
LOW |
0.7224 |
0.618 |
0.7171 |
1.000 |
0.7138 |
1.618 |
0.7085 |
2.618 |
0.6999 |
4.250 |
0.6859 |
|
|
Fisher Pivots for day following 17-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7292 |
0.7283 |
PP |
0.7280 |
0.7262 |
S1 |
0.7267 |
0.7240 |
|