CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 19-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7305 |
0.7265 |
-0.0040 |
-0.5% |
0.7280 |
High |
0.7332 |
0.7288 |
-0.0045 |
-0.6% |
0.7310 |
Low |
0.7262 |
0.7263 |
0.0001 |
0.0% |
0.7170 |
Close |
0.7274 |
0.7269 |
-0.0005 |
-0.1% |
0.7213 |
Range |
0.0070 |
0.0025 |
-0.0046 |
-65.0% |
0.0140 |
ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
54 |
324 |
270 |
500.0% |
519 |
|
Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7347 |
0.7332 |
0.7282 |
|
R3 |
0.7322 |
0.7308 |
0.7276 |
|
R2 |
0.7298 |
0.7298 |
0.7273 |
|
R1 |
0.7283 |
0.7283 |
0.7271 |
0.7291 |
PP |
0.7273 |
0.7273 |
0.7273 |
0.7277 |
S1 |
0.7259 |
0.7259 |
0.7267 |
0.7266 |
S2 |
0.7249 |
0.7249 |
0.7265 |
|
S3 |
0.7224 |
0.7234 |
0.7262 |
|
S4 |
0.7200 |
0.7210 |
0.7256 |
|
|
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 |
0.7332 |
0.7170 |
0.0162 |
2.2% |
0.0082 |
1.1% |
61% |
False |
False |
134 |
10 |
0.7377 |
0.7170 |
0.0207 |
2.8% |
0.0065 |
0.9% |
48% |
False |
False |
230 |
20 |
0.7454 |
0.7170 |
0.0284 |
3.9% |
0.0069 |
1.0% |
35% |
False |
False |
263 |
40 |
0.7746 |
0.7170 |
0.0576 |
7.9% |
0.0053 |
0.7% |
17% |
False |
False |
205 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.4% |
0.0042 |
0.6% |
15% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7392 |
2.618 |
0.7352 |
1.618 |
0.7327 |
1.000 |
0.7312 |
0.618 |
0.7303 |
HIGH |
0.7288 |
0.618 |
0.7278 |
0.500 |
0.7275 |
0.382 |
0.7272 |
LOW |
0.7263 |
0.618 |
0.7248 |
1.000 |
0.7239 |
1.618 |
0.7223 |
2.618 |
0.7199 |
4.250 |
0.7159 |
|
|
Fisher Pivots for day following 19-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7275 |
0.7278 |
PP |
0.7273 |
0.7275 |
S1 |
0.7271 |
0.7272 |
|