CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 24-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7255 |
0.7334 |
0.0080 |
1.1% |
0.7224 |
High |
0.7346 |
0.7334 |
-0.0012 |
-0.2% |
0.7346 |
Low |
0.7231 |
0.7275 |
0.0045 |
0.6% |
0.7224 |
Close |
0.7330 |
0.7302 |
-0.0029 |
-0.4% |
0.7330 |
Range |
0.0116 |
0.0059 |
-0.0057 |
-48.9% |
0.0122 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
143 |
147 |
4 |
2.8% |
1,063 |
|
Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7481 |
0.7450 |
0.7334 |
|
R3 |
0.7422 |
0.7391 |
0.7318 |
|
R2 |
0.7363 |
0.7363 |
0.7312 |
|
R1 |
0.7332 |
0.7332 |
0.7307 |
0.7318 |
PP |
0.7304 |
0.7304 |
0.7304 |
0.7296 |
S1 |
0.7273 |
0.7273 |
0.7296 |
0.7259 |
S2 |
0.7245 |
0.7245 |
0.7291 |
|
S3 |
0.7186 |
0.7214 |
0.7285 |
|
S4 |
0.7127 |
0.7155 |
0.7269 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7666 |
0.7620 |
0.7397 |
|
R3 |
0.7544 |
0.7498 |
0.7364 |
|
R2 |
0.7422 |
0.7422 |
0.7352 |
|
R1 |
0.7376 |
0.7376 |
0.7341 |
0.7399 |
PP |
0.7300 |
0.7300 |
0.7300 |
0.7312 |
S1 |
0.7254 |
0.7254 |
0.7319 |
0.7277 |
S2 |
0.7178 |
0.7178 |
0.7308 |
|
S3 |
0.7056 |
0.7132 |
0.7296 |
|
S4 |
0.6934 |
0.7010 |
0.7263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7346 |
0.7231 |
0.0116 |
1.6% |
0.0066 |
0.9% |
61% |
False |
False |
234 |
10 |
0.7346 |
0.7170 |
0.0176 |
2.4% |
0.0074 |
1.0% |
75% |
False |
False |
166 |
20 |
0.7419 |
0.7170 |
0.0249 |
3.4% |
0.0070 |
1.0% |
53% |
False |
False |
227 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.5% |
0.0056 |
0.8% |
24% |
False |
False |
224 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0045 |
0.6% |
19% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7585 |
2.618 |
0.7488 |
1.618 |
0.7429 |
1.000 |
0.7393 |
0.618 |
0.7370 |
HIGH |
0.7334 |
0.618 |
0.7311 |
0.500 |
0.7305 |
0.382 |
0.7298 |
LOW |
0.7275 |
0.618 |
0.7239 |
1.000 |
0.7216 |
1.618 |
0.7180 |
2.618 |
0.7121 |
4.250 |
0.7024 |
|
|
Fisher Pivots for day following 24-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7305 |
0.7297 |
PP |
0.7304 |
0.7293 |
S1 |
0.7303 |
0.7288 |
|