CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 25-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7334 |
0.7312 |
-0.0023 |
-0.3% |
0.7224 |
High |
0.7334 |
0.7360 |
0.0026 |
0.4% |
0.7346 |
Low |
0.7275 |
0.7302 |
0.0027 |
0.4% |
0.7224 |
Close |
0.7302 |
0.7354 |
0.0053 |
0.7% |
0.7330 |
Range |
0.0059 |
0.0059 |
-0.0001 |
-0.8% |
0.0122 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
147 |
108 |
-39 |
-26.5% |
1,063 |
|
Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7514 |
0.7493 |
0.7386 |
|
R3 |
0.7456 |
0.7434 |
0.7370 |
|
R2 |
0.7397 |
0.7397 |
0.7365 |
|
R1 |
0.7376 |
0.7376 |
0.7359 |
0.7386 |
PP |
0.7339 |
0.7339 |
0.7339 |
0.7344 |
S1 |
0.7317 |
0.7317 |
0.7349 |
0.7328 |
S2 |
0.7280 |
0.7280 |
0.7343 |
|
S3 |
0.7222 |
0.7259 |
0.7338 |
|
S4 |
0.7163 |
0.7200 |
0.7322 |
|
|
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 |
0.7360 |
0.7231 |
0.0130 |
1.8% |
0.0064 |
0.9% |
95% |
True |
False |
245 |
10 |
0.7360 |
0.7170 |
0.0190 |
2.6% |
0.0073 |
1.0% |
97% |
True |
False |
162 |
20 |
0.7419 |
0.7170 |
0.0249 |
3.4% |
0.0072 |
1.0% |
74% |
False |
False |
229 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0056 |
0.8% |
34% |
False |
False |
223 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0046 |
0.6% |
27% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7609 |
2.618 |
0.7513 |
1.618 |
0.7455 |
1.000 |
0.7419 |
0.618 |
0.7396 |
HIGH |
0.7360 |
0.618 |
0.7338 |
0.500 |
0.7331 |
0.382 |
0.7324 |
LOW |
0.7302 |
0.618 |
0.7265 |
1.000 |
0.7243 |
1.618 |
0.7207 |
2.618 |
0.7148 |
4.250 |
0.7053 |
|
|
Fisher Pivots for day following 25-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7346 |
0.7334 |
PP |
0.7339 |
0.7315 |
S1 |
0.7331 |
0.7295 |
|