CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 26-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7312 |
0.7359 |
0.0048 |
0.6% |
0.7224 |
High |
0.7360 |
0.7411 |
0.0051 |
0.7% |
0.7346 |
Low |
0.7302 |
0.7341 |
0.0040 |
0.5% |
0.7224 |
Close |
0.7354 |
0.7389 |
0.0035 |
0.5% |
0.7330 |
Range |
0.0059 |
0.0070 |
0.0011 |
18.8% |
0.0122 |
ATR |
0.0068 |
0.0069 |
0.0000 |
0.1% |
0.0000 |
Volume |
108 |
859 |
751 |
695.4% |
1,063 |
|
Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7589 |
0.7558 |
0.7427 |
|
R3 |
0.7519 |
0.7489 |
0.7408 |
|
R2 |
0.7450 |
0.7450 |
0.7401 |
|
R1 |
0.7419 |
0.7419 |
0.7395 |
0.7434 |
PP |
0.7380 |
0.7380 |
0.7380 |
0.7388 |
S1 |
0.7350 |
0.7350 |
0.7382 |
0.7365 |
S2 |
0.7311 |
0.7311 |
0.7376 |
|
S3 |
0.7241 |
0.7280 |
0.7369 |
|
S4 |
0.7172 |
0.7211 |
0.7350 |
|
|
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 |
0.7411 |
0.7231 |
0.0180 |
2.4% |
0.0073 |
1.0% |
88% |
True |
False |
352 |
10 |
0.7411 |
0.7170 |
0.0241 |
3.3% |
0.0078 |
1.1% |
91% |
True |
False |
243 |
20 |
0.7419 |
0.7170 |
0.0249 |
3.4% |
0.0070 |
0.9% |
88% |
False |
False |
266 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0058 |
0.8% |
40% |
False |
False |
243 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0047 |
0.6% |
32% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7706 |
2.618 |
0.7592 |
1.618 |
0.7523 |
1.000 |
0.7480 |
0.618 |
0.7453 |
HIGH |
0.7411 |
0.618 |
0.7384 |
0.500 |
0.7376 |
0.382 |
0.7368 |
LOW |
0.7341 |
0.618 |
0.7298 |
1.000 |
0.7272 |
1.618 |
0.7229 |
2.618 |
0.7159 |
4.250 |
0.7046 |
|
|
Fisher Pivots for day following 26-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7384 |
0.7373 |
PP |
0.7380 |
0.7358 |
S1 |
0.7376 |
0.7343 |
|