CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 28-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7393 |
0.7399 |
0.0006 |
0.1% |
0.7334 |
High |
0.7423 |
0.7408 |
-0.0015 |
-0.2% |
0.7423 |
Low |
0.7368 |
0.7350 |
-0.0018 |
-0.2% |
0.7275 |
Close |
0.7387 |
0.7365 |
-0.0023 |
-0.3% |
0.7365 |
Range |
0.0055 |
0.0058 |
0.0003 |
4.5% |
0.0148 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
308 |
154 |
-154 |
-50.0% |
1,576 |
|
Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7547 |
0.7513 |
0.7396 |
|
R3 |
0.7489 |
0.7456 |
0.7380 |
|
R2 |
0.7432 |
0.7432 |
0.7375 |
|
R1 |
0.7398 |
0.7398 |
0.7370 |
0.7386 |
PP |
0.7374 |
0.7374 |
0.7374 |
0.7368 |
S1 |
0.7341 |
0.7341 |
0.7359 |
0.7329 |
S2 |
0.7317 |
0.7317 |
0.7354 |
|
S3 |
0.7259 |
0.7283 |
0.7349 |
|
S4 |
0.7202 |
0.7226 |
0.7333 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7797 |
0.7728 |
0.7446 |
|
R3 |
0.7649 |
0.7581 |
0.7405 |
|
R2 |
0.7502 |
0.7502 |
0.7392 |
|
R1 |
0.7433 |
0.7433 |
0.7378 |
0.7467 |
PP |
0.7354 |
0.7354 |
0.7354 |
0.7371 |
S1 |
0.7286 |
0.7286 |
0.7351 |
0.7320 |
S2 |
0.7207 |
0.7207 |
0.7337 |
|
S3 |
0.7059 |
0.7138 |
0.7324 |
|
S4 |
0.6912 |
0.6991 |
0.7283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7423 |
0.7275 |
0.0148 |
2.0% |
0.0060 |
0.8% |
61% |
False |
False |
315 |
10 |
0.7423 |
0.7224 |
0.0199 |
2.7% |
0.0066 |
0.9% |
71% |
False |
False |
263 |
20 |
0.7423 |
0.7170 |
0.0253 |
3.4% |
0.0067 |
0.9% |
77% |
False |
False |
244 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0059 |
0.8% |
36% |
False |
False |
247 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0049 |
0.7% |
29% |
False |
False |
182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7652 |
2.618 |
0.7558 |
1.618 |
0.7501 |
1.000 |
0.7465 |
0.618 |
0.7443 |
HIGH |
0.7408 |
0.618 |
0.7386 |
0.500 |
0.7379 |
0.382 |
0.7372 |
LOW |
0.7350 |
0.618 |
0.7314 |
1.000 |
0.7293 |
1.618 |
0.7257 |
2.618 |
0.7199 |
4.250 |
0.7106 |
|
|
Fisher Pivots for day following 28-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7379 |
0.7382 |
PP |
0.7374 |
0.7376 |
S1 |
0.7369 |
0.7370 |
|