CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 31-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7399 |
0.7359 |
-0.0040 |
-0.5% |
0.7334 |
High |
0.7408 |
0.7360 |
-0.0048 |
-0.6% |
0.7423 |
Low |
0.7350 |
0.7325 |
-0.0025 |
-0.3% |
0.7275 |
Close |
0.7365 |
0.7354 |
-0.0011 |
-0.1% |
0.7365 |
Range |
0.0058 |
0.0035 |
-0.0023 |
-39.1% |
0.0148 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
154 |
136 |
-18 |
-11.7% |
1,576 |
|
Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7451 |
0.7438 |
0.7373 |
|
R3 |
0.7416 |
0.7403 |
0.7364 |
|
R2 |
0.7381 |
0.7381 |
0.7360 |
|
R1 |
0.7368 |
0.7368 |
0.7357 |
0.7357 |
PP |
0.7346 |
0.7346 |
0.7346 |
0.7341 |
S1 |
0.7333 |
0.7333 |
0.7351 |
0.7322 |
S2 |
0.7311 |
0.7311 |
0.7348 |
|
S3 |
0.7276 |
0.7298 |
0.7344 |
|
S4 |
0.7241 |
0.7263 |
0.7335 |
|
|
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 |
0.7302 |
0.0121 |
1.6% |
0.0055 |
0.7% |
43% |
False |
False |
313 |
10 |
0.7423 |
0.7231 |
0.0192 |
2.6% |
0.0061 |
0.8% |
64% |
False |
False |
273 |
20 |
0.7423 |
0.7170 |
0.0253 |
3.4% |
0.0065 |
0.9% |
73% |
False |
False |
247 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0059 |
0.8% |
34% |
False |
False |
249 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0048 |
0.7% |
27% |
False |
False |
183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7509 |
2.618 |
0.7452 |
1.618 |
0.7417 |
1.000 |
0.7395 |
0.618 |
0.7382 |
HIGH |
0.7360 |
0.618 |
0.7347 |
0.500 |
0.7343 |
0.382 |
0.7338 |
LOW |
0.7325 |
0.618 |
0.7303 |
1.000 |
0.7290 |
1.618 |
0.7268 |
2.618 |
0.7233 |
4.250 |
0.7176 |
|
|
Fisher Pivots for day following 31-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7350 |
0.7374 |
PP |
0.7346 |
0.7367 |
S1 |
0.7343 |
0.7361 |
|