CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 01-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7359 |
0.7355 |
-0.0004 |
-0.1% |
0.7334 |
High |
0.7360 |
0.7405 |
0.0045 |
0.6% |
0.7423 |
Low |
0.7325 |
0.7336 |
0.0011 |
0.2% |
0.7275 |
Close |
0.7354 |
0.7358 |
0.0004 |
0.0% |
0.7365 |
Range |
0.0035 |
0.0069 |
0.0034 |
97.1% |
0.0148 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
Volume |
136 |
142 |
6 |
4.4% |
1,576 |
|
Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7573 |
0.7534 |
0.7395 |
|
R3 |
0.7504 |
0.7465 |
0.7376 |
|
R2 |
0.7435 |
0.7435 |
0.7370 |
|
R1 |
0.7396 |
0.7396 |
0.7364 |
0.7416 |
PP |
0.7366 |
0.7366 |
0.7366 |
0.7376 |
S1 |
0.7327 |
0.7327 |
0.7351 |
0.7347 |
S2 |
0.7297 |
0.7297 |
0.7345 |
|
S3 |
0.7228 |
0.7258 |
0.7339 |
|
S4 |
0.7159 |
0.7189 |
0.7320 |
|
|
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 |
0.7325 |
0.0098 |
1.3% |
0.0057 |
0.8% |
33% |
False |
False |
319 |
10 |
0.7423 |
0.7231 |
0.0192 |
2.6% |
0.0061 |
0.8% |
66% |
False |
False |
282 |
20 |
0.7423 |
0.7170 |
0.0253 |
3.4% |
0.0065 |
0.9% |
74% |
False |
False |
251 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
34% |
False |
False |
251 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0049 |
0.7% |
28% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7698 |
2.618 |
0.7586 |
1.618 |
0.7517 |
1.000 |
0.7474 |
0.618 |
0.7448 |
HIGH |
0.7405 |
0.618 |
0.7379 |
0.500 |
0.7371 |
0.382 |
0.7362 |
LOW |
0.7336 |
0.618 |
0.7293 |
1.000 |
0.7267 |
1.618 |
0.7224 |
2.618 |
0.7155 |
4.250 |
0.7043 |
|
|
Fisher Pivots for day following 01-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7371 |
0.7366 |
PP |
0.7366 |
0.7363 |
S1 |
0.7362 |
0.7360 |
|