CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 02-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7355 |
0.7360 |
0.0005 |
0.1% |
0.7334 |
High |
0.7405 |
0.7390 |
-0.0015 |
-0.2% |
0.7423 |
Low |
0.7336 |
0.7309 |
-0.0027 |
-0.4% |
0.7275 |
Close |
0.7358 |
0.7347 |
-0.0011 |
-0.1% |
0.7365 |
Range |
0.0069 |
0.0081 |
0.0012 |
17.4% |
0.0148 |
ATR |
0.0065 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
Volume |
142 |
138 |
-4 |
-2.8% |
1,576 |
|
Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7592 |
0.7550 |
0.7391 |
|
R3 |
0.7511 |
0.7469 |
0.7369 |
|
R2 |
0.7430 |
0.7430 |
0.7361 |
|
R1 |
0.7388 |
0.7388 |
0.7354 |
0.7368 |
PP |
0.7349 |
0.7349 |
0.7349 |
0.7339 |
S1 |
0.7307 |
0.7307 |
0.7339 |
0.7287 |
S2 |
0.7268 |
0.7268 |
0.7332 |
|
S3 |
0.7187 |
0.7226 |
0.7324 |
|
S4 |
0.7106 |
0.7145 |
0.7302 |
|
|
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 |
0.7309 |
0.0114 |
1.5% |
0.0060 |
0.8% |
33% |
False |
True |
175 |
10 |
0.7423 |
0.7231 |
0.0192 |
2.6% |
0.0066 |
0.9% |
60% |
False |
False |
264 |
20 |
0.7423 |
0.7170 |
0.0253 |
3.4% |
0.0066 |
0.9% |
70% |
False |
False |
247 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0062 |
0.8% |
32% |
False |
False |
248 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0051 |
0.7% |
26% |
False |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7734 |
2.618 |
0.7602 |
1.618 |
0.7521 |
1.000 |
0.7471 |
0.618 |
0.7440 |
HIGH |
0.7390 |
0.618 |
0.7359 |
0.500 |
0.7350 |
0.382 |
0.7340 |
LOW |
0.7309 |
0.618 |
0.7259 |
1.000 |
0.7228 |
1.618 |
0.7178 |
2.618 |
0.7097 |
4.250 |
0.6965 |
|
|
Fisher Pivots for day following 02-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7350 |
0.7357 |
PP |
0.7349 |
0.7354 |
S1 |
0.7348 |
0.7350 |
|