CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 03-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7360 |
0.7310 |
-0.0050 |
-0.7% |
0.7334 |
High |
0.7390 |
0.7320 |
-0.0070 |
-0.9% |
0.7423 |
Low |
0.7309 |
0.7258 |
-0.0051 |
-0.7% |
0.7275 |
Close |
0.7347 |
0.7300 |
-0.0047 |
-0.6% |
0.7365 |
Range |
0.0081 |
0.0062 |
-0.0019 |
-23.5% |
0.0148 |
ATR |
0.0066 |
0.0068 |
0.0002 |
2.4% |
0.0000 |
Volume |
138 |
135 |
-3 |
-2.2% |
1,576 |
|
Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7479 |
0.7451 |
0.7334 |
|
R3 |
0.7417 |
0.7389 |
0.7317 |
|
R2 |
0.7355 |
0.7355 |
0.7311 |
|
R1 |
0.7327 |
0.7327 |
0.7305 |
0.7310 |
PP |
0.7293 |
0.7293 |
0.7293 |
0.7284 |
S1 |
0.7265 |
0.7265 |
0.7294 |
0.7248 |
S2 |
0.7231 |
0.7231 |
0.7288 |
|
S3 |
0.7169 |
0.7203 |
0.7282 |
|
S4 |
0.7107 |
0.7141 |
0.7265 |
|
|
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 |
0.7408 |
0.7258 |
0.0150 |
2.0% |
0.0061 |
0.8% |
28% |
False |
True |
141 |
10 |
0.7423 |
0.7231 |
0.0192 |
2.6% |
0.0066 |
0.9% |
36% |
False |
False |
227 |
20 |
0.7423 |
0.7170 |
0.0253 |
3.5% |
0.0064 |
0.9% |
51% |
False |
False |
190 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.5% |
0.0062 |
0.9% |
24% |
False |
False |
245 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0051 |
0.7% |
19% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7584 |
2.618 |
0.7482 |
1.618 |
0.7420 |
1.000 |
0.7382 |
0.618 |
0.7358 |
HIGH |
0.7320 |
0.618 |
0.7296 |
0.500 |
0.7289 |
0.382 |
0.7282 |
LOW |
0.7258 |
0.618 |
0.7220 |
1.000 |
0.7196 |
1.618 |
0.7158 |
2.618 |
0.7096 |
4.250 |
0.6995 |
|
|
Fisher Pivots for day following 03-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7296 |
0.7332 |
PP |
0.7293 |
0.7321 |
S1 |
0.7289 |
0.7310 |
|