CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 04-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7310 |
0.7290 |
-0.0020 |
-0.3% |
0.7359 |
High |
0.7320 |
0.7438 |
0.0118 |
1.6% |
0.7438 |
Low |
0.7258 |
0.7287 |
0.0029 |
0.4% |
0.7258 |
Close |
0.7300 |
0.7436 |
0.0136 |
1.9% |
0.7436 |
Range |
0.0062 |
0.0151 |
0.0089 |
142.7% |
0.0180 |
ATR |
0.0068 |
0.0074 |
0.0006 |
8.7% |
0.0000 |
Volume |
135 |
618 |
483 |
357.8% |
1,169 |
|
Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7838 |
0.7787 |
0.7518 |
|
R3 |
0.7688 |
0.7637 |
0.7477 |
|
R2 |
0.7537 |
0.7537 |
0.7463 |
|
R1 |
0.7486 |
0.7486 |
0.7449 |
0.7512 |
PP |
0.7387 |
0.7387 |
0.7387 |
0.7399 |
S1 |
0.7336 |
0.7336 |
0.7422 |
0.7361 |
S2 |
0.7236 |
0.7236 |
0.7408 |
|
S3 |
0.7086 |
0.7185 |
0.7394 |
|
S4 |
0.6935 |
0.7035 |
0.7353 |
|
|
Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7916 |
0.7855 |
0.7534 |
|
R3 |
0.7736 |
0.7676 |
0.7485 |
|
R2 |
0.7557 |
0.7557 |
0.7468 |
|
R1 |
0.7496 |
0.7496 |
0.7452 |
0.7526 |
PP |
0.7377 |
0.7377 |
0.7377 |
0.7392 |
S1 |
0.7317 |
0.7317 |
0.7419 |
0.7347 |
S2 |
0.7198 |
0.7198 |
0.7403 |
|
S3 |
0.7018 |
0.7137 |
0.7386 |
|
S4 |
0.6839 |
0.6958 |
0.7337 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7438 |
0.7258 |
0.0180 |
2.4% |
0.0080 |
1.1% |
99% |
True |
False |
233 |
10 |
0.7438 |
0.7258 |
0.0180 |
2.4% |
0.0070 |
0.9% |
99% |
True |
False |
274 |
20 |
0.7438 |
0.7170 |
0.0268 |
3.6% |
0.0069 |
0.9% |
99% |
True |
False |
216 |
40 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0065 |
0.9% |
49% |
False |
False |
257 |
60 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0053 |
0.7% |
39% |
False |
False |
196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8077 |
2.618 |
0.7832 |
1.618 |
0.7681 |
1.000 |
0.7588 |
0.618 |
0.7531 |
HIGH |
0.7438 |
0.618 |
0.7380 |
0.500 |
0.7362 |
0.382 |
0.7344 |
LOW |
0.7287 |
0.618 |
0.7194 |
1.000 |
0.7137 |
1.618 |
0.7043 |
2.618 |
0.6893 |
4.250 |
0.6647 |
|
|
Fisher Pivots for day following 04-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7411 |
0.7406 |
PP |
0.7387 |
0.7377 |
S1 |
0.7362 |
0.7348 |
|