CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 08-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7411 |
0.7411 |
0.0000 |
0.0% |
0.7359 |
High |
0.7439 |
0.7483 |
0.0044 |
0.6% |
0.7438 |
Low |
0.7409 |
0.7407 |
-0.0003 |
0.0% |
0.7258 |
Close |
0.7425 |
0.7453 |
0.0029 |
0.4% |
0.7436 |
Range |
0.0030 |
0.0076 |
0.0047 |
157.6% |
0.0180 |
ATR |
0.0071 |
0.0071 |
0.0000 |
0.5% |
0.0000 |
Volume |
130 |
95 |
-35 |
-26.9% |
1,169 |
|
Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7675 |
0.7640 |
0.7495 |
|
R3 |
0.7599 |
0.7564 |
0.7474 |
|
R2 |
0.7523 |
0.7523 |
0.7467 |
|
R1 |
0.7488 |
0.7488 |
0.7460 |
0.7506 |
PP |
0.7447 |
0.7447 |
0.7447 |
0.7456 |
S1 |
0.7412 |
0.7412 |
0.7446 |
0.7430 |
S2 |
0.7371 |
0.7371 |
0.7439 |
|
S3 |
0.7295 |
0.7336 |
0.7432 |
|
S4 |
0.7219 |
0.7260 |
0.7411 |
|
|
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 |
0.7483 |
0.7258 |
0.0225 |
3.0% |
0.0080 |
1.1% |
87% |
True |
False |
223 |
10 |
0.7483 |
0.7258 |
0.0225 |
3.0% |
0.0069 |
0.9% |
87% |
True |
False |
271 |
20 |
0.7483 |
0.7170 |
0.0313 |
4.2% |
0.0071 |
0.9% |
91% |
True |
False |
216 |
40 |
0.7619 |
0.7170 |
0.0449 |
6.0% |
0.0064 |
0.9% |
63% |
False |
False |
252 |
60 |
0.7784 |
0.7170 |
0.0614 |
8.2% |
0.0054 |
0.7% |
46% |
False |
False |
199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7806 |
2.618 |
0.7681 |
1.618 |
0.7605 |
1.000 |
0.7559 |
0.618 |
0.7529 |
HIGH |
0.7483 |
0.618 |
0.7453 |
0.500 |
0.7445 |
0.382 |
0.7436 |
LOW |
0.7407 |
0.618 |
0.7360 |
1.000 |
0.7331 |
1.618 |
0.7284 |
2.618 |
0.7208 |
4.250 |
0.7084 |
|
|
Fisher Pivots for day following 08-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7450 |
0.7430 |
PP |
0.7447 |
0.7408 |
S1 |
0.7445 |
0.7385 |
|