CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7456 |
0.7402 |
-0.0054 |
-0.7% |
0.7359 |
| High |
0.7467 |
0.7517 |
0.0051 |
0.7% |
0.7438 |
| Low |
0.7399 |
0.7385 |
-0.0014 |
-0.2% |
0.7258 |
| Close |
0.7402 |
0.7505 |
0.0103 |
1.4% |
0.7436 |
| Range |
0.0068 |
0.0132 |
0.0064 |
94.1% |
0.0180 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
6.2% |
0.0000 |
| Volume |
97 |
1,057 |
960 |
989.7% |
1,169 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7817 |
0.7577 |
|
| R3 |
0.7733 |
0.7685 |
0.7541 |
|
| R2 |
0.7601 |
0.7601 |
0.7529 |
|
| R1 |
0.7553 |
0.7553 |
0.7517 |
0.7577 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7481 |
| S1 |
0.7421 |
0.7421 |
0.7492 |
0.7445 |
| S2 |
0.7337 |
0.7337 |
0.7480 |
|
| S3 |
0.7205 |
0.7289 |
0.7468 |
|
| S4 |
0.7073 |
0.7157 |
0.7432 |
|
|
| 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 |
0.7517 |
0.7287 |
0.0230 |
3.1% |
0.0091 |
1.2% |
95% |
True |
False |
399 |
| 10 |
0.7517 |
0.7258 |
0.0259 |
3.5% |
0.0076 |
1.0% |
95% |
True |
False |
270 |
| 20 |
0.7517 |
0.7210 |
0.0307 |
4.1% |
0.0073 |
1.0% |
96% |
True |
False |
263 |
| 40 |
0.7556 |
0.7170 |
0.0386 |
5.1% |
0.0068 |
0.9% |
87% |
False |
False |
268 |
| 60 |
0.7754 |
0.7170 |
0.0584 |
7.8% |
0.0057 |
0.8% |
57% |
False |
False |
219 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0047 |
0.6% |
49% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8078 |
|
2.618 |
0.7863 |
|
1.618 |
0.7731 |
|
1.000 |
0.7649 |
|
0.618 |
0.7599 |
|
HIGH |
0.7517 |
|
0.618 |
0.7467 |
|
0.500 |
0.7451 |
|
0.382 |
0.7435 |
|
LOW |
0.7385 |
|
0.618 |
0.7303 |
|
1.000 |
0.7253 |
|
1.618 |
0.7171 |
|
2.618 |
0.7039 |
|
4.250 |
0.6824 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7487 |
| PP |
0.7469 |
0.7469 |
| S1 |
0.7451 |
0.7451 |
|