CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7402 |
0.7514 |
0.0113 |
1.5% |
0.7411 |
| High |
0.7517 |
0.7568 |
0.0051 |
0.7% |
0.7568 |
| Low |
0.7385 |
0.7499 |
0.0114 |
1.5% |
0.7385 |
| Close |
0.7505 |
0.7563 |
0.0059 |
0.8% |
0.7563 |
| Range |
0.0132 |
0.0069 |
-0.0063 |
-47.7% |
0.0183 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,057 |
225 |
-832 |
-78.7% |
1,604 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7726 |
0.7601 |
|
| R3 |
0.7681 |
0.7657 |
0.7582 |
|
| R2 |
0.7612 |
0.7612 |
0.7576 |
|
| R1 |
0.7588 |
0.7588 |
0.7569 |
0.7600 |
| PP |
0.7543 |
0.7543 |
0.7543 |
0.7550 |
| S1 |
0.7519 |
0.7519 |
0.7557 |
0.7531 |
| S2 |
0.7474 |
0.7474 |
0.7550 |
|
| S3 |
0.7405 |
0.7450 |
0.7544 |
|
| S4 |
0.7336 |
0.7381 |
0.7525 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.7992 |
0.7664 |
|
| R3 |
0.7871 |
0.7809 |
0.7613 |
|
| R2 |
0.7688 |
0.7688 |
0.7597 |
|
| R1 |
0.7626 |
0.7626 |
0.7580 |
0.7657 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7521 |
| S1 |
0.7443 |
0.7443 |
0.7546 |
0.7474 |
| S2 |
0.7322 |
0.7322 |
0.7529 |
|
| S3 |
0.7139 |
0.7260 |
0.7513 |
|
| S4 |
0.6956 |
0.7077 |
0.7462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7568 |
0.7385 |
0.0183 |
2.4% |
0.0075 |
1.0% |
97% |
True |
False |
320 |
| 10 |
0.7568 |
0.7258 |
0.0310 |
4.1% |
0.0077 |
1.0% |
98% |
True |
False |
277 |
| 20 |
0.7568 |
0.7224 |
0.0344 |
4.5% |
0.0072 |
0.9% |
99% |
True |
False |
270 |
| 40 |
0.7568 |
0.7170 |
0.0398 |
5.3% |
0.0069 |
0.9% |
99% |
True |
False |
267 |
| 60 |
0.7746 |
0.7170 |
0.0576 |
7.6% |
0.0058 |
0.8% |
68% |
False |
False |
222 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.0% |
0.0048 |
0.6% |
58% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7861 |
|
2.618 |
0.7749 |
|
1.618 |
0.7680 |
|
1.000 |
0.7637 |
|
0.618 |
0.7611 |
|
HIGH |
0.7568 |
|
0.618 |
0.7542 |
|
0.500 |
0.7534 |
|
0.382 |
0.7525 |
|
LOW |
0.7499 |
|
0.618 |
0.7456 |
|
1.000 |
0.7430 |
|
1.618 |
0.7387 |
|
2.618 |
0.7318 |
|
4.250 |
0.7206 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7534 |
| PP |
0.7543 |
0.7505 |
| S1 |
0.7534 |
0.7477 |
|