CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7540 |
0.0026 |
0.3% |
0.7411 |
| High |
0.7568 |
0.7557 |
-0.0011 |
-0.1% |
0.7568 |
| Low |
0.7499 |
0.7526 |
0.0027 |
0.4% |
0.7385 |
| Close |
0.7563 |
0.7538 |
-0.0026 |
-0.3% |
0.7563 |
| Range |
0.0069 |
0.0032 |
-0.0038 |
-54.3% |
0.0183 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
225 |
172 |
-53 |
-23.6% |
1,604 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7635 |
0.7618 |
0.7555 |
|
| R3 |
0.7603 |
0.7586 |
0.7546 |
|
| R2 |
0.7572 |
0.7572 |
0.7543 |
|
| R1 |
0.7555 |
0.7555 |
0.7540 |
0.7547 |
| PP |
0.7540 |
0.7540 |
0.7540 |
0.7536 |
| S1 |
0.7523 |
0.7523 |
0.7535 |
0.7516 |
| S2 |
0.7509 |
0.7509 |
0.7532 |
|
| S3 |
0.7477 |
0.7492 |
0.7529 |
|
| S4 |
0.7446 |
0.7460 |
0.7520 |
|
|
| 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% |
83% |
False |
False |
329 |
| 10 |
0.7568 |
0.7258 |
0.0310 |
4.1% |
0.0077 |
1.0% |
90% |
False |
False |
280 |
| 20 |
0.7568 |
0.7231 |
0.0338 |
4.5% |
0.0069 |
0.9% |
91% |
False |
False |
277 |
| 40 |
0.7568 |
0.7170 |
0.0398 |
5.3% |
0.0069 |
0.9% |
92% |
False |
False |
270 |
| 60 |
0.7746 |
0.7170 |
0.0576 |
7.6% |
0.0058 |
0.8% |
64% |
False |
False |
225 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.0% |
0.0048 |
0.6% |
54% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7691 |
|
2.618 |
0.7639 |
|
1.618 |
0.7608 |
|
1.000 |
0.7589 |
|
0.618 |
0.7576 |
|
HIGH |
0.7557 |
|
0.618 |
0.7545 |
|
0.500 |
0.7541 |
|
0.382 |
0.7538 |
|
LOW |
0.7526 |
|
0.618 |
0.7506 |
|
1.000 |
0.7494 |
|
1.618 |
0.7475 |
|
2.618 |
0.7443 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7541 |
0.7517 |
| PP |
0.7540 |
0.7497 |
| S1 |
0.7539 |
0.7477 |
|