CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7536 |
0.0010 |
0.1% |
0.7411 |
| High |
0.7554 |
0.7571 |
0.0018 |
0.2% |
0.7568 |
| Low |
0.7519 |
0.7507 |
-0.0013 |
-0.2% |
0.7385 |
| Close |
0.7543 |
0.7516 |
-0.0027 |
-0.4% |
0.7563 |
| Range |
0.0035 |
0.0065 |
0.0030 |
87.0% |
0.0183 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
178 |
245 |
67 |
37.6% |
1,604 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7725 |
0.7685 |
0.7551 |
|
| R3 |
0.7660 |
0.7620 |
0.7533 |
|
| R2 |
0.7596 |
0.7596 |
0.7527 |
|
| R1 |
0.7556 |
0.7556 |
0.7521 |
0.7543 |
| PP |
0.7531 |
0.7531 |
0.7531 |
0.7525 |
| S1 |
0.7491 |
0.7491 |
0.7510 |
0.7479 |
| S2 |
0.7467 |
0.7467 |
0.7504 |
|
| S3 |
0.7402 |
0.7427 |
0.7498 |
|
| S4 |
0.7338 |
0.7362 |
0.7480 |
|
|
| 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 |
0.7571 |
0.7385 |
0.0186 |
2.5% |
0.0066 |
0.9% |
70% |
True |
False |
375 |
| 10 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0072 |
1.0% |
82% |
True |
False |
295 |
| 20 |
0.7571 |
0.7231 |
0.0341 |
4.5% |
0.0069 |
0.9% |
84% |
True |
False |
279 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0069 |
0.9% |
86% |
True |
False |
271 |
| 60 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0058 |
0.8% |
60% |
False |
False |
229 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0049 |
0.6% |
51% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7740 |
|
1.618 |
0.7675 |
|
1.000 |
0.7636 |
|
0.618 |
0.7611 |
|
HIGH |
0.7571 |
|
0.618 |
0.7546 |
|
0.500 |
0.7539 |
|
0.382 |
0.7531 |
|
LOW |
0.7507 |
|
0.618 |
0.7467 |
|
1.000 |
0.7442 |
|
1.618 |
0.7402 |
|
2.618 |
0.7338 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7539 |
0.7539 |
| PP |
0.7531 |
0.7531 |
| S1 |
0.7523 |
0.7523 |
|