CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7536 |
0.7510 |
-0.0026 |
-0.3% |
0.7411 |
| High |
0.7571 |
0.7526 |
-0.0045 |
-0.6% |
0.7568 |
| Low |
0.7507 |
0.7475 |
-0.0032 |
-0.4% |
0.7385 |
| Close |
0.7516 |
0.7516 |
0.0000 |
0.0% |
0.7563 |
| Range |
0.0065 |
0.0051 |
-0.0014 |
-20.9% |
0.0183 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
245 |
251 |
6 |
2.4% |
1,604 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7638 |
0.7544 |
|
| R3 |
0.7608 |
0.7587 |
0.7530 |
|
| R2 |
0.7557 |
0.7557 |
0.7525 |
|
| R1 |
0.7536 |
0.7536 |
0.7520 |
0.7546 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7511 |
| S1 |
0.7485 |
0.7485 |
0.7511 |
0.7495 |
| S2 |
0.7455 |
0.7455 |
0.7506 |
|
| S3 |
0.7404 |
0.7434 |
0.7501 |
|
| S4 |
0.7353 |
0.7383 |
0.7487 |
|
|
| 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 |
0.7475 |
0.0096 |
1.3% |
0.0050 |
0.7% |
42% |
False |
True |
214 |
| 10 |
0.7571 |
0.7287 |
0.0284 |
3.8% |
0.0071 |
0.9% |
80% |
False |
False |
306 |
| 20 |
0.7571 |
0.7231 |
0.0341 |
4.5% |
0.0068 |
0.9% |
84% |
False |
False |
266 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0069 |
0.9% |
86% |
False |
False |
250 |
| 60 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0059 |
0.8% |
60% |
False |
False |
233 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0049 |
0.7% |
51% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7743 |
|
2.618 |
0.7660 |
|
1.618 |
0.7609 |
|
1.000 |
0.7577 |
|
0.618 |
0.7558 |
|
HIGH |
0.7526 |
|
0.618 |
0.7507 |
|
0.500 |
0.7501 |
|
0.382 |
0.7494 |
|
LOW |
0.7475 |
|
0.618 |
0.7443 |
|
1.000 |
0.7424 |
|
1.618 |
0.7392 |
|
2.618 |
0.7341 |
|
4.250 |
0.7258 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7511 |
0.7523 |
| PP |
0.7506 |
0.7521 |
| S1 |
0.7501 |
0.7518 |
|