CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7516 |
0.7486 |
-0.0030 |
-0.4% |
0.7540 |
| High |
0.7532 |
0.7486 |
-0.0047 |
-0.6% |
0.7571 |
| Low |
0.7472 |
0.7425 |
-0.0047 |
-0.6% |
0.7472 |
| Close |
0.7486 |
0.7450 |
-0.0036 |
-0.5% |
0.7486 |
| Range |
0.0061 |
0.0061 |
0.0001 |
0.8% |
0.0100 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
103 |
109 |
6 |
5.8% |
949 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7604 |
0.7484 |
|
| R3 |
0.7575 |
0.7543 |
0.7467 |
|
| R2 |
0.7514 |
0.7514 |
0.7461 |
|
| R1 |
0.7482 |
0.7482 |
0.7456 |
0.7468 |
| PP |
0.7453 |
0.7453 |
0.7453 |
0.7446 |
| S1 |
0.7421 |
0.7421 |
0.7444 |
0.7407 |
| S2 |
0.7392 |
0.7392 |
0.7439 |
|
| S3 |
0.7331 |
0.7360 |
0.7433 |
|
| S4 |
0.7270 |
0.7299 |
0.7416 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7808 |
0.7746 |
0.7540 |
|
| R3 |
0.7708 |
0.7647 |
0.7513 |
|
| R2 |
0.7609 |
0.7609 |
0.7504 |
|
| R1 |
0.7547 |
0.7547 |
0.7495 |
0.7528 |
| PP |
0.7509 |
0.7509 |
0.7509 |
0.7500 |
| S1 |
0.7448 |
0.7448 |
0.7476 |
0.7429 |
| S2 |
0.7410 |
0.7410 |
0.7467 |
|
| S3 |
0.7310 |
0.7348 |
0.7458 |
|
| S4 |
0.7211 |
0.7249 |
0.7431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7571 |
0.7425 |
0.0147 |
2.0% |
0.0054 |
0.7% |
17% |
False |
True |
177 |
| 10 |
0.7571 |
0.7385 |
0.0186 |
2.5% |
0.0065 |
0.9% |
35% |
False |
False |
253 |
| 20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0066 |
0.9% |
61% |
False |
False |
263 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0068 |
0.9% |
70% |
False |
False |
245 |
| 60 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0059 |
0.8% |
51% |
False |
False |
237 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0050 |
0.7% |
41% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7745 |
|
2.618 |
0.7645 |
|
1.618 |
0.7584 |
|
1.000 |
0.7547 |
|
0.618 |
0.7523 |
|
HIGH |
0.7486 |
|
0.618 |
0.7462 |
|
0.500 |
0.7455 |
|
0.382 |
0.7448 |
|
LOW |
0.7425 |
|
0.618 |
0.7387 |
|
1.000 |
0.7364 |
|
1.618 |
0.7326 |
|
2.618 |
0.7265 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7478 |
| PP |
0.7453 |
0.7469 |
| S1 |
0.7452 |
0.7459 |
|