CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7453 |
0.7493 |
0.0040 |
0.5% |
0.7540 |
| High |
0.7496 |
0.7503 |
0.0007 |
0.1% |
0.7571 |
| Low |
0.7449 |
0.7455 |
0.0007 |
0.1% |
0.7472 |
| Close |
0.7486 |
0.7498 |
0.0013 |
0.2% |
0.7486 |
| Range |
0.0047 |
0.0048 |
0.0001 |
1.1% |
0.0100 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
182 |
838 |
656 |
360.4% |
949 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7610 |
0.7524 |
|
| R3 |
0.7580 |
0.7563 |
0.7511 |
|
| R2 |
0.7533 |
0.7533 |
0.7507 |
|
| R1 |
0.7515 |
0.7515 |
0.7502 |
0.7524 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7490 |
| S1 |
0.7468 |
0.7468 |
0.7494 |
0.7477 |
| S2 |
0.7438 |
0.7438 |
0.7489 |
|
| S3 |
0.7390 |
0.7420 |
0.7485 |
|
| S4 |
0.7343 |
0.7373 |
0.7472 |
|
|
| 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 |
0.7532 |
0.7425 |
0.0108 |
1.4% |
0.0053 |
0.7% |
68% |
False |
False |
296 |
| 10 |
0.7571 |
0.7385 |
0.0186 |
2.5% |
0.0060 |
0.8% |
61% |
False |
False |
336 |
| 20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0064 |
0.9% |
77% |
False |
False |
265 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.3% |
0.0067 |
0.9% |
82% |
False |
False |
265 |
| 60 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0060 |
0.8% |
60% |
False |
False |
251 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0051 |
0.7% |
48% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7704 |
|
2.618 |
0.7627 |
|
1.618 |
0.7579 |
|
1.000 |
0.7550 |
|
0.618 |
0.7532 |
|
HIGH |
0.7503 |
|
0.618 |
0.7484 |
|
0.500 |
0.7479 |
|
0.382 |
0.7473 |
|
LOW |
0.7455 |
|
0.618 |
0.7426 |
|
1.000 |
0.7408 |
|
1.618 |
0.7378 |
|
2.618 |
0.7331 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7492 |
0.7487 |
| PP |
0.7485 |
0.7475 |
| S1 |
0.7479 |
0.7464 |
|