CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 29-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7474 |
0.7426 |
-0.0048 |
-0.6% |
0.7486 |
High |
0.7479 |
0.7467 |
-0.0012 |
-0.2% |
0.7522 |
Low |
0.7422 |
0.7342 |
-0.0081 |
-1.1% |
0.7425 |
Close |
0.7426 |
0.7373 |
-0.0053 |
-0.7% |
0.7487 |
Range |
0.0057 |
0.0126 |
0.0069 |
120.2% |
0.0098 |
ATR |
0.0063 |
0.0067 |
0.0004 |
7.1% |
0.0000 |
Volume |
427 |
2,569 |
2,142 |
501.6% |
1,928 |
|
Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7770 |
0.7697 |
0.7442 |
|
R3 |
0.7645 |
0.7571 |
0.7407 |
|
R2 |
0.7519 |
0.7519 |
0.7396 |
|
R1 |
0.7446 |
0.7446 |
0.7384 |
0.7420 |
PP |
0.7394 |
0.7394 |
0.7394 |
0.7381 |
S1 |
0.7320 |
0.7320 |
0.7361 |
0.7294 |
S2 |
0.7268 |
0.7268 |
0.7349 |
|
S3 |
0.7143 |
0.7195 |
0.7338 |
|
S4 |
0.7017 |
0.7069 |
0.7303 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7770 |
0.7726 |
0.7540 |
|
R3 |
0.7673 |
0.7628 |
0.7513 |
|
R2 |
0.7575 |
0.7575 |
0.7504 |
|
R1 |
0.7531 |
0.7531 |
0.7495 |
0.7553 |
PP |
0.7478 |
0.7478 |
0.7478 |
0.7489 |
S1 |
0.7433 |
0.7433 |
0.7478 |
0.7456 |
S2 |
0.7380 |
0.7380 |
0.7469 |
|
S3 |
0.7283 |
0.7336 |
0.7460 |
|
S4 |
0.7185 |
0.7238 |
0.7433 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7522 |
0.7342 |
0.0181 |
2.4% |
0.0064 |
0.9% |
17% |
False |
True |
963 |
10 |
0.7571 |
0.7342 |
0.0230 |
3.1% |
0.0059 |
0.8% |
14% |
False |
True |
570 |
20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0068 |
0.9% |
37% |
False |
False |
425 |
40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0067 |
0.9% |
50% |
False |
False |
336 |
60 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0062 |
0.8% |
37% |
False |
False |
308 |
80 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0053 |
0.7% |
30% |
False |
False |
244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8000 |
2.618 |
0.7796 |
1.618 |
0.7670 |
1.000 |
0.7593 |
0.618 |
0.7545 |
HIGH |
0.7467 |
0.618 |
0.7419 |
0.500 |
0.7404 |
0.382 |
0.7389 |
LOW |
0.7342 |
0.618 |
0.7264 |
1.000 |
0.7216 |
1.618 |
0.7138 |
2.618 |
0.7013 |
4.250 |
0.6808 |
|
|
Fisher Pivots for day following 29-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7404 |
0.7432 |
PP |
0.7394 |
0.7412 |
S1 |
0.7383 |
0.7392 |
|