CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7373 |
-0.0053 |
-0.7% |
0.7486 |
| High |
0.7467 |
0.7465 |
-0.0002 |
0.0% |
0.7522 |
| Low |
0.7342 |
0.7370 |
0.0028 |
0.4% |
0.7425 |
| Close |
0.7373 |
0.7454 |
0.0082 |
1.1% |
0.7487 |
| Range |
0.0126 |
0.0096 |
-0.0030 |
-23.9% |
0.0098 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0000 |
| Volume |
2,569 |
1,528 |
-1,041 |
-40.5% |
1,928 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7716 |
0.7681 |
0.7507 |
|
| R3 |
0.7621 |
0.7585 |
0.7480 |
|
| R2 |
0.7525 |
0.7525 |
0.7472 |
|
| R1 |
0.7490 |
0.7490 |
0.7463 |
0.7507 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7438 |
| S1 |
0.7394 |
0.7394 |
0.7445 |
0.7412 |
| S2 |
0.7334 |
0.7334 |
0.7436 |
|
| S3 |
0.7239 |
0.7299 |
0.7428 |
|
| S4 |
0.7143 |
0.7203 |
0.7401 |
|
|
| 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% |
0.0074 |
1.0% |
62% |
False |
False |
1,232 |
| 10 |
0.7571 |
0.7342 |
0.0230 |
3.1% |
0.0065 |
0.9% |
49% |
False |
False |
705 |
| 20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0069 |
0.9% |
63% |
False |
False |
494 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0067 |
0.9% |
71% |
False |
False |
373 |
| 60 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0063 |
0.9% |
52% |
False |
False |
332 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0054 |
0.7% |
42% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7715 |
|
1.618 |
0.7620 |
|
1.000 |
0.7561 |
|
0.618 |
0.7524 |
|
HIGH |
0.7465 |
|
0.618 |
0.7429 |
|
0.500 |
0.7417 |
|
0.382 |
0.7406 |
|
LOW |
0.7370 |
|
0.618 |
0.7310 |
|
1.000 |
0.7274 |
|
1.618 |
0.7215 |
|
2.618 |
0.7119 |
|
4.250 |
0.6964 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7442 |
0.7439 |
| PP |
0.7430 |
0.7425 |
| S1 |
0.7417 |
0.7410 |
|