CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 25-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7493 |
0.7507 |
0.0014 |
0.2% |
0.7486 |
High |
0.7503 |
0.7522 |
0.0020 |
0.3% |
0.7522 |
Low |
0.7455 |
0.7478 |
0.0023 |
0.3% |
0.7425 |
Close |
0.7498 |
0.7487 |
-0.0012 |
-0.2% |
0.7487 |
Range |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0098 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
838 |
799 |
-39 |
-4.7% |
1,928 |
|
Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7629 |
0.7602 |
0.7511 |
|
R3 |
0.7584 |
0.7558 |
0.7499 |
|
R2 |
0.7540 |
0.7540 |
0.7495 |
|
R1 |
0.7513 |
0.7513 |
0.7491 |
0.7504 |
PP |
0.7495 |
0.7495 |
0.7495 |
0.7491 |
S1 |
0.7469 |
0.7469 |
0.7482 |
0.7460 |
S2 |
0.7451 |
0.7451 |
0.7478 |
|
S3 |
0.7406 |
0.7424 |
0.7474 |
|
S4 |
0.7362 |
0.7380 |
0.7462 |
|
|
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 |
0.7532 |
0.7425 |
0.0108 |
1.4% |
0.0052 |
0.7% |
58% |
False |
False |
406 |
10 |
0.7571 |
0.7425 |
0.0147 |
2.0% |
0.0051 |
0.7% |
42% |
False |
False |
310 |
20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0064 |
0.8% |
73% |
False |
False |
290 |
40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0066 |
0.9% |
79% |
False |
False |
275 |
60 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0060 |
0.8% |
58% |
False |
False |
260 |
80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0052 |
0.7% |
47% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7639 |
1.618 |
0.7594 |
1.000 |
0.7567 |
0.618 |
0.7550 |
HIGH |
0.7522 |
0.618 |
0.7505 |
0.500 |
0.7500 |
0.382 |
0.7494 |
LOW |
0.7478 |
0.618 |
0.7450 |
1.000 |
0.7433 |
1.618 |
0.7405 |
2.618 |
0.7361 |
4.250 |
0.7288 |
|
|
Fisher Pivots for day following 25-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7500 |
0.7486 |
PP |
0.7495 |
0.7486 |
S1 |
0.7491 |
0.7485 |
|