CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7411 |
0.7456 |
0.0045 |
0.6% |
0.7359 |
| High |
0.7483 |
0.7467 |
-0.0016 |
-0.2% |
0.7438 |
| Low |
0.7407 |
0.7399 |
-0.0008 |
-0.1% |
0.7258 |
| Close |
0.7453 |
0.7402 |
-0.0051 |
-0.7% |
0.7436 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-10.5% |
0.0180 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
95 |
97 |
2 |
2.1% |
1,169 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7582 |
0.7439 |
|
| R3 |
0.7558 |
0.7514 |
0.7421 |
|
| R2 |
0.7490 |
0.7490 |
0.7414 |
|
| R1 |
0.7446 |
0.7446 |
0.7408 |
0.7434 |
| PP |
0.7422 |
0.7422 |
0.7422 |
0.7416 |
| S1 |
0.7378 |
0.7378 |
0.7396 |
0.7366 |
| S2 |
0.7354 |
0.7354 |
0.7390 |
|
| S3 |
0.7286 |
0.7310 |
0.7383 |
|
| S4 |
0.7218 |
0.7242 |
0.7365 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7916 |
0.7855 |
0.7534 |
|
| R3 |
0.7736 |
0.7676 |
0.7485 |
|
| R2 |
0.7557 |
0.7557 |
0.7468 |
|
| R1 |
0.7496 |
0.7496 |
0.7452 |
0.7526 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7392 |
| S1 |
0.7317 |
0.7317 |
0.7419 |
0.7347 |
| S2 |
0.7198 |
0.7198 |
0.7403 |
|
| S3 |
0.7018 |
0.7137 |
0.7386 |
|
| S4 |
0.6839 |
0.6958 |
0.7337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7483 |
0.7258 |
0.0225 |
3.0% |
0.0077 |
1.0% |
64% |
False |
False |
215 |
| 10 |
0.7483 |
0.7258 |
0.0225 |
3.0% |
0.0068 |
0.9% |
64% |
False |
False |
195 |
| 20 |
0.7483 |
0.7170 |
0.0313 |
4.2% |
0.0073 |
1.0% |
74% |
False |
False |
219 |
| 40 |
0.7604 |
0.7170 |
0.0434 |
5.9% |
0.0065 |
0.9% |
53% |
False |
False |
253 |
| 60 |
0.7754 |
0.7170 |
0.0584 |
7.9% |
0.0055 |
0.7% |
40% |
False |
False |
201 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0046 |
0.6% |
34% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7756 |
|
2.618 |
0.7645 |
|
1.618 |
0.7577 |
|
1.000 |
0.7535 |
|
0.618 |
0.7509 |
|
HIGH |
0.7467 |
|
0.618 |
0.7441 |
|
0.500 |
0.7433 |
|
0.382 |
0.7424 |
|
LOW |
0.7399 |
|
0.618 |
0.7356 |
|
1.000 |
0.7331 |
|
1.618 |
0.7288 |
|
2.618 |
0.7220 |
|
4.250 |
0.7110 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7441 |
| PP |
0.7422 |
0.7428 |
| S1 |
0.7412 |
0.7415 |
|