CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7526 |
-0.0014 |
-0.2% |
0.7411 |
| High |
0.7557 |
0.7554 |
-0.0004 |
0.0% |
0.7568 |
| Low |
0.7526 |
0.7519 |
-0.0007 |
-0.1% |
0.7385 |
| Close |
0.7538 |
0.7543 |
0.0005 |
0.1% |
0.7563 |
| Range |
0.0032 |
0.0035 |
0.0003 |
9.5% |
0.0183 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
172 |
178 |
6 |
3.5% |
1,604 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7642 |
0.7627 |
0.7561 |
|
| R3 |
0.7607 |
0.7592 |
0.7552 |
|
| R2 |
0.7573 |
0.7573 |
0.7549 |
|
| R1 |
0.7558 |
0.7558 |
0.7546 |
0.7565 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7542 |
| S1 |
0.7523 |
0.7523 |
0.7539 |
0.7531 |
| S2 |
0.7504 |
0.7504 |
0.7536 |
|
| S3 |
0.7469 |
0.7489 |
0.7533 |
|
| S4 |
0.7435 |
0.7454 |
0.7524 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.7992 |
0.7664 |
|
| R3 |
0.7871 |
0.7809 |
0.7613 |
|
| R2 |
0.7688 |
0.7688 |
0.7597 |
|
| R1 |
0.7626 |
0.7626 |
0.7580 |
0.7657 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7521 |
| S1 |
0.7443 |
0.7443 |
0.7546 |
0.7474 |
| S2 |
0.7322 |
0.7322 |
0.7529 |
|
| S3 |
0.7139 |
0.7260 |
0.7513 |
|
| S4 |
0.6956 |
0.7077 |
0.7462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7568 |
0.7385 |
0.0183 |
2.4% |
0.0067 |
0.9% |
86% |
False |
False |
345 |
| 10 |
0.7568 |
0.7258 |
0.0310 |
4.1% |
0.0073 |
1.0% |
92% |
False |
False |
284 |
| 20 |
0.7568 |
0.7231 |
0.0338 |
4.5% |
0.0067 |
0.9% |
92% |
False |
False |
283 |
| 40 |
0.7568 |
0.7170 |
0.0398 |
5.3% |
0.0069 |
0.9% |
94% |
False |
False |
272 |
| 60 |
0.7746 |
0.7170 |
0.0576 |
7.6% |
0.0058 |
0.8% |
65% |
False |
False |
226 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.0% |
0.0048 |
0.6% |
55% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7700 |
|
2.618 |
0.7644 |
|
1.618 |
0.7609 |
|
1.000 |
0.7588 |
|
0.618 |
0.7575 |
|
HIGH |
0.7554 |
|
0.618 |
0.7540 |
|
0.500 |
0.7536 |
|
0.382 |
0.7532 |
|
LOW |
0.7519 |
|
0.618 |
0.7498 |
|
1.000 |
0.7485 |
|
1.618 |
0.7463 |
|
2.618 |
0.7429 |
|
4.250 |
0.7372 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7540 |
| PP |
0.7538 |
0.7537 |
| S1 |
0.7536 |
0.7534 |
|