CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7507 |
0.7474 |
-0.0033 |
-0.4% |
0.7486 |
| High |
0.7522 |
0.7479 |
-0.0043 |
-0.6% |
0.7522 |
| Low |
0.7478 |
0.7422 |
-0.0056 |
-0.7% |
0.7425 |
| Close |
0.7487 |
0.7426 |
-0.0061 |
-0.8% |
0.7487 |
| Range |
0.0045 |
0.0057 |
0.0013 |
28.1% |
0.0098 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
| Volume |
799 |
427 |
-372 |
-46.6% |
1,928 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7576 |
0.7457 |
|
| R3 |
0.7556 |
0.7519 |
0.7441 |
|
| R2 |
0.7499 |
0.7499 |
0.7436 |
|
| R1 |
0.7462 |
0.7462 |
0.7431 |
0.7452 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7437 |
| S1 |
0.7405 |
0.7405 |
0.7420 |
0.7395 |
| S2 |
0.7385 |
0.7385 |
0.7415 |
|
| S3 |
0.7328 |
0.7348 |
0.7410 |
|
| S4 |
0.7271 |
0.7291 |
0.7394 |
|
|
| 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 |
0.7422 |
0.0100 |
1.3% |
0.0051 |
0.7% |
4% |
False |
True |
471 |
| 10 |
0.7571 |
0.7422 |
0.0149 |
2.0% |
0.0050 |
0.7% |
2% |
False |
True |
330 |
| 20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0064 |
0.9% |
54% |
False |
False |
303 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
64% |
False |
False |
274 |
| 60 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0061 |
0.8% |
47% |
False |
False |
266 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0052 |
0.7% |
38% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7628 |
|
1.618 |
0.7571 |
|
1.000 |
0.7536 |
|
0.618 |
0.7514 |
|
HIGH |
0.7479 |
|
0.618 |
0.7457 |
|
0.500 |
0.7451 |
|
0.382 |
0.7444 |
|
LOW |
0.7422 |
|
0.618 |
0.7387 |
|
1.000 |
0.7365 |
|
1.618 |
0.7330 |
|
2.618 |
0.7273 |
|
4.250 |
0.7180 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7472 |
| PP |
0.7442 |
0.7457 |
| S1 |
0.7434 |
0.7441 |
|