The closed circulatory system is more efficient. Since blood circulates only inside blood vessels it can do it with more pressure reaching farther distances between the organs where hematosis happens and the peripheral tissues. In addition the circulatory speed also heightens making possible more oxygen supply to great consuming tissues, like the muscle tissues that then can perform faster movements. Animals with an open circulatory system (with the exception of insects that do gas exchange independently from the circulation) are generally slower and have a low metabolic rate.

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What is the difference between octopuses and mussels regarding their circulatory systems?

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