CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 31-Oct-2022
Day Change Summary
Previous Current
28-Oct-2022 31-Oct-2022 Change Change % Previous Week
Open 0.7399 0.7359 -0.0040 -0.5% 0.7334
High 0.7408 0.7360 -0.0048 -0.6% 0.7423
Low 0.7350 0.7325 -0.0025 -0.3% 0.7275
Close 0.7365 0.7354 -0.0011 -0.1% 0.7365
Range 0.0058 0.0035 -0.0023 -39.1% 0.0148
ATR 0.0067 0.0065 -0.0002 -2.9% 0.0000
Volume 154 136 -18 -11.7% 1,576
Daily Pivots for day following 31-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7451 0.7438 0.7373
R3 0.7416 0.7403 0.7364
R2 0.7381 0.7381 0.7360
R1 0.7368 0.7368 0.7357 0.7357
PP 0.7346 0.7346 0.7346 0.7341
S1 0.7333 0.7333 0.7351 0.7322
S2 0.7311 0.7311 0.7348
S3 0.7276 0.7298 0.7344
S4 0.7241 0.7263 0.7335
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7797 0.7728 0.7446
R3 0.7649 0.7581 0.7405
R2 0.7502 0.7502 0.7392
R1 0.7433 0.7433 0.7378 0.7467
PP 0.7354 0.7354 0.7354 0.7371
S1 0.7286 0.7286 0.7351 0.7320
S2 0.7207 0.7207 0.7337
S3 0.7059 0.7138 0.7324
S4 0.6912 0.6991 0.7283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7423 0.7302 0.0121 1.6% 0.0055 0.7% 43% False False 313
10 0.7423 0.7231 0.0192 2.6% 0.0061 0.8% 64% False False 273
20 0.7423 0.7170 0.0253 3.4% 0.0065 0.9% 73% False False 247
40 0.7716 0.7170 0.0546 7.4% 0.0059 0.8% 34% False False 249
60 0.7851 0.7170 0.0681 9.3% 0.0048 0.7% 27% False False 183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7509
2.618 0.7452
1.618 0.7417
1.000 0.7395
0.618 0.7382
HIGH 0.7360
0.618 0.7347
0.500 0.7343
0.382 0.7338
LOW 0.7325
0.618 0.7303
1.000 0.7290
1.618 0.7268
2.618 0.7233
4.250 0.7176
Fisher Pivots for day following 31-Oct-2022
Pivot 1 day 3 day
R1 0.7350 0.7374
PP 0.7346 0.7367
S1 0.7343 0.7361

These figures are updated between 7pm and 10pm EST after a trading day.

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