CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 01-Nov-2022
Day Change Summary
Previous Current
31-Oct-2022 01-Nov-2022 Change Change % Previous Week
Open 0.7359 0.7355 -0.0004 -0.1% 0.7334
High 0.7360 0.7405 0.0045 0.6% 0.7423
Low 0.7325 0.7336 0.0011 0.2% 0.7275
Close 0.7354 0.7358 0.0004 0.0% 0.7365
Range 0.0035 0.0069 0.0034 97.1% 0.0148
ATR 0.0065 0.0065 0.0000 0.5% 0.0000
Volume 136 142 6 4.4% 1,576
Daily Pivots for day following 01-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7573 0.7534 0.7395
R3 0.7504 0.7465 0.7376
R2 0.7435 0.7435 0.7370
R1 0.7396 0.7396 0.7364 0.7416
PP 0.7366 0.7366 0.7366 0.7376
S1 0.7327 0.7327 0.7351 0.7347
S2 0.7297 0.7297 0.7345
S3 0.7228 0.7258 0.7339
S4 0.7159 0.7189 0.7320
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 0.7325 0.0098 1.3% 0.0057 0.8% 33% False False 319
10 0.7423 0.7231 0.0192 2.6% 0.0061 0.8% 66% False False 282
20 0.7423 0.7170 0.0253 3.4% 0.0065 0.9% 74% False False 251
40 0.7716 0.7170 0.0546 7.4% 0.0060 0.8% 34% False False 251
60 0.7851 0.7170 0.0681 9.2% 0.0049 0.7% 28% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7698
2.618 0.7586
1.618 0.7517
1.000 0.7474
0.618 0.7448
HIGH 0.7405
0.618 0.7379
0.500 0.7371
0.382 0.7362
LOW 0.7336
0.618 0.7293
1.000 0.7267
1.618 0.7224
2.618 0.7155
4.250 0.7043
Fisher Pivots for day following 01-Nov-2022
Pivot 1 day 3 day
R1 0.7371 0.7366
PP 0.7366 0.7363
S1 0.7362 0.7360

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

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