CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 03-Nov-2022
Day Change Summary
Previous Current
02-Nov-2022 03-Nov-2022 Change Change % Previous Week
Open 0.7360 0.7310 -0.0050 -0.7% 0.7334
High 0.7390 0.7320 -0.0070 -0.9% 0.7423
Low 0.7309 0.7258 -0.0051 -0.7% 0.7275
Close 0.7347 0.7300 -0.0047 -0.6% 0.7365
Range 0.0081 0.0062 -0.0019 -23.5% 0.0148
ATR 0.0066 0.0068 0.0002 2.4% 0.0000
Volume 138 135 -3 -2.2% 1,576
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7479 0.7451 0.7334
R3 0.7417 0.7389 0.7317
R2 0.7355 0.7355 0.7311
R1 0.7327 0.7327 0.7305 0.7310
PP 0.7293 0.7293 0.7293 0.7284
S1 0.7265 0.7265 0.7294 0.7248
S2 0.7231 0.7231 0.7288
S3 0.7169 0.7203 0.7282
S4 0.7107 0.7141 0.7265
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 0.7408 0.7258 0.0150 2.0% 0.0061 0.8% 28% False True 141
10 0.7423 0.7231 0.0192 2.6% 0.0066 0.9% 36% False False 227
20 0.7423 0.7170 0.0253 3.5% 0.0064 0.9% 51% False False 190
40 0.7716 0.7170 0.0546 7.5% 0.0062 0.9% 24% False False 245
60 0.7851 0.7170 0.0681 9.3% 0.0051 0.7% 19% False False 186
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7584
2.618 0.7482
1.618 0.7420
1.000 0.7382
0.618 0.7358
HIGH 0.7320
0.618 0.7296
0.500 0.7289
0.382 0.7282
LOW 0.7258
0.618 0.7220
1.000 0.7196
1.618 0.7158
2.618 0.7096
4.250 0.6995
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 0.7296 0.7332
PP 0.7293 0.7321
S1 0.7289 0.7310

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

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