CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 08-Nov-2022
Day Change Summary
Previous Current
07-Nov-2022 08-Nov-2022 Change Change % Previous Week
Open 0.7411 0.7411 0.0000 0.0% 0.7359
High 0.7439 0.7483 0.0044 0.6% 0.7438
Low 0.7409 0.7407 -0.0003 0.0% 0.7258
Close 0.7425 0.7453 0.0029 0.4% 0.7436
Range 0.0030 0.0076 0.0047 157.6% 0.0180
ATR 0.0071 0.0071 0.0000 0.5% 0.0000
Volume 130 95 -35 -26.9% 1,169
Daily Pivots for day following 08-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7675 0.7640 0.7495
R3 0.7599 0.7564 0.7474
R2 0.7523 0.7523 0.7467
R1 0.7488 0.7488 0.7460 0.7506
PP 0.7447 0.7447 0.7447 0.7456
S1 0.7412 0.7412 0.7446 0.7430
S2 0.7371 0.7371 0.7439
S3 0.7295 0.7336 0.7432
S4 0.7219 0.7260 0.7411
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7916 0.7855 0.7534
R3 0.7736 0.7676 0.7485
R2 0.7557 0.7557 0.7468
R1 0.7496 0.7496 0.7452 0.7526
PP 0.7377 0.7377 0.7377 0.7392
S1 0.7317 0.7317 0.7419 0.7347
S2 0.7198 0.7198 0.7403
S3 0.7018 0.7137 0.7386
S4 0.6839 0.6958 0.7337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7483 0.7258 0.0225 3.0% 0.0080 1.1% 87% True False 223
10 0.7483 0.7258 0.0225 3.0% 0.0069 0.9% 87% True False 271
20 0.7483 0.7170 0.0313 4.2% 0.0071 0.9% 91% True False 216
40 0.7619 0.7170 0.0449 6.0% 0.0064 0.9% 63% False False 252
60 0.7784 0.7170 0.0614 8.2% 0.0054 0.7% 46% False False 199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7806
2.618 0.7681
1.618 0.7605
1.000 0.7559
0.618 0.7529
HIGH 0.7483
0.618 0.7453
0.500 0.7445
0.382 0.7436
LOW 0.7407
0.618 0.7360
1.000 0.7331
1.618 0.7284
2.618 0.7208
4.250 0.7084
Fisher Pivots for day following 08-Nov-2022
Pivot 1 day 3 day
R1 0.7450 0.7430
PP 0.7447 0.7408
S1 0.7445 0.7385

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

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