CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 17-Nov-2022
Day Change Summary
Previous Current
16-Nov-2022 17-Nov-2022 Change Change % Previous Week
Open 0.7536 0.7510 -0.0026 -0.3% 0.7411
High 0.7571 0.7526 -0.0045 -0.6% 0.7568
Low 0.7507 0.7475 -0.0032 -0.4% 0.7385
Close 0.7516 0.7516 0.0000 0.0% 0.7563
Range 0.0065 0.0051 -0.0014 -20.9% 0.0183
ATR 0.0069 0.0068 -0.0001 -1.9% 0.0000
Volume 245 251 6 2.4% 1,604
Daily Pivots for day following 17-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7659 0.7638 0.7544
R3 0.7608 0.7587 0.7530
R2 0.7557 0.7557 0.7525
R1 0.7536 0.7536 0.7520 0.7546
PP 0.7506 0.7506 0.7506 0.7511
S1 0.7485 0.7485 0.7511 0.7495
S2 0.7455 0.7455 0.7506
S3 0.7404 0.7434 0.7501
S4 0.7353 0.7383 0.7487
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.8054 0.7992 0.7664
R3 0.7871 0.7809 0.7613
R2 0.7688 0.7688 0.7597
R1 0.7626 0.7626 0.7580 0.7657
PP 0.7505 0.7505 0.7505 0.7521
S1 0.7443 0.7443 0.7546 0.7474
S2 0.7322 0.7322 0.7529
S3 0.7139 0.7260 0.7513
S4 0.6956 0.7077 0.7462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7571 0.7475 0.0096 1.3% 0.0050 0.7% 42% False True 214
10 0.7571 0.7287 0.0284 3.8% 0.0071 0.9% 80% False False 306
20 0.7571 0.7231 0.0341 4.5% 0.0068 0.9% 84% False False 266
40 0.7571 0.7170 0.0401 5.3% 0.0069 0.9% 86% False False 250
60 0.7746 0.7170 0.0576 7.7% 0.0059 0.8% 60% False False 233
80 0.7851 0.7170 0.0681 9.1% 0.0049 0.7% 51% False False 183
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7743
2.618 0.7660
1.618 0.7609
1.000 0.7577
0.618 0.7558
HIGH 0.7526
0.618 0.7507
0.500 0.7501
0.382 0.7494
LOW 0.7475
0.618 0.7443
1.000 0.7424
1.618 0.7392
2.618 0.7341
4.250 0.7258
Fisher Pivots for day following 17-Nov-2022
Pivot 1 day 3 day
R1 0.7511 0.7523
PP 0.7506 0.7521
S1 0.7501 0.7518

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

View Archives - Comment on this page... - Back to Index of Symbols