CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 0.7516 0.7486 -0.0030 -0.4% 0.7540
High 0.7532 0.7486 -0.0047 -0.6% 0.7571
Low 0.7472 0.7425 -0.0047 -0.6% 0.7472
Close 0.7486 0.7450 -0.0036 -0.5% 0.7486
Range 0.0061 0.0061 0.0001 0.8% 0.0100
ATR 0.0067 0.0067 0.0000 -0.7% 0.0000
Volume 103 109 6 5.8% 949
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7636 0.7604 0.7484
R3 0.7575 0.7543 0.7467
R2 0.7514 0.7514 0.7461
R1 0.7482 0.7482 0.7456 0.7468
PP 0.7453 0.7453 0.7453 0.7446
S1 0.7421 0.7421 0.7444 0.7407
S2 0.7392 0.7392 0.7439
S3 0.7331 0.7360 0.7433
S4 0.7270 0.7299 0.7416
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7808 0.7746 0.7540
R3 0.7708 0.7647 0.7513
R2 0.7609 0.7609 0.7504
R1 0.7547 0.7547 0.7495 0.7528
PP 0.7509 0.7509 0.7509 0.7500
S1 0.7448 0.7448 0.7476 0.7429
S2 0.7410 0.7410 0.7467
S3 0.7310 0.7348 0.7458
S4 0.7211 0.7249 0.7431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7571 0.7425 0.0147 2.0% 0.0054 0.7% 17% False True 177
10 0.7571 0.7385 0.0186 2.5% 0.0065 0.9% 35% False False 253
20 0.7571 0.7258 0.0313 4.2% 0.0066 0.9% 61% False False 263
40 0.7571 0.7170 0.0401 5.4% 0.0068 0.9% 70% False False 245
60 0.7716 0.7170 0.0546 7.3% 0.0059 0.8% 51% False False 237
80 0.7851 0.7170 0.0681 9.1% 0.0050 0.7% 41% False False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7745
2.618 0.7645
1.618 0.7584
1.000 0.7547
0.618 0.7523
HIGH 0.7486
0.618 0.7462
0.500 0.7455
0.382 0.7448
LOW 0.7425
0.618 0.7387
1.000 0.7364
1.618 0.7326
2.618 0.7265
4.250 0.7165
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 0.7455 0.7478
PP 0.7453 0.7469
S1 0.7452 0.7459

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

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