CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 0.7486 0.7453 -0.0033 -0.4% 0.7540
High 0.7486 0.7496 0.0010 0.1% 0.7571
Low 0.7425 0.7449 0.0024 0.3% 0.7472
Close 0.7450 0.7486 0.0036 0.5% 0.7486
Range 0.0061 0.0047 -0.0014 -23.0% 0.0100
ATR 0.0067 0.0065 -0.0001 -2.1% 0.0000
Volume 109 182 73 67.0% 949
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7618 0.7599 0.7511
R3 0.7571 0.7552 0.7498
R2 0.7524 0.7524 0.7494
R1 0.7505 0.7505 0.7490 0.7514
PP 0.7477 0.7477 0.7477 0.7481
S1 0.7458 0.7458 0.7481 0.7467
S2 0.7430 0.7430 0.7477
S3 0.7383 0.7411 0.7473
S4 0.7336 0.7364 0.7460
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% 0.0057 0.8% 42% False False 178
10 0.7571 0.7385 0.0186 2.5% 0.0062 0.8% 54% False False 261
20 0.7571 0.7258 0.0313 4.2% 0.0065 0.9% 73% False False 266
40 0.7571 0.7170 0.0401 5.4% 0.0068 0.9% 79% False False 247
60 0.7716 0.7170 0.0546 7.3% 0.0059 0.8% 58% False False 237
80 0.7851 0.7170 0.0681 9.1% 0.0051 0.7% 46% False False 187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7619
1.618 0.7572
1.000 0.7543
0.618 0.7525
HIGH 0.7496
0.618 0.7478
0.500 0.7472
0.382 0.7466
LOW 0.7449
0.618 0.7419
1.000 0.7402
1.618 0.7372
2.618 0.7325
4.250 0.7249
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 0.7481 0.7483
PP 0.7477 0.7481
S1 0.7472 0.7478

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

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