CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 0.7453 0.7493 0.0040 0.5% 0.7540
High 0.7496 0.7503 0.0007 0.1% 0.7571
Low 0.7449 0.7455 0.0007 0.1% 0.7472
Close 0.7486 0.7498 0.0013 0.2% 0.7486
Range 0.0047 0.0048 0.0001 1.1% 0.0100
ATR 0.0065 0.0064 -0.0001 -2.0% 0.0000
Volume 182 838 656 360.4% 949
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7628 0.7610 0.7524
R3 0.7580 0.7563 0.7511
R2 0.7533 0.7533 0.7507
R1 0.7515 0.7515 0.7502 0.7524
PP 0.7485 0.7485 0.7485 0.7490
S1 0.7468 0.7468 0.7494 0.7477
S2 0.7438 0.7438 0.7489
S3 0.7390 0.7420 0.7485
S4 0.7343 0.7373 0.7472
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 0.7532 0.7425 0.0108 1.4% 0.0053 0.7% 68% False False 296
10 0.7571 0.7385 0.0186 2.5% 0.0060 0.8% 61% False False 336
20 0.7571 0.7258 0.0313 4.2% 0.0064 0.9% 77% False False 265
40 0.7571 0.7170 0.0401 5.3% 0.0067 0.9% 82% False False 265
60 0.7716 0.7170 0.0546 7.3% 0.0060 0.8% 60% False False 251
80 0.7851 0.7170 0.0681 9.1% 0.0051 0.7% 48% False False 197
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 True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7627
1.618 0.7579
1.000 0.7550
0.618 0.7532
HIGH 0.7503
0.618 0.7484
0.500 0.7479
0.382 0.7473
LOW 0.7455
0.618 0.7426
1.000 0.7408
1.618 0.7378
2.618 0.7331
4.250 0.7253
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 0.7492 0.7487
PP 0.7485 0.7475
S1 0.7479 0.7464

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

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