CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 0.7493 0.7507 0.0014 0.2% 0.7486
High 0.7503 0.7522 0.0020 0.3% 0.7522
Low 0.7455 0.7478 0.0023 0.3% 0.7425
Close 0.7498 0.7487 -0.0012 -0.2% 0.7487
Range 0.0048 0.0045 -0.0003 -6.3% 0.0098
ATR 0.0064 0.0063 -0.0001 -2.2% 0.0000
Volume 838 799 -39 -4.7% 1,928
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7629 0.7602 0.7511
R3 0.7584 0.7558 0.7499
R2 0.7540 0.7540 0.7495
R1 0.7513 0.7513 0.7491 0.7504
PP 0.7495 0.7495 0.7495 0.7491
S1 0.7469 0.7469 0.7482 0.7460
S2 0.7451 0.7451 0.7478
S3 0.7406 0.7424 0.7474
S4 0.7362 0.7380 0.7462
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7770 0.7726 0.7540
R3 0.7673 0.7628 0.7513
R2 0.7575 0.7575 0.7504
R1 0.7531 0.7531 0.7495 0.7553
PP 0.7478 0.7478 0.7478 0.7489
S1 0.7433 0.7433 0.7478 0.7456
S2 0.7380 0.7380 0.7469
S3 0.7283 0.7336 0.7460
S4 0.7185 0.7238 0.7433
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% 0.0052 0.7% 58% False False 406
10 0.7571 0.7425 0.0147 2.0% 0.0051 0.7% 42% False False 310
20 0.7571 0.7258 0.0313 4.2% 0.0064 0.8% 73% False False 290
40 0.7571 0.7170 0.0401 5.4% 0.0066 0.9% 79% False False 275
60 0.7716 0.7170 0.0546 7.3% 0.0060 0.8% 58% False False 260
80 0.7851 0.7170 0.0681 9.1% 0.0052 0.7% 47% False False 207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7711
2.618 0.7639
1.618 0.7594
1.000 0.7567
0.618 0.7550
HIGH 0.7522
0.618 0.7505
0.500 0.7500
0.382 0.7494
LOW 0.7478
0.618 0.7450
1.000 0.7433
1.618 0.7405
2.618 0.7361
4.250 0.7288
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 0.7500 0.7486
PP 0.7495 0.7486
S1 0.7491 0.7485

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

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