CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 29-Nov-2022
Day Change Summary
Previous Current
28-Nov-2022 29-Nov-2022 Change Change % Previous Week
Open 0.7474 0.7426 -0.0048 -0.6% 0.7486
High 0.7479 0.7467 -0.0012 -0.2% 0.7522
Low 0.7422 0.7342 -0.0081 -1.1% 0.7425
Close 0.7426 0.7373 -0.0053 -0.7% 0.7487
Range 0.0057 0.0126 0.0069 120.2% 0.0098
ATR 0.0063 0.0067 0.0004 7.1% 0.0000
Volume 427 2,569 2,142 501.6% 1,928
Daily Pivots for day following 29-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7770 0.7697 0.7442
R3 0.7645 0.7571 0.7407
R2 0.7519 0.7519 0.7396
R1 0.7446 0.7446 0.7384 0.7420
PP 0.7394 0.7394 0.7394 0.7381
S1 0.7320 0.7320 0.7361 0.7294
S2 0.7268 0.7268 0.7349
S3 0.7143 0.7195 0.7338
S4 0.7017 0.7069 0.7303
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 0.7522 0.7342 0.0181 2.4% 0.0064 0.9% 17% False True 963
10 0.7571 0.7342 0.0230 3.1% 0.0059 0.8% 14% False True 570
20 0.7571 0.7258 0.0313 4.2% 0.0068 0.9% 37% False False 425
40 0.7571 0.7170 0.0401 5.4% 0.0067 0.9% 50% False False 336
60 0.7716 0.7170 0.0546 7.4% 0.0062 0.8% 37% False False 308
80 0.7851 0.7170 0.0681 9.2% 0.0053 0.7% 30% False False 244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8000
2.618 0.7796
1.618 0.7670
1.000 0.7593
0.618 0.7545
HIGH 0.7467
0.618 0.7419
0.500 0.7404
0.382 0.7389
LOW 0.7342
0.618 0.7264
1.000 0.7216
1.618 0.7138
2.618 0.7013
4.250 0.6808
Fisher Pivots for day following 29-Nov-2022
Pivot 1 day 3 day
R1 0.7404 0.7432
PP 0.7394 0.7412
S1 0.7383 0.7392

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

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