CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 0.7462 0.7454 -0.0009 -0.1% 0.7474
High 0.7477 0.7463 -0.0014 -0.2% 0.7479
Low 0.7436 0.7411 -0.0026 -0.3% 0.7342
Close 0.7460 0.7442 -0.0019 -0.2% 0.7442
Range 0.0041 0.0052 0.0012 28.4% 0.0138
ATR 0.0067 0.0066 -0.0001 -1.6% 0.0000
Volume 1,292 2,222 930 72.0% 8,038
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7594 0.7570 0.7470
R3 0.7542 0.7518 0.7456
R2 0.7490 0.7490 0.7451
R1 0.7466 0.7466 0.7446 0.7452
PP 0.7438 0.7438 0.7438 0.7431
S1 0.7414 0.7414 0.7437 0.7400
S2 0.7386 0.7386 0.7432
S3 0.7334 0.7362 0.7427
S4 0.7282 0.7310 0.7413
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7833 0.7775 0.7517
R3 0.7696 0.7637 0.7479
R2 0.7558 0.7558 0.7467
R1 0.7500 0.7500 0.7454 0.7460
PP 0.7421 0.7421 0.7421 0.7401
S1 0.7362 0.7362 0.7429 0.7323
S2 0.7283 0.7283 0.7416
S3 0.7146 0.7225 0.7404
S4 0.7008 0.7087 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7479 0.7342 0.0138 1.8% 0.0074 1.0% 73% False False 1,607
10 0.7532 0.7342 0.0191 2.6% 0.0063 0.8% 52% False False 1,006
20 0.7571 0.7287 0.0284 3.8% 0.0067 0.9% 54% False False 656
40 0.7571 0.7170 0.0401 5.4% 0.0065 0.9% 68% False False 423
60 0.7716 0.7170 0.0546 7.3% 0.0064 0.9% 50% False False 382
80 0.7851 0.7170 0.0681 9.1% 0.0055 0.7% 40% False False 304
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7684
2.618 0.7599
1.618 0.7547
1.000 0.7515
0.618 0.7495
HIGH 0.7463
0.618 0.7443
0.500 0.7437
0.382 0.7430
LOW 0.7411
0.618 0.7378
1.000 0.7359
1.618 0.7326
2.618 0.7274
4.250 0.7190
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 0.7440 0.7435
PP 0.7438 0.7429
S1 0.7437 0.7423

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

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