CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 05-Dec-2022
Day Change Summary
Previous Current
02-Dec-2022 05-Dec-2022 Change Change % Previous Week
Open 0.7454 0.7438 -0.0016 -0.2% 0.7474
High 0.7463 0.7482 0.0020 0.3% 0.7479
Low 0.7411 0.7362 -0.0049 -0.7% 0.7342
Close 0.7442 0.7368 -0.0074 -1.0% 0.7442
Range 0.0052 0.0120 0.0068 130.8% 0.0138
ATR 0.0066 0.0070 0.0004 5.8% 0.0000
Volume 2,222 2,329 107 4.8% 8,038
Daily Pivots for day following 05-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7764 0.7686 0.7434
R3 0.7644 0.7566 0.7401
R2 0.7524 0.7524 0.7390
R1 0.7446 0.7446 0.7379 0.7425
PP 0.7404 0.7404 0.7404 0.7394
S1 0.7326 0.7326 0.7357 0.7305
S2 0.7284 0.7284 0.7346
S3 0.7164 0.7206 0.7335
S4 0.7044 0.7086 0.7302
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 0.7482 0.7342 0.0141 1.9% 0.0087 1.2% 19% True False 1,988
10 0.7522 0.7342 0.0181 2.4% 0.0069 0.9% 15% False False 1,229
20 0.7571 0.7342 0.0230 3.1% 0.0065 0.9% 12% False False 742
40 0.7571 0.7170 0.0401 5.4% 0.0067 0.9% 49% False False 479
60 0.7716 0.7170 0.0546 7.4% 0.0065 0.9% 36% False False 418
80 0.7851 0.7170 0.0681 9.2% 0.0056 0.8% 29% False False 333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7796
1.618 0.7676
1.000 0.7602
0.618 0.7556
HIGH 0.7482
0.618 0.7436
0.500 0.7422
0.382 0.7408
LOW 0.7362
0.618 0.7288
1.000 0.7242
1.618 0.7168
2.618 0.7048
4.250 0.6852
Fisher Pivots for day following 05-Dec-2022
Pivot 1 day 3 day
R1 0.7422 0.7422
PP 0.7404 0.7404
S1 0.7386 0.7386

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

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