CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 03-Nov-2022
Day Change Summary
Previous Current
02-Nov-2022 03-Nov-2022 Change Change % Previous Week
Open 0.7393 0.7299 -0.0094 -1.3% 0.7307
High 0.7393 0.7317 -0.0076 -1.0% 0.7432
Low 0.7326 0.7280 -0.0046 -0.6% 0.7291
Close 0.7363 0.7314 -0.0049 -0.7% 0.7381
Range 0.0067 0.0037 -0.0030 -44.4% 0.0141
ATR 0.0052 0.0054 0.0002 4.1% 0.0000
Volume 36 88 52 144.4% 155
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7415 0.7401 0.7334
R3 0.7378 0.7364 0.7324
R2 0.7341 0.7341 0.7321
R1 0.7327 0.7327 0.7317 0.7334
PP 0.7304 0.7304 0.7304 0.7307
S1 0.7290 0.7290 0.7311 0.7297
S2 0.7267 0.7267 0.7307
S3 0.7230 0.7253 0.7304
S4 0.7193 0.7216 0.7294
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7791 0.7727 0.7459
R3 0.7650 0.7586 0.7420
R2 0.7509 0.7509 0.7407
R1 0.7445 0.7445 0.7394 0.7477
PP 0.7368 0.7368 0.7368 0.7384
S1 0.7304 0.7304 0.7368 0.7336
S2 0.7227 0.7227 0.7355
S3 0.7086 0.7163 0.7342
S4 0.6945 0.7022 0.7303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7413 0.7280 0.0133 1.8% 0.0033 0.4% 26% False True 30
10 0.7432 0.7245 0.0188 2.6% 0.0040 0.5% 37% False False 30
20 0.7432 0.7200 0.0232 3.2% 0.0039 0.5% 49% False False 24
40 0.7713 0.7200 0.0513 7.0% 0.0043 0.6% 22% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7414
1.618 0.7377
1.000 0.7354
0.618 0.7340
HIGH 0.7317
0.618 0.7303
0.500 0.7299
0.382 0.7294
LOW 0.7280
0.618 0.7257
1.000 0.7243
1.618 0.7220
2.618 0.7183
4.250 0.7123
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 0.7309 0.7336
PP 0.7304 0.7329
S1 0.7299 0.7321

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

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