CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 10-Nov-2022
Day Change Summary
Previous Current
09-Nov-2022 10-Nov-2022 Change Change % Previous Week
Open 0.7475 0.7495 0.0020 0.3% 0.7359
High 0.7475 0.7525 0.0050 0.7% 0.7450
Low 0.7415 0.7495 0.0080 1.1% 0.7280
Close 0.7415 0.7518 0.0103 1.4% 0.7449
Range 0.0060 0.0030 -0.0030 -50.0% 0.0170
ATR 0.0057 0.0061 0.0004 6.5% 0.0000
Volume 67 30 -37 -55.2% 175
Daily Pivots for day following 10-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7603 0.7590 0.7534
R3 0.7573 0.7560 0.7526
R2 0.7543 0.7543 0.7523
R1 0.7530 0.7530 0.7520 0.7536
PP 0.7513 0.7513 0.7513 0.7516
S1 0.7500 0.7500 0.7515 0.7506
S2 0.7483 0.7483 0.7512
S3 0.7453 0.7470 0.7509
S4 0.7423 0.7440 0.7501
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7901 0.7845 0.7542
R3 0.7732 0.7675 0.7496
R2 0.7562 0.7562 0.7480
R1 0.7506 0.7506 0.7465 0.7534
PP 0.7393 0.7393 0.7393 0.7407
S1 0.7336 0.7336 0.7433 0.7365
S2 0.7223 0.7223 0.7418
S3 0.7054 0.7167 0.7402
S4 0.6884 0.6997 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7525 0.7307 0.0218 2.9% 0.0058 0.8% 97% True False 32
10 0.7525 0.7280 0.0245 3.3% 0.0046 0.6% 97% True False 31
20 0.7525 0.7224 0.0301 4.0% 0.0045 0.6% 98% True False 26
40 0.7559 0.7200 0.0359 4.8% 0.0046 0.6% 88% False False 34
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7604
1.618 0.7574
1.000 0.7555
0.618 0.7544
HIGH 0.7525
0.618 0.7514
0.500 0.7510
0.382 0.7506
LOW 0.7495
0.618 0.7476
1.000 0.7465
1.618 0.7446
2.618 0.7416
4.250 0.7368
Fisher Pivots for day following 10-Nov-2022
Pivot 1 day 3 day
R1 0.7515 0.7502
PP 0.7513 0.7486
S1 0.7510 0.7470

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

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