CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 0.7463 0.7486 0.0023 0.3% 0.7581
High 0.7500 0.7512 0.0012 0.2% 0.7581
Low 0.7463 0.7486 0.0023 0.3% 0.7489
Close 0.7500 0.7512 0.0012 0.2% 0.7499
Range 0.0037 0.0027 -0.0011 -28.4% 0.0092
ATR 0.0052 0.0050 -0.0002 -3.5% 0.0000
Volume 8 25 17 212.5% 242
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7583 0.7574 0.7527
R3 0.7556 0.7547 0.7519
R2 0.7530 0.7530 0.7517
R1 0.7521 0.7521 0.7514 0.7525
PP 0.7503 0.7503 0.7503 0.7505
S1 0.7494 0.7494 0.7510 0.7499
S2 0.7477 0.7477 0.7507
S3 0.7450 0.7468 0.7505
S4 0.7424 0.7441 0.7497
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7799 0.7741 0.7550
R3 0.7707 0.7649 0.7524
R2 0.7615 0.7615 0.7516
R1 0.7557 0.7557 0.7507 0.7540
PP 0.7523 0.7523 0.7523 0.7514
S1 0.7465 0.7465 0.7491 0.7448
S2 0.7431 0.7431 0.7482
S3 0.7339 0.7373 0.7474
S4 0.7247 0.7281 0.7448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7540 0.7441 0.0099 1.3% 0.0032 0.4% 72% False False 64
10 0.7581 0.7441 0.0140 1.9% 0.0029 0.4% 51% False False 50
20 0.7581 0.7280 0.0301 4.0% 0.0038 0.5% 77% False False 41
40 0.7581 0.7200 0.0381 5.1% 0.0044 0.6% 82% False False 36
60 0.7713 0.7200 0.0513 6.8% 0.0039 0.5% 61% False False 33
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7625
2.618 0.7581
1.618 0.7555
1.000 0.7539
0.618 0.7528
HIGH 0.7512
0.618 0.7502
0.500 0.7499
0.382 0.7496
LOW 0.7486
0.618 0.7469
1.000 0.7459
1.618 0.7443
2.618 0.7416
4.250 0.7373
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 0.7508 0.7500
PP 0.7503 0.7488
S1 0.7499 0.7477

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

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