CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 0.7520 0.7469 -0.0051 -0.7% 0.7463
High 0.7535 0.7470 -0.0065 -0.9% 0.7535
Low 0.7500 0.7439 -0.0061 -0.8% 0.7441
Close 0.7500 0.7439 -0.0062 -0.8% 0.7500
Range 0.0035 0.0031 -0.0004 -11.4% 0.0094
ATR 0.0049 0.0050 0.0001 1.8% 0.0000
Volume 25 111 86 344.0% 218
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7542 0.7521 0.7456
R3 0.7511 0.7490 0.7447
R2 0.7480 0.7480 0.7444
R1 0.7459 0.7459 0.7441 0.7454
PP 0.7449 0.7449 0.7449 0.7446
S1 0.7428 0.7428 0.7436 0.7423
S2 0.7418 0.7418 0.7433
S3 0.7387 0.7397 0.7430
S4 0.7356 0.7366 0.7421
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7772 0.7730 0.7551
R3 0.7679 0.7636 0.7526
R2 0.7585 0.7585 0.7517
R1 0.7543 0.7543 0.7509 0.7564
PP 0.7492 0.7492 0.7492 0.7503
S1 0.7449 0.7449 0.7491 0.7471
S2 0.7398 0.7398 0.7483
S3 0.7305 0.7356 0.7474
S4 0.7211 0.7262 0.7449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7535 0.7439 0.0096 1.3% 0.0030 0.4% 0% False True 65
10 0.7581 0.7439 0.0142 1.9% 0.0031 0.4% 0% False True 57
20 0.7581 0.7280 0.0301 4.0% 0.0037 0.5% 53% False False 45
40 0.7581 0.7200 0.0381 5.1% 0.0042 0.6% 63% False False 34
60 0.7713 0.7200 0.0513 6.9% 0.0040 0.5% 47% False False 35
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 True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7601
2.618 0.7551
1.618 0.7520
1.000 0.7501
0.618 0.7489
HIGH 0.7470
0.618 0.7458
0.500 0.7454
0.382 0.7450
LOW 0.7439
0.618 0.7419
1.000 0.7408
1.618 0.7388
2.618 0.7357
4.250 0.7307
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 0.7454 0.7487
PP 0.7449 0.7471
S1 0.7444 0.7455

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

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