CME Canadian Dollar Future September 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 0.7376 0.7311 -0.0065 -0.9% 0.7318
High 0.7379 0.7331 -0.0049 -0.7% 0.7425
Low 0.7376 0.7311 -0.0065 -0.9% 0.7300
Close 0.7379 0.7331 -0.0049 -0.7% 0.7395
Range 0.0003 0.0020 0.0017 550.0% 0.0125
ATR
Volume 2 1 -1 -50.0% 44
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7383 0.7376 0.7341
R3 0.7363 0.7357 0.7336
R2 0.7344 0.7344 0.7334
R1 0.7337 0.7337 0.7332 0.7340
PP 0.7324 0.7324 0.7324 0.7326
S1 0.7318 0.7318 0.7329 0.7321
S2 0.7305 0.7305 0.7327
S3 0.7285 0.7298 0.7325
S4 0.7266 0.7279 0.7320
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7748 0.7697 0.7464
R3 0.7623 0.7572 0.7429
R2 0.7498 0.7498 0.7418
R1 0.7447 0.7447 0.7406 0.7473
PP 0.7373 0.7373 0.7373 0.7386
S1 0.7322 0.7322 0.7384 0.7348
S2 0.7248 0.7248 0.7372
S3 0.7123 0.7197 0.7361
S4 0.6998 0.7072 0.7326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7427 0.7311 0.0116 1.6% 0.0023 0.3% 17% False True 5
10 0.7427 0.7255 0.0172 2.3% 0.0027 0.4% 44% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7413
2.618 0.7382
1.618 0.7362
1.000 0.7350
0.618 0.7343
HIGH 0.7331
0.618 0.7323
0.500 0.7321
0.382 0.7318
LOW 0.7311
0.618 0.7299
1.000 0.7292
1.618 0.7279
2.618 0.7260
4.250 0.7228
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 0.7327 0.7369
PP 0.7324 0.7356
S1 0.7321 0.7343

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

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