CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 07-Nov-2022
Day Change Summary
Previous Current
04-Nov-2022 07-Nov-2022 Change Change % Previous Week
Open 0.7429 0.7451 0.0022 0.3% 0.7371
High 0.7465 0.7451 -0.0014 -0.2% 0.7465
Low 0.7330 0.7451 0.0121 1.7% 0.7311
Close 0.7463 0.7451 -0.0012 -0.2% 0.7463
Range 0.0135 0.0000 -0.0135 -100.0% 0.0154
ATR 0.0000 0.0045 0.0045 0.0000
Volume 20 0 -20 -100.0% 36
Daily Pivots for day following 07-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7451 0.7451 0.7451
R3 0.7451 0.7451 0.7451
R2 0.7451 0.7451 0.7451
R1 0.7451 0.7451 0.7451 0.7451
PP 0.7451 0.7451 0.7451 0.7451
S1 0.7451 0.7451 0.7451 0.7451
S2 0.7451 0.7451 0.7451
S3 0.7451 0.7451 0.7451
S4 0.7451 0.7451 0.7451
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7873 0.7821 0.7547
R3 0.7720 0.7668 0.7505
R2 0.7566 0.7566 0.7491
R1 0.7514 0.7514 0.7477 0.7540
PP 0.7413 0.7413 0.7413 0.7426
S1 0.7361 0.7361 0.7448 0.7387
S2 0.7259 0.7259 0.7434
S3 0.7106 0.7207 0.7420
S4 0.6952 0.7054 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7311 0.0154 2.1% 0.0039 0.5% 91% False False 7
10 0.7465 0.7311 0.0154 2.1% 0.0026 0.4% 91% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7451
2.618 0.7451
1.618 0.7451
1.000 0.7451
0.618 0.7451
HIGH 0.7451
0.618 0.7451
0.500 0.7451
0.382 0.7451
LOW 0.7451
0.618 0.7451
1.000 0.7451
1.618 0.7451
2.618 0.7451
4.250 0.7451
Fisher Pivots for day following 07-Nov-2022
Pivot 1 day 3 day
R1 0.7451 0.7430
PP 0.7451 0.7409
S1 0.7451 0.7388

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

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