CME Canadian Dollar Future September 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 0.7428 0.7516 0.0088 1.2% 0.7371
High 0.7428 0.7531 0.0103 1.4% 0.7465
Low 0.7428 0.7516 0.0088 1.2% 0.7311
Close 0.7428 0.7531 0.0103 1.4% 0.7463
Range 0.0000 0.0015 0.0015 0.0154
ATR 0.0045 0.0049 0.0004 9.2% 0.0000
Volume 0 2 2 36
Daily Pivots for day following 10-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7571 0.7566 0.7539
R3 0.7556 0.7551 0.7535
R2 0.7541 0.7541 0.7534
R1 0.7536 0.7536 0.7532 0.7539
PP 0.7526 0.7526 0.7526 0.7527
S1 0.7521 0.7521 0.7530 0.7524
S2 0.7511 0.7511 0.7528
S3 0.7496 0.7506 0.7527
S4 0.7481 0.7491 0.7523
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 0.7531 0.7330 0.0202 2.7% 0.0032 0.4% 100% True False 5
10 0.7531 0.7311 0.0220 2.9% 0.0027 0.4% 100% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7595
2.618 0.7570
1.618 0.7555
1.000 0.7546
0.618 0.7540
HIGH 0.7531
0.618 0.7525
0.500 0.7524
0.382 0.7522
LOW 0.7516
0.618 0.7507
1.000 0.7501
1.618 0.7492
2.618 0.7477
4.250 0.7452
Fisher Pivots for day following 10-Nov-2022
Pivot 1 day 3 day
R1 0.7529 0.7514
PP 0.7526 0.7497
S1 0.7524 0.7480

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

View Archives - Comment on this page... - Back to Index of Symbols