CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 0.7568 0.7540 -0.0029 -0.4% 0.7451
High 0.7568 0.7540 -0.0029 -0.4% 0.7593
Low 0.7568 0.7540 -0.0029 -0.4% 0.7428
Close 0.7568 0.7540 -0.0029 -0.4% 0.7591
Range
ATR 0.0045 0.0044 -0.0001 -2.6% 0.0000
Volume
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7540 0.7540 0.7540
R3 0.7540 0.7540 0.7540
R2 0.7540 0.7540 0.7540
R1 0.7540 0.7540 0.7540 0.7540
PP 0.7540 0.7540 0.7540 0.7540
S1 0.7540 0.7540 0.7540 0.7540
S2 0.7540 0.7540 0.7540
S3 0.7540 0.7540 0.7540
S4 0.7540 0.7540 0.7540
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.8032 0.7976 0.7681
R3 0.7867 0.7811 0.7636
R2 0.7702 0.7702 0.7621
R1 0.7646 0.7646 0.7606 0.7674
PP 0.7537 0.7537 0.7537 0.7551
S1 0.7481 0.7481 0.7575 0.7509
S2 0.7372 0.7372 0.7560
S3 0.7207 0.7316 0.7545
S4 0.7042 0.7151 0.7500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7593 0.7516 0.0077 1.0% 0.0009 0.1% 31% False False
10 0.7593 0.7311 0.0282 3.7% 0.0021 0.3% 81% False False 2
20 0.7593 0.7255 0.0338 4.5% 0.0024 0.3% 84% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 0.7540
2.618 0.7540
1.618 0.7540
1.000 0.7540
0.618 0.7540
HIGH 0.7540
0.618 0.7540
0.500 0.7540
0.382 0.7540
LOW 0.7540
0.618 0.7540
1.000 0.7540
1.618 0.7540
2.618 0.7540
4.250 0.7540
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 0.7540 0.7554
PP 0.7540 0.7549
S1 0.7540 0.7544

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

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