CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 0.7508 0.7465 -0.0043 -0.6% 0.7565
High 0.7549 0.7477 -0.0073 -1.0% 0.7568
Low 0.7501 0.7465 -0.0036 -0.5% 0.7501
Close 0.7513 0.7477 -0.0037 -0.5% 0.7513
Range 0.0048 0.0012 -0.0037 -76.0% 0.0067
ATR 0.0043 0.0043 0.0000 0.8% 0.0000
Volume 3 1 -2 -66.7% 6
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7507 0.7503 0.7483
R3 0.7496 0.7492 0.7480
R2 0.7484 0.7484 0.7479
R1 0.7480 0.7480 0.7478 0.7482
PP 0.7473 0.7473 0.7473 0.7474
S1 0.7469 0.7469 0.7475 0.7471
S2 0.7461 0.7461 0.7474
S3 0.7450 0.7457 0.7473
S4 0.7438 0.7446 0.7470
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7728 0.7688 0.7550
R3 0.7661 0.7621 0.7531
R2 0.7594 0.7594 0.7525
R1 0.7554 0.7554 0.7519 0.7541
PP 0.7527 0.7527 0.7527 0.7521
S1 0.7487 0.7487 0.7507 0.7474
S2 0.7460 0.7460 0.7501
S3 0.7393 0.7420 0.7495
S4 0.7326 0.7353 0.7476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7568 0.7465 0.0103 1.4% 0.0017 0.2% 11% False True 1
10 0.7593 0.7428 0.0165 2.2% 0.0014 0.2% 29% False False 1
20 0.7593 0.7311 0.0282 3.8% 0.0020 0.3% 59% False False 4
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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7507
1.618 0.7495
1.000 0.7488
0.618 0.7484
HIGH 0.7477
0.618 0.7472
0.500 0.7471
0.382 0.7469
LOW 0.7465
0.618 0.7458
1.000 0.7454
1.618 0.7446
2.618 0.7435
4.250 0.7416
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 0.7475 0.7507
PP 0.7473 0.7497
S1 0.7471 0.7487

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

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