CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 0.7465 0.7510 0.0045 0.6% 0.7565
High 0.7477 0.7515 0.0038 0.5% 0.7568
Low 0.7465 0.7507 0.0042 0.6% 0.7501
Close 0.7477 0.7515 0.0038 0.5% 0.7513
Range 0.0012 0.0008 -0.0004 -34.8% 0.0067
ATR 0.0043 0.0043 0.0000 -0.9% 0.0000
Volume 1 239 238 23,800.0% 6
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7535 0.7532 0.7519
R3 0.7527 0.7525 0.7517
R2 0.7520 0.7520 0.7516
R1 0.7517 0.7517 0.7515 0.7518
PP 0.7512 0.7512 0.7512 0.7513
S1 0.7510 0.7510 0.7514 0.7511
S2 0.7505 0.7505 0.7513
S3 0.7497 0.7502 0.7512
S4 0.7490 0.7495 0.7510
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 0.7549 0.7465 0.0084 1.1% 0.0019 0.2% 59% False False 49
10 0.7593 0.7428 0.0165 2.2% 0.0014 0.2% 52% False False 24
20 0.7593 0.7311 0.0282 3.8% 0.0021 0.3% 72% False False 16
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7546
2.618 0.7534
1.618 0.7527
1.000 0.7522
0.618 0.7519
HIGH 0.7515
0.618 0.7512
0.500 0.7511
0.382 0.7510
LOW 0.7507
0.618 0.7502
1.000 0.7500
1.618 0.7495
2.618 0.7487
4.250 0.7475
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 0.7513 0.7512
PP 0.7512 0.7510
S1 0.7511 0.7507

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

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