CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 0.7397 0.7439 0.0042 0.6% 0.7465
High 0.7397 0.7479 0.0082 1.1% 0.7548
Low 0.7397 0.7423 0.0027 0.4% 0.7465
Close 0.7397 0.7479 0.0082 1.1% 0.7514
Range 0.0000 0.0056 0.0056 0.0083
ATR 0.0043 0.0045 0.0003 6.6% 0.0000
Volume 0 6 6 240
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7627 0.7608 0.7509
R3 0.7571 0.7553 0.7494
R2 0.7516 0.7516 0.7489
R1 0.7497 0.7497 0.7484 0.7506
PP 0.7460 0.7460 0.7460 0.7465
S1 0.7442 0.7442 0.7473 0.7451
S2 0.7405 0.7405 0.7468
S3 0.7349 0.7386 0.7463
S4 0.7294 0.7331 0.7448
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7756 0.7717 0.7559
R3 0.7674 0.7635 0.7536
R2 0.7591 0.7591 0.7529
R1 0.7552 0.7552 0.7521 0.7572
PP 0.7509 0.7509 0.7509 0.7518
S1 0.7470 0.7470 0.7506 0.7489
S2 0.7426 0.7426 0.7498
S3 0.7344 0.7387 0.7491
S4 0.7261 0.7305 0.7468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7548 0.7397 0.0151 2.0% 0.0017 0.2% 54% False False 1
10 0.7549 0.7397 0.0153 2.0% 0.0018 0.2% 54% False False 25
20 0.7593 0.7311 0.0282 3.8% 0.0020 0.3% 59% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7624
1.618 0.7568
1.000 0.7534
0.618 0.7513
HIGH 0.7479
0.618 0.7457
0.500 0.7451
0.382 0.7444
LOW 0.7423
0.618 0.7389
1.000 0.7368
1.618 0.7333
2.618 0.7278
4.250 0.7187
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 0.7469 0.7465
PP 0.7460 0.7451
S1 0.7451 0.7438

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

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