CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 0.7439 0.7491 0.0053 0.7% 0.7465
High 0.7479 0.7493 0.0015 0.2% 0.7548
Low 0.7423 0.7484 0.0061 0.8% 0.7465
Close 0.7479 0.7484 0.0006 0.1% 0.7514
Range 0.0056 0.0009 -0.0047 -83.8% 0.0083
ATR 0.0045 0.0043 -0.0002 -4.9% 0.0000
Volume 6 3 -3 -50.0% 240
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7514 0.7508 0.7489
R3 0.7505 0.7499 0.7486
R2 0.7496 0.7496 0.7486
R1 0.7490 0.7490 0.7485 0.7489
PP 0.7487 0.7487 0.7487 0.7486
S1 0.7481 0.7481 0.7483 0.7480
S2 0.7478 0.7478 0.7482
S3 0.7469 0.7472 0.7482
S4 0.7460 0.7463 0.7479
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% 0.0019 0.3% 58% False False 1
10 0.7549 0.7397 0.0153 2.0% 0.0019 0.3% 57% False False 25
20 0.7593 0.7311 0.0282 3.8% 0.0020 0.3% 61% False False 14
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7531
2.618 0.7517
1.618 0.7508
1.000 0.7502
0.618 0.7499
HIGH 0.7493
0.618 0.7490
0.500 0.7489
0.382 0.7487
LOW 0.7484
0.618 0.7478
1.000 0.7475
1.618 0.7469
2.618 0.7460
4.250 0.7446
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 0.7489 0.7471
PP 0.7487 0.7458
S1 0.7486 0.7445

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

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