CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 02-Nov-2022
Day Change Summary
Previous Current
01-Nov-2022 02-Nov-2022 Change Change % Previous Week
Open 0.7355 0.7360 0.0005 0.1% 0.7334
High 0.7405 0.7390 -0.0015 -0.2% 0.7423
Low 0.7336 0.7309 -0.0027 -0.4% 0.7275
Close 0.7358 0.7347 -0.0011 -0.1% 0.7365
Range 0.0069 0.0081 0.0012 17.4% 0.0148
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 142 138 -4 -2.8% 1,576
Daily Pivots for day following 02-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7592 0.7550 0.7391
R3 0.7511 0.7469 0.7369
R2 0.7430 0.7430 0.7361
R1 0.7388 0.7388 0.7354 0.7368
PP 0.7349 0.7349 0.7349 0.7339
S1 0.7307 0.7307 0.7339 0.7287
S2 0.7268 0.7268 0.7332
S3 0.7187 0.7226 0.7324
S4 0.7106 0.7145 0.7302
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7797 0.7728 0.7446
R3 0.7649 0.7581 0.7405
R2 0.7502 0.7502 0.7392
R1 0.7433 0.7433 0.7378 0.7467
PP 0.7354 0.7354 0.7354 0.7371
S1 0.7286 0.7286 0.7351 0.7320
S2 0.7207 0.7207 0.7337
S3 0.7059 0.7138 0.7324
S4 0.6912 0.6991 0.7283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7423 0.7309 0.0114 1.5% 0.0060 0.8% 33% False True 175
10 0.7423 0.7231 0.0192 2.6% 0.0066 0.9% 60% False False 264
20 0.7423 0.7170 0.0253 3.4% 0.0066 0.9% 70% False False 247
40 0.7716 0.7170 0.0546 7.4% 0.0062 0.8% 32% False False 248
60 0.7851 0.7170 0.0681 9.3% 0.0051 0.7% 26% False False 188
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 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7734
2.618 0.7602
1.618 0.7521
1.000 0.7471
0.618 0.7440
HIGH 0.7390
0.618 0.7359
0.500 0.7350
0.382 0.7340
LOW 0.7309
0.618 0.7259
1.000 0.7228
1.618 0.7178
2.618 0.7097
4.250 0.6965
Fisher Pivots for day following 02-Nov-2022
Pivot 1 day 3 day
R1 0.7350 0.7357
PP 0.7349 0.7354
S1 0.7348 0.7350

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

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