CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 01-Nov-2022
Day Change Summary
Previous Current
31-Oct-2022 01-Nov-2022 Change Change % Previous Week
Open 0.7359 0.7369 0.0011 0.1% 0.7307
High 0.7369 0.7373 0.0004 0.1% 0.7432
Low 0.7359 0.7367 0.0009 0.1% 0.7291
Close 0.7369 0.7373 0.0004 0.1% 0.7381
Range 0.0011 0.0006 -0.0005 -42.9% 0.0141
ATR 0.0055 0.0051 -0.0003 -6.4% 0.0000
Volume 3 7 4 133.3% 155
Daily Pivots for day following 01-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7389 0.7387 0.7376
R3 0.7383 0.7381 0.7375
R2 0.7377 0.7377 0.7374
R1 0.7375 0.7375 0.7374 0.7376
PP 0.7371 0.7371 0.7371 0.7372
S1 0.7369 0.7369 0.7372 0.7370
S2 0.7365 0.7365 0.7372
S3 0.7359 0.7363 0.7371
S4 0.7353 0.7357 0.7370
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7791 0.7727 0.7459
R3 0.7650 0.7586 0.7420
R2 0.7509 0.7509 0.7407
R1 0.7445 0.7445 0.7394 0.7477
PP 0.7368 0.7368 0.7368 0.7384
S1 0.7304 0.7304 0.7368 0.7336
S2 0.7227 0.7227 0.7355
S3 0.7086 0.7163 0.7342
S4 0.6945 0.7022 0.7303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7432 0.7359 0.0074 1.0% 0.0031 0.4% 20% False False 23
10 0.7432 0.7245 0.0188 2.5% 0.0039 0.5% 69% False False 19
20 0.7432 0.7200 0.0232 3.1% 0.0040 0.5% 75% False False 21
40 0.7713 0.7200 0.0513 7.0% 0.0042 0.6% 34% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7399
2.618 0.7389
1.618 0.7383
1.000 0.7379
0.618 0.7377
HIGH 0.7373
0.618 0.7371
0.500 0.7370
0.382 0.7369
LOW 0.7367
0.618 0.7363
1.000 0.7361
1.618 0.7357
2.618 0.7351
4.250 0.7342
Fisher Pivots for day following 01-Nov-2022
Pivot 1 day 3 day
R1 0.7372 0.7386
PP 0.7371 0.7382
S1 0.7370 0.7377

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

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