CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 0.7299 0.7416 0.0117 1.6% 0.7359
High 0.7317 0.7450 0.0133 1.8% 0.7450
Low 0.7280 0.7307 0.0027 0.4% 0.7280
Close 0.7314 0.7449 0.0135 1.8% 0.7449
Range 0.0037 0.0143 0.0106 285.1% 0.0170
ATR 0.0054 0.0061 0.0006 11.5% 0.0000
Volume 88 41 -47 -53.4% 175
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7829 0.7782 0.7527
R3 0.7687 0.7639 0.7488
R2 0.7544 0.7544 0.7475
R1 0.7497 0.7497 0.7462 0.7521
PP 0.7402 0.7402 0.7402 0.7414
S1 0.7354 0.7354 0.7436 0.7378
S2 0.7259 0.7259 0.7423
S3 0.7117 0.7212 0.7410
S4 0.6974 0.7069 0.7371
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7901 0.7845 0.7542
R3 0.7732 0.7675 0.7496
R2 0.7562 0.7562 0.7480
R1 0.7506 0.7506 0.7465 0.7534
PP 0.7393 0.7393 0.7393 0.7407
S1 0.7336 0.7336 0.7433 0.7365
S2 0.7223 0.7223 0.7418
S3 0.7054 0.7167 0.7402
S4 0.6884 0.6997 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7450 0.7280 0.0170 2.3% 0.0053 0.7% 100% True False 35
10 0.7450 0.7280 0.0170 2.3% 0.0043 0.6% 100% True False 33
20 0.7450 0.7200 0.0250 3.3% 0.0045 0.6% 100% True False 26
40 0.7713 0.7200 0.0513 6.9% 0.0046 0.6% 49% False False 33
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 0.0010
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 0.8055
2.618 0.7823
1.618 0.7680
1.000 0.7592
0.618 0.7538
HIGH 0.7450
0.618 0.7395
0.500 0.7378
0.382 0.7361
LOW 0.7307
0.618 0.7219
1.000 0.7165
1.618 0.7076
2.618 0.6934
4.250 0.6701
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 0.7425 0.7421
PP 0.7402 0.7393
S1 0.7378 0.7365

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

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