CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 15-Nov-2022
Day Change Summary
Previous Current
14-Nov-2022 15-Nov-2022 Change Change % Previous Week
Open 0.7581 0.7558 -0.0023 -0.3% 0.7441
High 0.7581 0.7558 -0.0023 -0.3% 0.7578
Low 0.7545 0.7534 -0.0012 -0.2% 0.7415
Close 0.7551 0.7555 0.0004 0.1% 0.7577
Range 0.0036 0.0025 -0.0011 -31.0% 0.0163
ATR 0.0059 0.0057 -0.0002 -4.2% 0.0000
Volume 7 85 78 1,114.3% 167
Daily Pivots for day following 15-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7622 0.7613 0.7568
R3 0.7598 0.7589 0.7562
R2 0.7573 0.7573 0.7559
R1 0.7564 0.7564 0.7557 0.7557
PP 0.7549 0.7549 0.7549 0.7545
S1 0.7540 0.7540 0.7553 0.7532
S2 0.7524 0.7524 0.7551
S3 0.7500 0.7515 0.7548
S4 0.7475 0.7491 0.7542
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.8011 0.7956 0.7666
R3 0.7848 0.7794 0.7621
R2 0.7686 0.7686 0.7606
R1 0.7631 0.7631 0.7591 0.7658
PP 0.7523 0.7523 0.7523 0.7537
S1 0.7469 0.7469 0.7562 0.7496
S2 0.7361 0.7361 0.7547
S3 0.7198 0.7306 0.7532
S4 0.7036 0.7144 0.7487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7581 0.7415 0.0166 2.2% 0.0035 0.5% 85% False False 46
10 0.7581 0.7280 0.0301 4.0% 0.0048 0.6% 92% False False 42
20 0.7581 0.7245 0.0336 4.4% 0.0043 0.6% 92% False False 31
40 0.7581 0.7200 0.0381 5.0% 0.0047 0.6% 93% False False 36
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7662
2.618 0.7622
1.618 0.7598
1.000 0.7583
0.618 0.7573
HIGH 0.7558
0.618 0.7549
0.500 0.7546
0.382 0.7543
LOW 0.7534
0.618 0.7518
1.000 0.7509
1.618 0.7494
2.618 0.7469
4.250 0.7429
Fisher Pivots for day following 15-Nov-2022
Pivot 1 day 3 day
R1 0.7552 0.7557
PP 0.7549 0.7556
S1 0.7546 0.7556

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

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