CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 0.7558 0.7546 -0.0012 -0.2% 0.7441
High 0.7558 0.7546 -0.0012 -0.2% 0.7578
Low 0.7534 0.7527 -0.0007 -0.1% 0.7415
Close 0.7555 0.7528 -0.0028 -0.4% 0.7577
Range 0.0025 0.0019 -0.0006 -22.4% 0.0163
ATR 0.0057 0.0055 -0.0002 -3.6% 0.0000
Volume 85 21 -64 -75.3% 167
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7591 0.7578 0.7538
R3 0.7572 0.7559 0.7533
R2 0.7553 0.7553 0.7531
R1 0.7540 0.7540 0.7529 0.7537
PP 0.7534 0.7534 0.7534 0.7532
S1 0.7521 0.7521 0.7526 0.7518
S2 0.7515 0.7515 0.7524
S3 0.7496 0.7502 0.7522
S4 0.7477 0.7483 0.7517
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 0.7495 0.0086 1.1% 0.0026 0.3% 38% False False 37
10 0.7581 0.7280 0.0301 4.0% 0.0043 0.6% 82% False False 40
20 0.7581 0.7245 0.0336 4.5% 0.0043 0.6% 84% False False 31
40 0.7581 0.7200 0.0381 5.1% 0.0046 0.6% 86% False False 34
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7627
2.618 0.7596
1.618 0.7577
1.000 0.7565
0.618 0.7558
HIGH 0.7546
0.618 0.7539
0.500 0.7537
0.382 0.7534
LOW 0.7527
0.618 0.7515
1.000 0.7508
1.618 0.7496
2.618 0.7477
4.250 0.7446
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 0.7537 0.7554
PP 0.7534 0.7545
S1 0.7531 0.7536

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

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