CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 17-Nov-2022
Day Change Summary
Previous Current
16-Nov-2022 17-Nov-2022 Change Change % Previous Week
Open 0.7546 0.7513 -0.0034 -0.4% 0.7441
High 0.7546 0.7528 -0.0019 -0.2% 0.7578
Low 0.7527 0.7503 -0.0024 -0.3% 0.7415
Close 0.7528 0.7528 0.0000 0.0% 0.7577
Range 0.0019 0.0025 0.0006 28.9% 0.0163
ATR 0.0055 0.0053 -0.0002 -3.9% 0.0000
Volume 21 45 24 114.3% 167
Daily Pivots for day following 17-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7593 0.7585 0.7541
R3 0.7568 0.7560 0.7534
R2 0.7544 0.7544 0.7532
R1 0.7536 0.7536 0.7530 0.7540
PP 0.7519 0.7519 0.7519 0.7521
S1 0.7511 0.7511 0.7525 0.7515
S2 0.7495 0.7495 0.7523
S3 0.7470 0.7487 0.7521
S4 0.7446 0.7462 0.7514
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 0.7503 0.0078 1.0% 0.0025 0.3% 32% False True 40
10 0.7581 0.7307 0.0274 3.6% 0.0042 0.6% 81% False False 36
20 0.7581 0.7245 0.0336 4.5% 0.0041 0.5% 84% False False 33
40 0.7581 0.7200 0.0381 5.1% 0.0046 0.6% 86% False False 32
60 0.7746 0.7200 0.0546 7.2% 0.0038 0.5% 60% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7632
2.618 0.7592
1.618 0.7567
1.000 0.7552
0.618 0.7543
HIGH 0.7528
0.618 0.7518
0.500 0.7515
0.382 0.7512
LOW 0.7503
0.618 0.7488
1.000 0.7479
1.618 0.7463
2.618 0.7439
4.250 0.7399
Fisher Pivots for day following 17-Nov-2022
Pivot 1 day 3 day
R1 0.7523 0.7531
PP 0.7519 0.7530
S1 0.7515 0.7529

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

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