CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 18-Nov-2022
Day Change Summary
Previous Current
17-Nov-2022 18-Nov-2022 Change Change % Previous Week
Open 0.7513 0.7528 0.0015 0.2% 0.7581
High 0.7528 0.7540 0.0013 0.2% 0.7581
Low 0.7503 0.7489 -0.0015 -0.2% 0.7489
Close 0.7528 0.7499 -0.0029 -0.4% 0.7499
Range 0.0025 0.0052 0.0027 110.2% 0.0092
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 45 84 39 86.7% 242
Daily Pivots for day following 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7664 0.7633 0.7527
R3 0.7612 0.7581 0.7513
R2 0.7561 0.7561 0.7508
R1 0.7530 0.7530 0.7504 0.7520
PP 0.7509 0.7509 0.7509 0.7504
S1 0.7478 0.7478 0.7494 0.7468
S2 0.7458 0.7458 0.7490
S3 0.7406 0.7427 0.7485
S4 0.7355 0.7375 0.7471
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7799 0.7741 0.7550
R3 0.7707 0.7649 0.7524
R2 0.7615 0.7615 0.7516
R1 0.7557 0.7557 0.7507 0.7540
PP 0.7523 0.7523 0.7523 0.7514
S1 0.7465 0.7465 0.7491 0.7448
S2 0.7431 0.7431 0.7482
S3 0.7339 0.7373 0.7474
S4 0.7247 0.7281 0.7448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7581 0.7489 0.0092 1.2% 0.0031 0.4% 11% False True 48
10 0.7581 0.7415 0.0166 2.2% 0.0033 0.4% 51% False False 40
20 0.7581 0.7280 0.0301 4.0% 0.0038 0.5% 73% False False 36
40 0.7581 0.7200 0.0381 5.1% 0.0046 0.6% 79% False False 33
60 0.7746 0.7200 0.0546 7.3% 0.0039 0.5% 55% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7675
1.618 0.7623
1.000 0.7592
0.618 0.7572
HIGH 0.7540
0.618 0.7520
0.500 0.7514
0.382 0.7508
LOW 0.7489
0.618 0.7457
1.000 0.7437
1.618 0.7405
2.618 0.7354
4.250 0.7270
Fisher Pivots for day following 18-Nov-2022
Pivot 1 day 3 day
R1 0.7514 0.7517
PP 0.7509 0.7511
S1 0.7504 0.7505

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

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