CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 0.7463 0.7463 0.0001 0.0% 0.7581
High 0.7464 0.7500 0.0037 0.5% 0.7581
Low 0.7441 0.7463 0.0022 0.3% 0.7489
Close 0.7464 0.7500 0.0037 0.5% 0.7499
Range 0.0023 0.0037 0.0015 64.4% 0.0092
ATR 0.0053 0.0052 -0.0001 -2.1% 0.0000
Volume 160 8 -152 -95.0% 242
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7599 0.7586 0.7520
R3 0.7562 0.7549 0.7510
R2 0.7525 0.7525 0.7507
R1 0.7512 0.7512 0.7503 0.7519
PP 0.7488 0.7488 0.7488 0.7491
S1 0.7475 0.7475 0.7497 0.7482
S2 0.7451 0.7451 0.7493
S3 0.7414 0.7438 0.7490
S4 0.7377 0.7401 0.7480
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 0.7546 0.7441 0.0105 1.4% 0.0031 0.4% 56% False False 63
10 0.7581 0.7415 0.0166 2.2% 0.0033 0.4% 51% False False 55
20 0.7581 0.7280 0.0301 4.0% 0.0039 0.5% 73% False False 43
40 0.7581 0.7200 0.0381 5.1% 0.0045 0.6% 79% False False 35
60 0.7713 0.7200 0.0513 6.8% 0.0039 0.5% 59% False False 33
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7657
2.618 0.7597
1.618 0.7560
1.000 0.7537
0.618 0.7523
HIGH 0.7500
0.618 0.7486
0.500 0.7482
0.382 0.7477
LOW 0.7463
0.618 0.7440
1.000 0.7426
1.618 0.7403
2.618 0.7366
4.250 0.7306
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 0.7494 0.7497
PP 0.7488 0.7494
S1 0.7482 0.7491

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

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