CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 29-Nov-2022
Day Change Summary
Previous Current
28-Nov-2022 29-Nov-2022 Change Change % Previous Week
Open 0.7469 0.7461 -0.0009 -0.1% 0.7463
High 0.7470 0.7461 -0.0009 -0.1% 0.7535
Low 0.7439 0.7357 -0.0082 -1.1% 0.7441
Close 0.7439 0.7386 -0.0053 -0.7% 0.7500
Range 0.0031 0.0104 0.0073 235.5% 0.0094
ATR 0.0050 0.0054 0.0004 7.8% 0.0000
Volume 111 117 6 5.4% 218
Daily Pivots for day following 29-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7713 0.7653 0.7443
R3 0.7609 0.7549 0.7414
R2 0.7505 0.7505 0.7405
R1 0.7445 0.7445 0.7395 0.7423
PP 0.7401 0.7401 0.7401 0.7390
S1 0.7341 0.7341 0.7376 0.7319
S2 0.7297 0.7297 0.7366
S3 0.7193 0.7237 0.7357
S4 0.7089 0.7133 0.7328
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7772 0.7730 0.7551
R3 0.7679 0.7636 0.7526
R2 0.7585 0.7585 0.7517
R1 0.7543 0.7543 0.7509 0.7564
PP 0.7492 0.7492 0.7492 0.7503
S1 0.7449 0.7449 0.7491 0.7471
S2 0.7398 0.7398 0.7483
S3 0.7305 0.7356 0.7474
S4 0.7211 0.7262 0.7449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7535 0.7357 0.0178 2.4% 0.0047 0.6% 16% False True 57
10 0.7558 0.7357 0.0202 2.7% 0.0038 0.5% 14% False True 68
20 0.7581 0.7280 0.0301 4.1% 0.0042 0.6% 35% False False 51
40 0.7581 0.7200 0.0381 5.2% 0.0042 0.6% 49% False False 37
60 0.7713 0.7200 0.0513 6.9% 0.0042 0.6% 36% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7903
2.618 0.7733
1.618 0.7629
1.000 0.7565
0.618 0.7525
HIGH 0.7461
0.618 0.7421
0.500 0.7409
0.382 0.7396
LOW 0.7357
0.618 0.7292
1.000 0.7253
1.618 0.7188
2.618 0.7084
4.250 0.6915
Fisher Pivots for day following 29-Nov-2022
Pivot 1 day 3 day
R1 0.7409 0.7446
PP 0.7401 0.7426
S1 0.7393 0.7406

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

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