CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 0.7311 0.7429 0.0118 1.6% 0.7371
High 0.7331 0.7465 0.0134 1.8% 0.7465
Low 0.7311 0.7330 0.0019 0.3% 0.7311
Close 0.7331 0.7463 0.0132 1.8% 0.7463
Range 0.0020 0.0135 0.0116 592.3% 0.0154
ATR
Volume 1 20 19 1,900.0% 36
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7824 0.7778 0.7537
R3 0.7689 0.7643 0.7500
R2 0.7554 0.7554 0.7487
R1 0.7508 0.7508 0.7475 0.7531
PP 0.7419 0.7419 0.7419 0.7430
S1 0.7373 0.7373 0.7450 0.7396
S2 0.7284 0.7284 0.7438
S3 0.7149 0.7238 0.7425
S4 0.7014 0.7103 0.7388
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7873 0.7821 0.7547
R3 0.7720 0.7668 0.7505
R2 0.7566 0.7566 0.7491
R1 0.7514 0.7514 0.7477 0.7540
PP 0.7413 0.7413 0.7413 0.7426
S1 0.7361 0.7361 0.7448 0.7387
S2 0.7259 0.7259 0.7434
S3 0.7106 0.7207 0.7420
S4 0.6952 0.7054 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7311 0.0154 2.1% 0.0042 0.6% 99% True False 7
10 0.7465 0.7300 0.0165 2.2% 0.0029 0.4% 99% True False 8
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 0.0005
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8038
2.618 0.7818
1.618 0.7683
1.000 0.7600
0.618 0.7548
HIGH 0.7465
0.618 0.7413
0.500 0.7397
0.382 0.7381
LOW 0.7330
0.618 0.7246
1.000 0.7195
1.618 0.7111
2.618 0.6976
4.250 0.6756
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 0.7441 0.7438
PP 0.7419 0.7413
S1 0.7397 0.7388

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

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