CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 0.7516 0.7565 0.0049 0.6% 0.7451
High 0.7531 0.7593 0.0062 0.8% 0.7593
Low 0.7516 0.7565 0.0049 0.6% 0.7428
Close 0.7531 0.7591 0.0060 0.8% 0.7591
Range 0.0015 0.0029 0.0014 90.0% 0.0165
ATR 0.0049 0.0050 0.0001 1.8% 0.0000
Volume 2 1 -1 -50.0% 6
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7668 0.7658 0.7606
R3 0.7640 0.7629 0.7598
R2 0.7611 0.7611 0.7596
R1 0.7601 0.7601 0.7593 0.7606
PP 0.7583 0.7583 0.7583 0.7585
S1 0.7572 0.7572 0.7588 0.7578
S2 0.7554 0.7554 0.7585
S3 0.7526 0.7544 0.7583
S4 0.7497 0.7515 0.7575
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.8032 0.7976 0.7681
R3 0.7867 0.7811 0.7636
R2 0.7702 0.7702 0.7621
R1 0.7646 0.7646 0.7606 0.7674
PP 0.7537 0.7537 0.7537 0.7551
S1 0.7481 0.7481 0.7575 0.7509
S2 0.7372 0.7372 0.7560
S3 0.7207 0.7316 0.7545
S4 0.7042 0.7151 0.7500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7593 0.7428 0.0165 2.2% 0.0011 0.1% 98% True False 1
10 0.7593 0.7311 0.0282 3.7% 0.0026 0.3% 99% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7668
1.618 0.7639
1.000 0.7622
0.618 0.7611
HIGH 0.7593
0.618 0.7582
0.500 0.7579
0.382 0.7575
LOW 0.7565
0.618 0.7547
1.000 0.7536
1.618 0.7518
2.618 0.7490
4.250 0.7443
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 0.7587 0.7564
PP 0.7583 0.7537
S1 0.7579 0.7511

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

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