CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 0.7510 0.7526 0.0016 0.2% 0.7565
High 0.7515 0.7526 0.0011 0.1% 0.7568
Low 0.7507 0.7526 0.0019 0.2% 0.7501
Close 0.7515 0.7526 0.0011 0.1% 0.7513
Range 0.0008 0.0000 -0.0008 -100.0% 0.0067
ATR 0.0043 0.0041 -0.0002 -5.3% 0.0000
Volume 239 0 -239 -100.0% 6
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7526 0.7526 0.7526
R3 0.7526 0.7526 0.7526
R2 0.7526 0.7526 0.7526
R1 0.7526 0.7526 0.7526 0.7526
PP 0.7526 0.7526 0.7526 0.7526
S1 0.7526 0.7526 0.7526 0.7526
S2 0.7526 0.7526 0.7526
S3 0.7526 0.7526 0.7526
S4 0.7526 0.7526 0.7526
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7728 0.7688 0.7550
R3 0.7661 0.7621 0.7531
R2 0.7594 0.7594 0.7525
R1 0.7554 0.7554 0.7519 0.7541
PP 0.7527 0.7527 0.7527 0.7521
S1 0.7487 0.7487 0.7507 0.7474
S2 0.7460 0.7460 0.7501
S3 0.7393 0.7420 0.7495
S4 0.7326 0.7353 0.7476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7549 0.7465 0.0084 1.1% 0.0019 0.2% 72% False False 49
10 0.7593 0.7465 0.0128 1.7% 0.0014 0.2% 47% False False 24
20 0.7593 0.7311 0.0282 3.7% 0.0020 0.3% 76% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7526
2.618 0.7526
1.618 0.7526
1.000 0.7526
0.618 0.7526
HIGH 0.7526
0.618 0.7526
0.500 0.7526
0.382 0.7526
LOW 0.7526
0.618 0.7526
1.000 0.7526
1.618 0.7526
2.618 0.7526
4.250 0.7526
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 0.7526 0.7515
PP 0.7526 0.7505
S1 0.7526 0.7495

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

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