CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 0.7491 0.7476 -0.0016 -0.2% 0.7452
High 0.7493 0.7487 -0.0007 -0.1% 0.7493
Low 0.7484 0.7436 -0.0048 -0.6% 0.7397
Close 0.7484 0.7467 -0.0018 -0.2% 0.7467
Range 0.0009 0.0051 0.0042 461.1% 0.0097
ATR 0.0043 0.0044 0.0001 1.2% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7615 0.7591 0.7494
R3 0.7564 0.7541 0.7480
R2 0.7514 0.7514 0.7476
R1 0.7490 0.7490 0.7471 0.7477
PP 0.7463 0.7463 0.7463 0.7456
S1 0.7440 0.7440 0.7462 0.7426
S2 0.7413 0.7413 0.7457
S3 0.7362 0.7389 0.7453
S4 0.7312 0.7339 0.7439
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7742 0.7701 0.7520
R3 0.7645 0.7604 0.7493
R2 0.7549 0.7549 0.7484
R1 0.7508 0.7508 0.7475 0.7528
PP 0.7452 0.7452 0.7452 0.7462
S1 0.7411 0.7411 0.7458 0.7432
S2 0.7356 0.7356 0.7449
S3 0.7259 0.7315 0.7440
S4 0.7163 0.7218 0.7413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7493 0.7397 0.0097 1.3% 0.0023 0.3% 73% False False 2
10 0.7549 0.7397 0.0153 2.0% 0.0021 0.3% 46% False False 25
20 0.7593 0.7330 0.0264 3.5% 0.0021 0.3% 52% False False 14
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7701
2.618 0.7619
1.618 0.7568
1.000 0.7537
0.618 0.7518
HIGH 0.7487
0.618 0.7467
0.500 0.7461
0.382 0.7455
LOW 0.7436
0.618 0.7405
1.000 0.7386
1.618 0.7354
2.618 0.7304
4.250 0.7221
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 0.7465 0.7464
PP 0.7463 0.7461
S1 0.7461 0.7458

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

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