CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 05-Dec-2022
Day Change Summary
Previous Current
02-Dec-2022 05-Dec-2022 Change Change % Previous Week
Open 0.7476 0.7397 -0.0079 -1.1% 0.7452
High 0.7487 0.7397 -0.0090 -1.2% 0.7493
Low 0.7436 0.7397 -0.0040 -0.5% 0.7397
Close 0.7467 0.7397 -0.0070 -0.9% 0.7467
Range 0.0051 0.0000 -0.0051 -100.0% 0.0097
ATR 0.0044 0.0046 0.0002 4.3% 0.0000
Volume 3 0 -3 -100.0% 12
Daily Pivots for day following 05-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7397 0.7397 0.7397
R3 0.7397 0.7397 0.7397
R2 0.7397 0.7397 0.7397
R1 0.7397 0.7397 0.7397 0.7397
PP 0.7397 0.7397 0.7397 0.7397
S1 0.7397 0.7397 0.7397 0.7397
S2 0.7397 0.7397 0.7397
S3 0.7397 0.7397 0.7397
S4 0.7397 0.7397 0.7397
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% 0% False True 2
10 0.7548 0.7397 0.0151 2.0% 0.0016 0.2% 0% False True 25
20 0.7593 0.7397 0.0197 2.7% 0.0015 0.2% 0% False True 13
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7397
2.618 0.7397
1.618 0.7397
1.000 0.7397
0.618 0.7397
HIGH 0.7397
0.618 0.7397
0.500 0.7397
0.382 0.7397
LOW 0.7397
0.618 0.7397
1.000 0.7397
1.618 0.7397
2.618 0.7397
4.250 0.7397
Fisher Pivots for day following 05-Dec-2022
Pivot 1 day 3 day
R1 0.7397 0.7445
PP 0.7397 0.7429
S1 0.7397 0.7413

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

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