CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 13-Sep-2022
Day Change Summary
Previous Current
12-Sep-2022 13-Sep-2022 Change Change % Previous Week
Open 0.7679 0.7700 0.0021 0.3% 0.7620
High 0.7716 0.7712 -0.0004 -0.1% 0.7703
Low 0.7679 0.7606 -0.0073 -1.0% 0.7580
Close 0.7704 0.7612 -0.0092 -1.2% 0.7678
Range 0.0037 0.0106 0.0069 189.0% 0.0123
ATR 0.0041 0.0046 0.0005 11.1% 0.0000
Volume 152 278 126 82.9% 724
Daily Pivots for day following 13-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7960 0.7891 0.7670
R3 0.7854 0.7786 0.7641
R2 0.7749 0.7749 0.7631
R1 0.7680 0.7680 0.7621 0.7662
PP 0.7643 0.7643 0.7643 0.7634
S1 0.7575 0.7575 0.7602 0.7556
S2 0.7538 0.7538 0.7592
S3 0.7432 0.7469 0.7582
S4 0.7327 0.7364 0.7553
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8021 0.7972 0.7745
R3 0.7898 0.7849 0.7711
R2 0.7776 0.7776 0.7700
R1 0.7727 0.7727 0.7689 0.7751
PP 0.7653 0.7653 0.7653 0.7666
S1 0.7604 0.7604 0.7666 0.7629
S2 0.7531 0.7531 0.7655
S3 0.7408 0.7482 0.7644
S4 0.7286 0.7359 0.7610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7716 0.7580 0.0136 1.8% 0.0050 0.7% 23% False False 216
10 0.7716 0.7575 0.0141 1.8% 0.0037 0.5% 26% False False 156
20 0.7784 0.7575 0.0209 2.7% 0.0034 0.4% 17% False False 95
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 0.0004
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.8160
2.618 0.7988
1.618 0.7882
1.000 0.7817
0.618 0.7777
HIGH 0.7712
0.618 0.7671
0.500 0.7659
0.382 0.7646
LOW 0.7606
0.618 0.7541
1.000 0.7501
1.618 0.7435
2.618 0.7330
4.250 0.7158
Fisher Pivots for day following 13-Sep-2022
Pivot 1 day 3 day
R1 0.7659 0.7661
PP 0.7643 0.7644
S1 0.7627 0.7628

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

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