CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 0.7591 0.7604 0.0013 0.2% 0.7620
High 0.7619 0.7604 -0.0015 -0.2% 0.7703
Low 0.7591 0.7570 -0.0021 -0.3% 0.7580
Close 0.7599 0.7571 -0.0028 -0.4% 0.7678
Range 0.0029 0.0034 0.0006 19.3% 0.0123
ATR 0.0045 0.0044 -0.0001 -1.7% 0.0000
Volume 40 456 416 1,040.0% 724
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7684 0.7661 0.7590
R3 0.7650 0.7627 0.7580
R2 0.7616 0.7616 0.7577
R1 0.7593 0.7593 0.7574 0.7588
PP 0.7582 0.7582 0.7582 0.7579
S1 0.7559 0.7559 0.7568 0.7554
S2 0.7548 0.7548 0.7565
S3 0.7514 0.7525 0.7562
S4 0.7480 0.7491 0.7552
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 0.7570 0.0146 1.9% 0.0049 0.6% 1% False True 218
10 0.7716 0.7570 0.0146 1.9% 0.0040 0.5% 1% False True 179
20 0.7754 0.7570 0.0184 2.4% 0.0036 0.5% 1% False True 120
40 0.7851 0.7570 0.0281 3.7% 0.0027 0.4% 0% False True 73
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7749
2.618 0.7693
1.618 0.7659
1.000 0.7638
0.618 0.7625
HIGH 0.7604
0.618 0.7591
0.500 0.7587
0.382 0.7583
LOW 0.7570
0.618 0.7549
1.000 0.7536
1.618 0.7515
2.618 0.7481
4.250 0.7426
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 0.7587 0.7641
PP 0.7582 0.7618
S1 0.7576 0.7594

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

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