CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 0.7550 0.7525 -0.0025 -0.3% 0.7679
High 0.7550 0.7556 0.0006 0.1% 0.7716
Low 0.7525 0.7525 0.0000 0.0% 0.7525
Close 0.7535 0.7543 0.0008 0.1% 0.7535
Range 0.0025 0.0031 0.0006 24.0% 0.0191
ATR 0.0044 0.0043 -0.0001 -2.1% 0.0000
Volume 280 34 -246 -87.9% 1,206
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7634 0.7620 0.7560
R3 0.7603 0.7589 0.7552
R2 0.7572 0.7572 0.7549
R1 0.7558 0.7558 0.7546 0.7565
PP 0.7541 0.7541 0.7541 0.7545
S1 0.7527 0.7527 0.7540 0.7534
S2 0.7510 0.7510 0.7537
S3 0.7479 0.7496 0.7534
S4 0.7448 0.7465 0.7526
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8163 0.8040 0.7640
R3 0.7973 0.7849 0.7587
R2 0.7782 0.7782 0.7570
R1 0.7659 0.7659 0.7552 0.7625
PP 0.7592 0.7592 0.7592 0.7575
S1 0.7468 0.7468 0.7518 0.7435
S2 0.7401 0.7401 0.7500
S3 0.7211 0.7278 0.7483
S4 0.7020 0.7087 0.7430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7712 0.7525 0.0187 2.5% 0.0045 0.6% 10% False True 217
10 0.7716 0.7525 0.0191 2.5% 0.0039 0.5% 9% False True 196
20 0.7746 0.7525 0.0221 2.9% 0.0037 0.5% 8% False True 134
40 0.7851 0.7525 0.0326 4.3% 0.0027 0.4% 6% False True 80
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 0.7688
2.618 0.7637
1.618 0.7606
1.000 0.7587
0.618 0.7575
HIGH 0.7556
0.618 0.7544
0.500 0.7541
0.382 0.7537
LOW 0.7525
0.618 0.7506
1.000 0.7494
1.618 0.7475
2.618 0.7444
4.250 0.7393
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 0.7542 0.7565
PP 0.7541 0.7557
S1 0.7541 0.7550

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

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