CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 0.7515 0.7482 -0.0033 -0.4% 0.7679
High 0.7516 0.7498 -0.0019 -0.2% 0.7716
Low 0.7489 0.7447 -0.0042 -0.6% 0.7525
Close 0.7492 0.7494 0.0002 0.0% 0.7535
Range 0.0028 0.0051 0.0023 83.6% 0.0191
ATR 0.0044 0.0044 0.0000 1.1% 0.0000
Volume 96 298 202 210.4% 1,206
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7631 0.7613 0.7521
R3 0.7580 0.7562 0.7507
R2 0.7530 0.7530 0.7503
R1 0.7512 0.7512 0.7498 0.7521
PP 0.7479 0.7479 0.7479 0.7484
S1 0.7461 0.7461 0.7489 0.7470
S2 0.7429 0.7429 0.7484
S3 0.7378 0.7411 0.7480
S4 0.7328 0.7360 0.7466
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 0.7604 0.7447 0.0157 2.1% 0.0034 0.4% 30% False True 232
10 0.7716 0.7447 0.0269 3.6% 0.0042 0.6% 17% False True 204
20 0.7746 0.7447 0.0299 4.0% 0.0036 0.5% 16% False True 147
40 0.7851 0.7447 0.0404 5.4% 0.0028 0.4% 12% False True 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7712
2.618 0.7630
1.618 0.7579
1.000 0.7548
0.618 0.7529
HIGH 0.7498
0.618 0.7478
0.500 0.7472
0.382 0.7466
LOW 0.7447
0.618 0.7416
1.000 0.7397
1.618 0.7365
2.618 0.7315
4.250 0.7232
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 0.7486 0.7502
PP 0.7479 0.7499
S1 0.7472 0.7496

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

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