CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 23-Sep-2022
Day Change Summary
Previous Current
22-Sep-2022 23-Sep-2022 Change Change % Previous Week
Open 0.7410 0.7431 0.0021 0.3% 0.7525
High 0.7454 0.7435 -0.0020 -0.3% 0.7556
Low 0.7400 0.7359 -0.0041 -0.6% 0.7359
Close 0.7421 0.7359 -0.0062 -0.8% 0.7359
Range 0.0054 0.0076 0.0022 39.8% 0.0197
ATR 0.0048 0.0050 0.0002 4.1% 0.0000
Volume 1,082 90 -992 -91.7% 1,600
Daily Pivots for day following 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7611 0.7560 0.7401
R3 0.7535 0.7485 0.7380
R2 0.7460 0.7460 0.7373
R1 0.7409 0.7409 0.7366 0.7397
PP 0.7384 0.7384 0.7384 0.7378
S1 0.7334 0.7334 0.7352 0.7321
S2 0.7309 0.7309 0.7345
S3 0.7233 0.7258 0.7338
S4 0.7158 0.7183 0.7317
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8016 0.7884 0.7467
R3 0.7819 0.7687 0.7413
R2 0.7622 0.7622 0.7395
R1 0.7490 0.7490 0.7377 0.7458
PP 0.7425 0.7425 0.7425 0.7408
S1 0.7293 0.7293 0.7341 0.7261
S2 0.7228 0.7228 0.7323
S3 0.7031 0.7096 0.7305
S4 0.6834 0.6899 0.7251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7556 0.7359 0.0197 2.7% 0.0048 0.6% 0% False True 320
10 0.7716 0.7359 0.0357 4.8% 0.0047 0.6% 0% False True 280
20 0.7746 0.7359 0.0387 5.3% 0.0041 0.6% 0% False True 204
40 0.7851 0.7359 0.0492 6.7% 0.0031 0.4% 0% False True 118
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7755
2.618 0.7632
1.618 0.7557
1.000 0.7510
0.618 0.7481
HIGH 0.7435
0.618 0.7406
0.500 0.7397
0.382 0.7388
LOW 0.7359
0.618 0.7312
1.000 0.7284
1.618 0.7237
2.618 0.7161
4.250 0.7038
Fisher Pivots for day following 23-Sep-2022
Pivot 1 day 3 day
R1 0.7397 0.7428
PP 0.7384 0.7405
S1 0.7372 0.7382

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

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