CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 0.7300 0.7250 -0.0050 -0.7% 0.7525
High 0.7313 0.7359 0.0047 0.6% 0.7556
Low 0.7286 0.7250 -0.0036 -0.5% 0.7359
Close 0.7304 0.7357 0.0053 0.7% 0.7359
Range 0.0027 0.0110 0.0083 305.6% 0.0197
ATR 0.0052 0.0056 0.0004 7.9% 0.0000
Volume 68 122 54 79.4% 1,600
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7650 0.7613 0.7417
R3 0.7541 0.7504 0.7387
R2 0.7431 0.7431 0.7377
R1 0.7394 0.7394 0.7367 0.7413
PP 0.7322 0.7322 0.7322 0.7331
S1 0.7285 0.7285 0.7347 0.7303
S2 0.7212 0.7212 0.7337
S3 0.7103 0.7175 0.7327
S4 0.6993 0.7066 0.7297
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 0.7454 0.7250 0.0205 2.8% 0.0072 1.0% 53% False True 340
10 0.7604 0.7250 0.0355 4.8% 0.0053 0.7% 30% False True 286
20 0.7716 0.7250 0.0466 6.3% 0.0046 0.6% 23% False True 221
40 0.7851 0.7250 0.0601 8.2% 0.0036 0.5% 18% False True 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.7824
2.618 0.7646
1.618 0.7536
1.000 0.7469
0.618 0.7427
HIGH 0.7359
0.618 0.7317
0.500 0.7304
0.382 0.7291
LOW 0.7250
0.618 0.7182
1.000 0.7140
1.618 0.7072
2.618 0.6963
4.250 0.6784
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 0.7339 0.7339
PP 0.7322 0.7322
S1 0.7304 0.7304

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.