CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 0.7355 0.7320 -0.0035 -0.5% 0.7330
High 0.7355 0.7331 -0.0024 -0.3% 0.7359
Low 0.7285 0.7238 -0.0047 -0.6% 0.7238
Close 0.7303 0.7251 -0.0053 -0.7% 0.7251
Range 0.0070 0.0094 0.0024 33.6% 0.0122
ATR 0.0057 0.0060 0.0003 4.5% 0.0000
Volume 429 461 32 7.5% 1,421
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7554 0.7496 0.7302
R3 0.7460 0.7402 0.7276
R2 0.7367 0.7367 0.7268
R1 0.7309 0.7309 0.7259 0.7291
PP 0.7273 0.7273 0.7273 0.7264
S1 0.7215 0.7215 0.7242 0.7197
S2 0.7180 0.7180 0.7233
S3 0.7086 0.7122 0.7225
S4 0.6993 0.7028 0.7199
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7647 0.7570 0.7317
R3 0.7525 0.7449 0.7284
R2 0.7404 0.7404 0.7273
R1 0.7327 0.7327 0.7262 0.7305
PP 0.7282 0.7282 0.7282 0.7271
S1 0.7206 0.7206 0.7239 0.7183
S2 0.7161 0.7161 0.7228
S3 0.7039 0.7084 0.7217
S4 0.6918 0.6963 0.7184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7359 0.7238 0.0122 1.7% 0.0079 1.1% 11% False True 284
10 0.7556 0.7238 0.0319 4.4% 0.0063 0.9% 4% False True 302
20 0.7716 0.7238 0.0478 6.6% 0.0051 0.7% 3% False True 249
40 0.7851 0.7238 0.0613 8.5% 0.0039 0.5% 2% False True 151
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7728
2.618 0.7576
1.618 0.7482
1.000 0.7425
0.618 0.7389
HIGH 0.7331
0.618 0.7295
0.500 0.7284
0.382 0.7273
LOW 0.7238
0.618 0.7180
1.000 0.7144
1.618 0.7086
2.618 0.6993
4.250 0.6840
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 0.7284 0.7298
PP 0.7273 0.7282
S1 0.7262 0.7266

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

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