CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 12-Oct-2022
Day Change Summary
Previous Current
11-Oct-2022 12-Oct-2022 Change Change % Previous Week
Open 0.7260 0.7243 -0.0017 -0.2% 0.7275
High 0.7295 0.7267 -0.0028 -0.4% 0.7419
Low 0.7230 0.7243 0.0013 0.2% 0.7270
Close 0.7254 0.7246 -0.0008 -0.1% 0.7295
Range 0.0065 0.0024 -0.0041 -63.1% 0.0149
ATR 0.0063 0.0060 -0.0003 -4.4% 0.0000
Volume 151 46 -105 -69.5% 1,734
Daily Pivots for day following 12-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7324 0.7309 0.7259
R3 0.7300 0.7285 0.7253
R2 0.7276 0.7276 0.7250
R1 0.7261 0.7261 0.7248 0.7269
PP 0.7252 0.7252 0.7252 0.7256
S1 0.7237 0.7237 0.7244 0.7245
S2 0.7228 0.7228 0.7242
S3 0.7204 0.7213 0.7239
S4 0.7180 0.7189 0.7233
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7775 0.7684 0.7376
R3 0.7626 0.7535 0.7335
R2 0.7477 0.7477 0.7322
R1 0.7386 0.7386 0.7308 0.7431
PP 0.7328 0.7328 0.7328 0.7351
S1 0.7237 0.7237 0.7281 0.7282
S2 0.7179 0.7179 0.7267
S3 0.7030 0.7088 0.7254
S4 0.6881 0.6939 0.7213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7377 0.7230 0.0147 2.0% 0.0048 0.7% 11% False False 326
10 0.7419 0.7230 0.0189 2.6% 0.0062 0.9% 8% False False 288
20 0.7604 0.7230 0.0374 5.2% 0.0057 0.8% 4% False False 287
40 0.7754 0.7230 0.0524 7.2% 0.0046 0.6% 3% False False 192
60 0.7851 0.7230 0.0621 8.6% 0.0037 0.5% 3% False False 137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7369
2.618 0.7330
1.618 0.7306
1.000 0.7291
0.618 0.7282
HIGH 0.7267
0.618 0.7258
0.500 0.7255
0.382 0.7252
LOW 0.7243
0.618 0.7228
1.000 0.7219
1.618 0.7204
2.618 0.7180
4.250 0.7141
Fisher Pivots for day following 12-Oct-2022
Pivot 1 day 3 day
R1 0.7255 0.7263
PP 0.7252 0.7257
S1 0.7249 0.7252

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

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