CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 18-Oct-2022
Day Change Summary
Previous Current
17-Oct-2022 18-Oct-2022 Change Change % Previous Week
Open 0.7224 0.7305 0.0081 1.1% 0.7280
High 0.7310 0.7332 0.0022 0.3% 0.7310
Low 0.7224 0.7262 0.0038 0.5% 0.7170
Close 0.7305 0.7274 -0.0031 -0.4% 0.7213
Range 0.0086 0.0070 -0.0016 -18.6% 0.0140
ATR 0.0070 0.0070 0.0000 0.0% 0.0000
Volume 37 54 17 45.9% 519
Daily Pivots for day following 18-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7499 0.7457 0.7313
R3 0.7429 0.7387 0.7293
R2 0.7359 0.7359 0.7287
R1 0.7317 0.7317 0.7280 0.7303
PP 0.7289 0.7289 0.7289 0.7283
S1 0.7247 0.7247 0.7268 0.7233
S2 0.7219 0.7219 0.7261
S3 0.7149 0.7177 0.7255
S4 0.7079 0.7107 0.7236
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7649 0.7571 0.7290
R3 0.7510 0.7431 0.7251
R2 0.7370 0.7370 0.7239
R1 0.7292 0.7292 0.7226 0.7261
PP 0.7231 0.7231 0.7231 0.7216
S1 0.7152 0.7152 0.7200 0.7122
S2 0.7091 0.7091 0.7187
S3 0.6952 0.7013 0.7175
S4 0.6812 0.6873 0.7136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7332 0.7170 0.0162 2.2% 0.0082 1.1% 64% True False 79
10 0.7383 0.7170 0.0213 2.9% 0.0069 1.0% 49% False False 220
20 0.7498 0.7170 0.0328 4.5% 0.0071 1.0% 32% False False 261
40 0.7746 0.7170 0.0576 7.9% 0.0054 0.7% 18% False False 198
60 0.7851 0.7170 0.0681 9.4% 0.0042 0.6% 15% False False 142
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7630
2.618 0.7515
1.618 0.7445
1.000 0.7402
0.618 0.7375
HIGH 0.7332
0.618 0.7305
0.500 0.7297
0.382 0.7289
LOW 0.7262
0.618 0.7219
1.000 0.7192
1.618 0.7149
2.618 0.7079
4.250 0.6965
Fisher Pivots for day following 18-Oct-2022
Pivot 1 day 3 day
R1 0.7297 0.7273
PP 0.7289 0.7272
S1 0.7282 0.7271

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

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