CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 0.7265 0.7302 0.0037 0.5% 0.7280
High 0.7288 0.7334 0.0047 0.6% 0.7310
Low 0.7263 0.7271 0.0008 0.1% 0.7170
Close 0.7269 0.7271 0.0002 0.0% 0.7213
Range 0.0025 0.0063 0.0039 157.1% 0.0140
ATR 0.0067 0.0067 0.0000 -0.2% 0.0000
Volume 324 505 181 55.9% 519
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7481 0.7439 0.7306
R3 0.7418 0.7376 0.7288
R2 0.7355 0.7355 0.7283
R1 0.7313 0.7313 0.7277 0.7303
PP 0.7292 0.7292 0.7292 0.7287
S1 0.7250 0.7250 0.7265 0.7240
S2 0.7229 0.7229 0.7259
S3 0.7166 0.7187 0.7254
S4 0.7103 0.7124 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 0.7334 0.7210 0.0124 1.7% 0.0069 0.9% 49% True False 202
10 0.7334 0.7170 0.0164 2.3% 0.0062 0.9% 62% True False 153
20 0.7435 0.7170 0.0265 3.6% 0.0070 1.0% 38% False False 234
40 0.7746 0.7170 0.0576 7.9% 0.0054 0.7% 18% False False 217
60 0.7851 0.7170 0.0681 9.4% 0.0043 0.6% 15% False False 155
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7602
2.618 0.7499
1.618 0.7436
1.000 0.7397
0.618 0.7373
HIGH 0.7334
0.618 0.7310
0.500 0.7303
0.382 0.7295
LOW 0.7271
0.618 0.7232
1.000 0.7208
1.618 0.7169
2.618 0.7106
4.250 0.7003
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 0.7303 0.7298
PP 0.7292 0.7289
S1 0.7282 0.7280

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

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