CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 0.7302 0.7255 -0.0048 -0.7% 0.7224
High 0.7334 0.7346 0.0012 0.2% 0.7346
Low 0.7271 0.7231 -0.0041 -0.6% 0.7224
Close 0.7271 0.7330 0.0059 0.8% 0.7330
Range 0.0063 0.0116 0.0053 83.3% 0.0122
ATR 0.0067 0.0070 0.0003 5.3% 0.0000
Volume 505 143 -362 -71.7% 1,063
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7649 0.7605 0.7394
R3 0.7533 0.7489 0.7362
R2 0.7418 0.7418 0.7351
R1 0.7374 0.7374 0.7341 0.7396
PP 0.7302 0.7302 0.7302 0.7313
S1 0.7258 0.7258 0.7319 0.7280
S2 0.7187 0.7187 0.7309
S3 0.7071 0.7143 0.7298
S4 0.6956 0.7027 0.7266
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7666 0.7620 0.7397
R3 0.7544 0.7498 0.7364
R2 0.7422 0.7422 0.7352
R1 0.7376 0.7376 0.7341 0.7399
PP 0.7300 0.7300 0.7300 0.7312
S1 0.7254 0.7254 0.7319 0.7277
S2 0.7178 0.7178 0.7308
S3 0.7056 0.7132 0.7296
S4 0.6934 0.7010 0.7263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7346 0.7224 0.0122 1.7% 0.0072 1.0% 87% True False 212
10 0.7346 0.7170 0.0176 2.4% 0.0069 0.9% 91% True False 158
20 0.7419 0.7170 0.0249 3.4% 0.0072 1.0% 64% False False 236
40 0.7746 0.7170 0.0576 7.9% 0.0057 0.8% 28% False False 220
60 0.7851 0.7170 0.0681 9.3% 0.0045 0.6% 24% False False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7837
2.618 0.7648
1.618 0.7533
1.000 0.7462
0.618 0.7417
HIGH 0.7346
0.618 0.7302
0.500 0.7288
0.382 0.7275
LOW 0.7231
0.618 0.7159
1.000 0.7115
1.618 0.7044
2.618 0.6928
4.250 0.6740
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 0.7316 0.7316
PP 0.7302 0.7302
S1 0.7288 0.7288

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

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