CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 0.7359 0.7393 0.0034 0.5% 0.7224
High 0.7411 0.7423 0.0012 0.2% 0.7346
Low 0.7341 0.7368 0.0027 0.4% 0.7224
Close 0.7389 0.7387 -0.0002 0.0% 0.7330
Range 0.0070 0.0055 -0.0015 -20.9% 0.0122
ATR 0.0069 0.0068 -0.0001 -1.4% 0.0000
Volume 859 308 -551 -64.1% 1,063
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7557 0.7527 0.7417
R3 0.7502 0.7472 0.7402
R2 0.7447 0.7447 0.7397
R1 0.7417 0.7417 0.7392 0.7405
PP 0.7392 0.7392 0.7392 0.7386
S1 0.7362 0.7362 0.7382 0.7350
S2 0.7337 0.7337 0.7377
S3 0.7282 0.7307 0.7372
S4 0.7227 0.7252 0.7357
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 0.7423 0.7231 0.0192 2.6% 0.0072 1.0% 82% True False 313
10 0.7423 0.7210 0.0213 2.9% 0.0070 0.9% 83% True False 257
20 0.7423 0.7170 0.0253 3.4% 0.0069 0.9% 86% True False 259
40 0.7716 0.7170 0.0546 7.4% 0.0058 0.8% 40% False False 245
60 0.7851 0.7170 0.0681 9.2% 0.0048 0.6% 32% False False 180
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7566
1.618 0.7511
1.000 0.7478
0.618 0.7456
HIGH 0.7423
0.618 0.7401
0.500 0.7395
0.382 0.7389
LOW 0.7368
0.618 0.7334
1.000 0.7313
1.618 0.7279
2.618 0.7224
4.250 0.7134
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 0.7395 0.7379
PP 0.7392 0.7370
S1 0.7390 0.7362

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

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