CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 08-Sep-2022
Day Change Summary
Previous Current
07-Sep-2022 08-Sep-2022 Change Change % Previous Week
Open 0.7585 0.7610 0.0025 0.3% 0.7690
High 0.7613 0.7638 0.0025 0.3% 0.7690
Low 0.7585 0.7610 0.0025 0.3% 0.7596
Close 0.7613 0.7638 0.0025 0.3% 0.7619
Range 0.0028 0.0028 -0.0001 -1.8% 0.0094
ATR
Volume 42 1 -41 -97.6% 30
Daily Pivots for day following 08-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7711 0.7702 0.7653
R3 0.7683 0.7674 0.7645
R2 0.7656 0.7656 0.7643
R1 0.7647 0.7647 0.7640 0.7651
PP 0.7628 0.7628 0.7628 0.7631
S1 0.7619 0.7619 0.7635 0.7624
S2 0.7601 0.7601 0.7632
S3 0.7573 0.7592 0.7630
S4 0.7546 0.7564 0.7622
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7915 0.7861 0.7670
R3 0.7822 0.7767 0.7645
R2 0.7728 0.7728 0.7636
R1 0.7674 0.7674 0.7628 0.7654
PP 0.7635 0.7635 0.7635 0.7625
S1 0.7580 0.7580 0.7610 0.7561
S2 0.7541 0.7541 0.7602
S3 0.7448 0.7487 0.7593
S4 0.7354 0.7393 0.7568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7585 0.0063 0.8% 0.0013 0.2% 83% False False 12
10 0.7746 0.7585 0.0161 2.1% 0.0016 0.2% 33% False False 8
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7754
2.618 0.7709
1.618 0.7682
1.000 0.7665
0.618 0.7654
HIGH 0.7638
0.618 0.7627
0.500 0.7624
0.382 0.7621
LOW 0.7610
0.618 0.7593
1.000 0.7583
1.618 0.7566
2.618 0.7538
4.250 0.7493
Fisher Pivots for day following 08-Sep-2022
Pivot 1 day 3 day
R1 0.7633 0.7629
PP 0.7628 0.7620
S1 0.7624 0.7611

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

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