CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 09-Sep-2022
Day Change Summary
Previous Current
08-Sep-2022 09-Sep-2022 Change Change % Previous Week
Open 0.7610 0.7669 0.0059 0.8% 0.7610
High 0.7638 0.7705 0.0067 0.9% 0.7705
Low 0.7610 0.7669 0.0059 0.8% 0.7585
Close 0.7638 0.7682 0.0045 0.6% 0.7682
Range 0.0028 0.0036 0.0009 30.9% 0.0120
ATR
Volume 1 6 5 500.0% 54
Daily Pivots for day following 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7793 0.7774 0.7702
R3 0.7757 0.7738 0.7692
R2 0.7721 0.7721 0.7689
R1 0.7702 0.7702 0.7685 0.7711
PP 0.7685 0.7685 0.7685 0.7690
S1 0.7666 0.7666 0.7679 0.7675
S2 0.7649 0.7649 0.7675
S3 0.7613 0.7630 0.7672
S4 0.7577 0.7594 0.7662
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8016 0.7968 0.7748
R3 0.7896 0.7849 0.7715
R2 0.7777 0.7777 0.7704
R1 0.7729 0.7729 0.7693 0.7753
PP 0.7657 0.7657 0.7657 0.7669
S1 0.7610 0.7610 0.7671 0.7634
S2 0.7538 0.7538 0.7660
S3 0.7418 0.7490 0.7649
S4 0.7299 0.7371 0.7616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7705 0.7585 0.0120 1.6% 0.0019 0.3% 81% True False 11
10 0.7746 0.7585 0.0161 2.1% 0.0020 0.3% 60% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7858
2.618 0.7799
1.618 0.7763
1.000 0.7741
0.618 0.7727
HIGH 0.7705
0.618 0.7691
0.500 0.7687
0.382 0.7682
LOW 0.7669
0.618 0.7646
1.000 0.7633
1.618 0.7610
2.618 0.7574
4.250 0.7516
Fisher Pivots for day following 09-Sep-2022
Pivot 1 day 3 day
R1 0.7687 0.7670
PP 0.7685 0.7657
S1 0.7684 0.7645

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

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