CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 14-Sep-2022
Day Change Summary
Previous Current
13-Sep-2022 14-Sep-2022 Change Change % Previous Week
Open 0.7681 0.7599 -0.0082 -1.1% 0.7610
High 0.7681 0.7610 -0.0071 -0.9% 0.7705
Low 0.7608 0.7599 -0.0009 -0.1% 0.7585
Close 0.7619 0.7605 -0.0014 -0.2% 0.7682
Range 0.0073 0.0011 -0.0062 -84.9% 0.0120
ATR 0.0038 0.0036 -0.0001 -3.4% 0.0000
Volume 12 75 63 525.0% 54
Daily Pivots for day following 14-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7637 0.7632 0.7611
R3 0.7626 0.7621 0.7608
R2 0.7615 0.7615 0.7607
R1 0.7610 0.7610 0.7606 0.7613
PP 0.7604 0.7604 0.7604 0.7606
S1 0.7599 0.7599 0.7604 0.7602
S2 0.7593 0.7593 0.7603
S3 0.7582 0.7588 0.7602
S4 0.7571 0.7577 0.7599
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 0.7713 0.7599 0.0114 1.5% 0.0034 0.4% 6% False True 19
10 0.7713 0.7585 0.0128 1.7% 0.0022 0.3% 16% False False 15
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 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7638
1.618 0.7627
1.000 0.7621
0.618 0.7616
HIGH 0.7610
0.618 0.7605
0.500 0.7604
0.382 0.7603
LOW 0.7599
0.618 0.7592
1.000 0.7588
1.618 0.7581
2.618 0.7570
4.250 0.7552
Fisher Pivots for day following 14-Sep-2022
Pivot 1 day 3 day
R1 0.7605 0.7656
PP 0.7604 0.7639
S1 0.7604 0.7622

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

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