CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 23-Sep-2022
Day Change Summary
Previous Current
22-Sep-2022 23-Sep-2022 Change Change % Previous Week
Open 0.7425 0.7436 0.0011 0.1% 0.7525
High 0.7461 0.7438 -0.0023 -0.3% 0.7559
Low 0.7413 0.7375 -0.0038 -0.5% 0.7375
Close 0.7434 0.7372 -0.0062 -0.8% 0.7372
Range 0.0048 0.0063 0.0015 31.6% 0.0184
ATR 0.0041 0.0043 0.0002 3.7% 0.0000
Volume 131 46 -85 -64.9% 274
Daily Pivots for day following 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7582 0.7540 0.7406
R3 0.7520 0.7477 0.7389
R2 0.7457 0.7457 0.7383
R1 0.7415 0.7415 0.7378 0.7405
PP 0.7395 0.7395 0.7395 0.7390
S1 0.7352 0.7352 0.7366 0.7342
S2 0.7332 0.7332 0.7361
S3 0.7270 0.7290 0.7355
S4 0.7207 0.7227 0.7338
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7987 0.7864 0.7473
R3 0.7803 0.7680 0.7423
R2 0.7619 0.7619 0.7406
R1 0.7496 0.7496 0.7389 0.7466
PP 0.7435 0.7435 0.7435 0.7420
S1 0.7312 0.7312 0.7355 0.7282
S2 0.7251 0.7251 0.7338
S3 0.7067 0.7128 0.7321
S4 0.6883 0.6944 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7375 0.0184 2.5% 0.0037 0.5% -2% False True 54
10 0.7713 0.7375 0.0338 4.6% 0.0034 0.5% -1% False True 39
20 0.7746 0.7375 0.0371 5.0% 0.0027 0.4% -1% False True 23
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 0.0004
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7703
2.618 0.7601
1.618 0.7539
1.000 0.7500
0.618 0.7476
HIGH 0.7438
0.618 0.7414
0.500 0.7406
0.382 0.7399
LOW 0.7375
0.618 0.7336
1.000 0.7313
1.618 0.7274
2.618 0.7211
4.250 0.7109
Fisher Pivots for day following 23-Sep-2022
Pivot 1 day 3 day
R1 0.7406 0.7439
PP 0.7395 0.7417
S1 0.7383 0.7394

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

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