CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 0.7304 0.7307 0.0003 0.0% 0.7525
High 0.7314 0.7366 0.0052 0.7% 0.7559
Low 0.7279 0.7307 0.0028 0.4% 0.7375
Close 0.7314 0.7366 0.0052 0.7% 0.7372
Range 0.0035 0.0059 0.0024 67.1% 0.0184
ATR 0.0045 0.0046 0.0001 2.1% 0.0000
Volume 9 18 9 100.0% 274
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7522 0.7502 0.7398
R3 0.7463 0.7444 0.7382
R2 0.7405 0.7405 0.7376
R1 0.7385 0.7385 0.7371 0.7395
PP 0.7346 0.7346 0.7346 0.7351
S1 0.7327 0.7327 0.7360 0.7336
S2 0.7288 0.7288 0.7355
S3 0.7229 0.7268 0.7349
S4 0.7171 0.7210 0.7333
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 0.7461 0.7279 0.0182 2.5% 0.0053 0.7% 48% False False 55
10 0.7610 0.7279 0.0331 4.5% 0.0039 0.5% 26% False False 40
20 0.7713 0.7279 0.0434 5.9% 0.0030 0.4% 20% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7614
2.618 0.7519
1.618 0.7460
1.000 0.7424
0.618 0.7402
HIGH 0.7366
0.618 0.7343
0.500 0.7336
0.382 0.7329
LOW 0.7307
0.618 0.7271
1.000 0.7249
1.618 0.7212
2.618 0.7154
4.250 0.7058
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 0.7356 0.7351
PP 0.7346 0.7337
S1 0.7336 0.7322

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

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