CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 0.7307 0.7352 0.0045 0.6% 0.7525
High 0.7366 0.7352 -0.0014 -0.2% 0.7559
Low 0.7307 0.7296 -0.0012 -0.2% 0.7375
Close 0.7366 0.7313 -0.0053 -0.7% 0.7372
Range 0.0059 0.0056 -0.0003 -4.3% 0.0184
ATR 0.0046 0.0048 0.0002 3.6% 0.0000
Volume 18 47 29 161.1% 274
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7488 0.7456 0.7343
R3 0.7432 0.7400 0.7328
R2 0.7376 0.7376 0.7323
R1 0.7344 0.7344 0.7318 0.7332
PP 0.7320 0.7320 0.7320 0.7314
S1 0.7288 0.7288 0.7307 0.7276
S2 0.7264 0.7264 0.7302
S3 0.7208 0.7232 0.7297
S4 0.7152 0.7176 0.7282
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 0.7438 0.7279 0.0159 2.2% 0.0054 0.7% 21% False False 38
10 0.7559 0.7279 0.0280 3.8% 0.0041 0.6% 12% False False 44
20 0.7713 0.7279 0.0434 5.9% 0.0032 0.4% 8% False False 30
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7498
1.618 0.7442
1.000 0.7408
0.618 0.7386
HIGH 0.7352
0.618 0.7330
0.500 0.7324
0.382 0.7317
LOW 0.7296
0.618 0.7261
1.000 0.7240
1.618 0.7205
2.618 0.7149
4.250 0.7058
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 0.7324 0.7322
PP 0.7320 0.7319
S1 0.7316 0.7316

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

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