CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 04-Oct-2022
Day Change Summary
Previous Current
03-Oct-2022 04-Oct-2022 Change Change % Previous Week
Open 0.7270 0.7351 0.0082 1.1% 0.7340
High 0.7356 0.7430 0.0074 1.0% 0.7366
Low 0.7270 0.7351 0.0082 1.1% 0.7250
Close 0.7356 0.7430 0.0074 1.0% 0.7256
Range 0.0086 0.0079 -0.0008 -8.7% 0.0116
ATR 0.0054 0.0056 0.0002 3.2% 0.0000
Volume 27 28 1 3.7% 285
Daily Pivots for day following 04-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7639 0.7613 0.7473
R3 0.7560 0.7534 0.7451
R2 0.7482 0.7482 0.7444
R1 0.7456 0.7456 0.7437 0.7469
PP 0.7403 0.7403 0.7403 0.7410
S1 0.7377 0.7377 0.7422 0.7390
S2 0.7325 0.7325 0.7415
S3 0.7246 0.7299 0.7408
S4 0.7168 0.7220 0.7386
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7637 0.7562 0.7320
R3 0.7522 0.7447 0.7288
R2 0.7406 0.7406 0.7277
R1 0.7331 0.7331 0.7267 0.7311
PP 0.7291 0.7291 0.7291 0.7280
S1 0.7216 0.7216 0.7245 0.7195
S2 0.7175 0.7175 0.7235
S3 0.7060 0.7100 0.7224
S4 0.6944 0.6985 0.7192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7250 0.0180 2.4% 0.0073 1.0% 100% True False 52
10 0.7504 0.7250 0.0254 3.4% 0.0060 0.8% 71% False False 60
20 0.7713 0.7250 0.0463 6.2% 0.0045 0.6% 39% False False 39
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7763
2.618 0.7635
1.618 0.7557
1.000 0.7508
0.618 0.7478
HIGH 0.7430
0.618 0.7400
0.500 0.7390
0.382 0.7381
LOW 0.7351
0.618 0.7302
1.000 0.7273
1.618 0.7224
2.618 0.7145
4.250 0.7017
Fisher Pivots for day following 04-Oct-2022
Pivot 1 day 3 day
R1 0.7416 0.7400
PP 0.7403 0.7370
S1 0.7390 0.7340

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

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