CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 05-Oct-2022
Day Change Summary
Previous Current
04-Oct-2022 05-Oct-2022 Change Change % Previous Week
Open 0.7351 0.7388 0.0037 0.5% 0.7340
High 0.7430 0.7388 -0.0042 -0.6% 0.7366
Low 0.7351 0.7330 -0.0021 -0.3% 0.7250
Close 0.7430 0.7373 -0.0057 -0.8% 0.7256
Range 0.0079 0.0058 -0.0021 -26.1% 0.0116
ATR 0.0056 0.0059 0.0003 5.6% 0.0000
Volume 28 44 16 57.1% 285
Daily Pivots for day following 05-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7538 0.7513 0.7405
R3 0.7480 0.7455 0.7389
R2 0.7422 0.7422 0.7384
R1 0.7397 0.7397 0.7378 0.7381
PP 0.7364 0.7364 0.7364 0.7355
S1 0.7339 0.7339 0.7368 0.7323
S2 0.7306 0.7306 0.7362
S3 0.7248 0.7281 0.7357
S4 0.7190 0.7223 0.7341
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% 69% False False 57
10 0.7461 0.7250 0.0211 2.9% 0.0063 0.9% 58% False False 56
20 0.7713 0.7250 0.0463 6.3% 0.0046 0.6% 27% False False 39
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7635
2.618 0.7540
1.618 0.7482
1.000 0.7446
0.618 0.7424
HIGH 0.7388
0.618 0.7366
0.500 0.7359
0.382 0.7352
LOW 0.7330
0.618 0.7294
1.000 0.7272
1.618 0.7236
2.618 0.7178
4.250 0.7084
Fisher Pivots for day following 05-Oct-2022
Pivot 1 day 3 day
R1 0.7368 0.7365
PP 0.7364 0.7357
S1 0.7359 0.7350

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

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