CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 12-Oct-2022
Day Change Summary
Previous Current
11-Oct-2022 12-Oct-2022 Change Change % Previous Week
Open 0.7250 0.7274 0.0024 0.3% 0.7270
High 0.7271 0.7274 0.0003 0.0% 0.7430
Low 0.7248 0.7257 0.0009 0.1% 0.7270
Close 0.7263 0.7257 -0.0006 -0.1% 0.7304
Range 0.0023 0.0017 -0.0006 -24.4% 0.0160
ATR 0.0055 0.0052 -0.0003 -4.9% 0.0000
Volume 47 5 -42 -89.4% 121
Daily Pivots for day following 12-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7313 0.7302 0.7266
R3 0.7296 0.7285 0.7261
R2 0.7279 0.7279 0.7260
R1 0.7268 0.7268 0.7258 0.7265
PP 0.7262 0.7262 0.7262 0.7261
S1 0.7251 0.7251 0.7255 0.7248
S2 0.7245 0.7245 0.7253
S3 0.7228 0.7234 0.7252
S4 0.7211 0.7217 0.7247
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7814 0.7719 0.7392
R3 0.7654 0.7559 0.7348
R2 0.7494 0.7494 0.7333
R1 0.7399 0.7399 0.7318 0.7447
PP 0.7334 0.7334 0.7334 0.7358
S1 0.7239 0.7239 0.7289 0.7287
S2 0.7174 0.7174 0.7274
S3 0.7014 0.7079 0.7260
S4 0.6854 0.6919 0.7216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7345 0.7248 0.0097 1.3% 0.0024 0.3% 9% False False 14
10 0.7430 0.7248 0.0182 2.5% 0.0049 0.7% 5% False False 36
20 0.7610 0.7248 0.0362 5.0% 0.0044 0.6% 2% False False 38
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7346
2.618 0.7318
1.618 0.7301
1.000 0.7291
0.618 0.7284
HIGH 0.7274
0.618 0.7267
0.500 0.7265
0.382 0.7263
LOW 0.7257
0.618 0.7246
1.000 0.7240
1.618 0.7229
2.618 0.7212
4.250 0.7184
Fisher Pivots for day following 12-Oct-2022
Pivot 1 day 3 day
R1 0.7265 0.7267
PP 0.7262 0.7264
S1 0.7259 0.7260

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

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