CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 17-Oct-2022
Day Change Summary
Previous Current
14-Oct-2022 17-Oct-2022 Change Change % Previous Week
Open 0.7290 0.7310 0.0020 0.3% 0.7286
High 0.7317 0.7320 0.0004 0.0% 0.7317
Low 0.7224 0.7310 0.0086 1.2% 0.7200
Close 0.7225 0.7318 0.0093 1.3% 0.7225
Range 0.0093 0.0010 -0.0083 -89.2% 0.0117
ATR 0.0059 0.0062 0.0003 4.3% 0.0000
Volume 30 7 -23 -76.7% 162
Daily Pivots for day following 17-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7346 0.7342 0.7323
R3 0.7336 0.7332 0.7320
R2 0.7326 0.7326 0.7319
R1 0.7322 0.7322 0.7318 0.7324
PP 0.7316 0.7316 0.7316 0.7317
S1 0.7312 0.7312 0.7317 0.7314
S2 0.7306 0.7306 0.7316
S3 0.7296 0.7302 0.7315
S4 0.7286 0.7292 0.7312
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7597 0.7527 0.7289
R3 0.7480 0.7411 0.7257
R2 0.7364 0.7364 0.7246
R1 0.7294 0.7294 0.7236 0.7271
PP 0.7247 0.7247 0.7247 0.7235
S1 0.7178 0.7178 0.7214 0.7154
S2 0.7131 0.7131 0.7204
S3 0.7014 0.7061 0.7193
S4 0.6898 0.6945 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7200 0.0120 1.6% 0.0051 0.7% 98% True False 33
10 0.7430 0.7200 0.0230 3.1% 0.0047 0.6% 51% False False 26
20 0.7504 0.7200 0.0304 4.1% 0.0050 0.7% 39% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7363
2.618 0.7346
1.618 0.7336
1.000 0.7330
0.618 0.7326
HIGH 0.7320
0.618 0.7316
0.500 0.7315
0.382 0.7314
LOW 0.7310
0.618 0.7304
1.000 0.7300
1.618 0.7294
2.618 0.7284
4.250 0.7268
Fisher Pivots for day following 17-Oct-2022
Pivot 1 day 3 day
R1 0.7317 0.7298
PP 0.7316 0.7279
S1 0.7315 0.7260

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

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