CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 18-Oct-2022
Day Change Summary
Previous Current
17-Oct-2022 18-Oct-2022 Change Change % Previous Week
Open 0.7310 0.7299 -0.0011 -0.2% 0.7286
High 0.7320 0.7299 -0.0021 -0.3% 0.7317
Low 0.7310 0.7287 -0.0023 -0.3% 0.7200
Close 0.7318 0.7287 -0.0031 -0.4% 0.7225
Range 0.0010 0.0012 0.0002 20.0% 0.0117
ATR 0.0062 0.0059 -0.0002 -3.6% 0.0000
Volume 7 2 -5 -71.4% 162
Daily Pivots for day following 18-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7327 0.7319 0.7294
R3 0.7315 0.7307 0.7290
R2 0.7303 0.7303 0.7289
R1 0.7295 0.7295 0.7288 0.7293
PP 0.7291 0.7291 0.7291 0.7290
S1 0.7283 0.7283 0.7286 0.7281
S2 0.7279 0.7279 0.7285
S3 0.7267 0.7271 0.7284
S4 0.7255 0.7259 0.7280
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% 0.0049 0.7% 73% False False 24
10 0.7388 0.7200 0.0188 2.6% 0.0040 0.6% 46% False False 23
20 0.7504 0.7200 0.0304 4.2% 0.0050 0.7% 29% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7350
2.618 0.7330
1.618 0.7318
1.000 0.7311
0.618 0.7306
HIGH 0.7299
0.618 0.7294
0.500 0.7293
0.382 0.7292
LOW 0.7287
0.618 0.7280
1.000 0.7275
1.618 0.7268
2.618 0.7256
4.250 0.7236
Fisher Pivots for day following 18-Oct-2022
Pivot 1 day 3 day
R1 0.7293 0.7282
PP 0.7291 0.7277
S1 0.7289 0.7272

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

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