CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 19-Oct-2022
Day Change Summary
Previous Current
18-Oct-2022 19-Oct-2022 Change Change % Previous Week
Open 0.7299 0.7284 -0.0015 -0.2% 0.7286
High 0.7299 0.7289 -0.0010 -0.1% 0.7317
Low 0.7287 0.7275 -0.0012 -0.2% 0.7200
Close 0.7287 0.7281 -0.0006 -0.1% 0.7225
Range 0.0012 0.0014 0.0002 16.7% 0.0117
ATR 0.0059 0.0056 -0.0003 -5.5% 0.0000
Volume 2 7 5 250.0% 162
Daily Pivots for day following 19-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7324 0.7316 0.7289
R3 0.7310 0.7302 0.7285
R2 0.7296 0.7296 0.7284
R1 0.7288 0.7288 0.7282 0.7285
PP 0.7282 0.7282 0.7282 0.7280
S1 0.7274 0.7274 0.7280 0.7271
S2 0.7268 0.7268 0.7278
S3 0.7254 0.7260 0.7277
S4 0.7240 0.7246 0.7273
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% 0.0048 0.7% 68% False False 25
10 0.7345 0.7200 0.0145 2.0% 0.0036 0.5% 56% False False 20
20 0.7461 0.7200 0.0261 3.6% 0.0049 0.7% 31% False False 38
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7349
2.618 0.7326
1.618 0.7312
1.000 0.7303
0.618 0.7298
HIGH 0.7289
0.618 0.7284
0.500 0.7282
0.382 0.7280
LOW 0.7275
0.618 0.7266
1.000 0.7261
1.618 0.7252
2.618 0.7238
4.250 0.7216
Fisher Pivots for day following 19-Oct-2022
Pivot 1 day 3 day
R1 0.7282 0.7298
PP 0.7282 0.7292
S1 0.7281 0.7287

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

View Archives - Comment on this page... - Back to Index of Symbols