CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 0.7274 0.7260 -0.0014 -0.2% 0.7310
High 0.7347 0.7356 0.0009 0.1% 0.7356
Low 0.7274 0.7245 -0.0030 -0.4% 0.7245
Close 0.7283 0.7342 0.0059 0.8% 0.7342
Range 0.0073 0.0111 0.0038 52.1% 0.0111
ATR 0.0057 0.0061 0.0004 6.7% 0.0000
Volume 13 12 -1 -7.7% 41
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7647 0.7605 0.7403
R3 0.7536 0.7494 0.7372
R2 0.7425 0.7425 0.7362
R1 0.7383 0.7383 0.7352 0.7404
PP 0.7314 0.7314 0.7314 0.7324
S1 0.7272 0.7272 0.7331 0.7293
S2 0.7203 0.7203 0.7321
S3 0.7092 0.7161 0.7311
S4 0.6981 0.7050 0.7280
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7647 0.7605 0.7403
R3 0.7536 0.7494 0.7372
R2 0.7425 0.7425 0.7362
R1 0.7383 0.7383 0.7352 0.7404
PP 0.7314 0.7314 0.7314 0.7324
S1 0.7272 0.7272 0.7331 0.7293
S2 0.7203 0.7203 0.7321
S3 0.7092 0.7161 0.7311
S4 0.6981 0.7050 0.7280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7356 0.7245 0.0111 1.5% 0.0044 0.6% 87% True True 8
10 0.7356 0.7200 0.0156 2.1% 0.0046 0.6% 91% True False 20
20 0.7430 0.7200 0.0230 3.1% 0.0053 0.7% 62% False False 30
40 0.7746 0.7200 0.0546 7.4% 0.0040 0.5% 26% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7827
2.618 0.7646
1.618 0.7535
1.000 0.7467
0.618 0.7424
HIGH 0.7356
0.618 0.7313
0.500 0.7300
0.382 0.7287
LOW 0.7245
0.618 0.7176
1.000 0.7134
1.618 0.7065
2.618 0.6954
4.250 0.6773
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 0.7328 0.7328
PP 0.7314 0.7314
S1 0.7300 0.7300

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

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