CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 24-Oct-2022
Day Change Summary
Previous Current
21-Oct-2022 24-Oct-2022 Change Change % Previous Week
Open 0.7260 0.7307 0.0047 0.6% 0.7310
High 0.7356 0.7313 -0.0043 -0.6% 0.7356
Low 0.7245 0.7291 0.0047 0.6% 0.7245
Close 0.7342 0.7313 -0.0029 -0.4% 0.7342
Range 0.0111 0.0022 -0.0090 -80.6% 0.0111
ATR 0.0061 0.0060 -0.0001 -1.3% 0.0000
Volume 12 32 20 166.7% 41
Daily Pivots for day following 24-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7370 0.7363 0.7324
R3 0.7348 0.7341 0.7318
R2 0.7327 0.7327 0.7316
R1 0.7320 0.7320 0.7314 0.7323
PP 0.7305 0.7305 0.7305 0.7307
S1 0.7298 0.7298 0.7311 0.7302
S2 0.7284 0.7284 0.7309
S3 0.7262 0.7277 0.7307
S4 0.7241 0.7255 0.7301
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% 0.0046 0.6% 61% False False 13
10 0.7356 0.7200 0.0156 2.1% 0.0049 0.7% 72% False False 23
20 0.7430 0.7200 0.0230 3.1% 0.0051 0.7% 49% False False 28
40 0.7713 0.7200 0.0513 7.0% 0.0039 0.5% 22% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7404
2.618 0.7369
1.618 0.7347
1.000 0.7334
0.618 0.7326
HIGH 0.7313
0.618 0.7304
0.500 0.7302
0.382 0.7299
LOW 0.7291
0.618 0.7278
1.000 0.7270
1.618 0.7256
2.618 0.7235
4.250 0.7200
Fisher Pivots for day following 24-Oct-2022
Pivot 1 day 3 day
R1 0.7309 0.7308
PP 0.7305 0.7304
S1 0.7302 0.7300

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

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