CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 0.7365 0.7393 0.0028 0.4% 0.7310
High 0.7366 0.7416 0.0051 0.7% 0.7356
Low 0.7355 0.7360 0.0005 0.1% 0.7245
Close 0.7366 0.7404 0.0038 0.5% 0.7342
Range 0.0011 0.0056 0.0046 433.3% 0.0111
ATR 0.0060 0.0060 0.0000 -0.5% 0.0000
Volume 15 47 32 213.3% 41
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7561 0.7538 0.7434
R3 0.7505 0.7482 0.7419
R2 0.7449 0.7449 0.7414
R1 0.7426 0.7426 0.7409 0.7438
PP 0.7393 0.7393 0.7393 0.7399
S1 0.7370 0.7370 0.7398 0.7382
S2 0.7337 0.7337 0.7393
S3 0.7281 0.7314 0.7388
S4 0.7225 0.7258 0.7373
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 0.7416 0.7245 0.0172 2.3% 0.0054 0.7% 93% True False 23
10 0.7416 0.7200 0.0216 2.9% 0.0051 0.7% 94% True False 24
20 0.7430 0.7200 0.0230 3.1% 0.0050 0.7% 89% False False 30
40 0.7713 0.7200 0.0513 6.9% 0.0040 0.5% 40% False False 29
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7654
2.618 0.7563
1.618 0.7507
1.000 0.7472
0.618 0.7451
HIGH 0.7416
0.618 0.7395
0.500 0.7388
0.382 0.7381
LOW 0.7360
0.618 0.7325
1.000 0.7304
1.618 0.7269
2.618 0.7213
4.250 0.7122
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 0.7398 0.7387
PP 0.7393 0.7370
S1 0.7388 0.7354

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

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