CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 0.7393 0.7397 0.0004 0.0% 0.7310
High 0.7416 0.7432 0.0016 0.2% 0.7356
Low 0.7360 0.7393 0.0033 0.4% 0.7245
Close 0.7404 0.7402 -0.0002 0.0% 0.7342
Range 0.0056 0.0039 -0.0017 -30.4% 0.0111
ATR 0.0060 0.0058 -0.0001 -2.5% 0.0000
Volume 47 43 -4 -8.5% 41
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7526 0.7503 0.7423
R3 0.7487 0.7464 0.7412
R2 0.7448 0.7448 0.7409
R1 0.7425 0.7425 0.7405 0.7436
PP 0.7409 0.7409 0.7409 0.7415
S1 0.7386 0.7386 0.7398 0.7397
S2 0.7370 0.7370 0.7394
S3 0.7331 0.7347 0.7391
S4 0.7292 0.7308 0.7380
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 0.7432 0.7245 0.0188 2.5% 0.0048 0.6% 84% True False 29
10 0.7432 0.7224 0.0208 2.8% 0.0044 0.6% 85% True False 20
20 0.7432 0.7200 0.0232 3.1% 0.0049 0.7% 87% True False 30
40 0.7713 0.7200 0.0513 6.9% 0.0041 0.6% 39% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7598
2.618 0.7534
1.618 0.7495
1.000 0.7471
0.618 0.7456
HIGH 0.7432
0.618 0.7417
0.500 0.7413
0.382 0.7408
LOW 0.7393
0.618 0.7369
1.000 0.7354
1.618 0.7330
2.618 0.7291
4.250 0.7227
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 0.7413 0.7399
PP 0.7409 0.7396
S1 0.7405 0.7394

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

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