CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Oct-2022
Day Change Summary
Previous Current
27-Oct-2022 28-Oct-2022 Change Change % Previous Week
Open 0.7397 0.7380 -0.0017 -0.2% 0.7307
High 0.7432 0.7413 -0.0019 -0.3% 0.7432
Low 0.7393 0.7369 -0.0024 -0.3% 0.7291
Close 0.7402 0.7381 -0.0021 -0.3% 0.7381
Range 0.0039 0.0044 0.0005 12.8% 0.0141
ATR 0.0058 0.0057 -0.0001 -1.7% 0.0000
Volume 43 18 -25 -58.1% 155
Daily Pivots for day following 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7520 0.7494 0.7405
R3 0.7476 0.7450 0.7393
R2 0.7432 0.7432 0.7389
R1 0.7406 0.7406 0.7385 0.7419
PP 0.7388 0.7388 0.7388 0.7394
S1 0.7362 0.7362 0.7377 0.7375
S2 0.7344 0.7344 0.7373
S3 0.7300 0.7318 0.7369
S4 0.7256 0.7274 0.7357
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7791 0.7727 0.7459
R3 0.7650 0.7586 0.7420
R2 0.7509 0.7509 0.7407
R1 0.7445 0.7445 0.7394 0.7477
PP 0.7368 0.7368 0.7368 0.7384
S1 0.7304 0.7304 0.7368 0.7336
S2 0.7227 0.7227 0.7355
S3 0.7086 0.7163 0.7342
S4 0.6945 0.7022 0.7303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7432 0.7291 0.0141 1.9% 0.0034 0.5% 64% False False 31
10 0.7432 0.7245 0.0188 2.5% 0.0039 0.5% 73% False False 19
20 0.7432 0.7200 0.0232 3.1% 0.0047 0.6% 78% False False 23
40 0.7713 0.7200 0.0513 6.9% 0.0042 0.6% 35% False False 30
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7600
2.618 0.7528
1.618 0.7484
1.000 0.7457
0.618 0.7440
HIGH 0.7413
0.618 0.7396
0.500 0.7391
0.382 0.7386
LOW 0.7369
0.618 0.7342
1.000 0.7325
1.618 0.7298
2.618 0.7254
4.250 0.7182
Fisher Pivots for day following 28-Oct-2022
Pivot 1 day 3 day
R1 0.7391 0.7396
PP 0.7388 0.7391
S1 0.7384 0.7386

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

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