CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 12-Sep-2022
Day Change Summary
Previous Current
09-Sep-2022 12-Sep-2022 Change Change % Previous Week
Open 0.7663 0.7679 0.0016 0.2% 0.7620
High 0.7703 0.7716 0.0013 0.2% 0.7703
Low 0.7663 0.7679 0.0016 0.2% 0.7580
Close 0.7678 0.7704 0.0026 0.3% 0.7678
Range 0.0040 0.0037 -0.0003 -7.6% 0.0123
ATR 0.0042 0.0041 0.0000 -0.6% 0.0000
Volume 164 152 -12 -7.3% 724
Daily Pivots for day following 12-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7809 0.7793 0.7724
R3 0.7772 0.7756 0.7714
R2 0.7736 0.7736 0.7710
R1 0.7720 0.7720 0.7707 0.7728
PP 0.7699 0.7699 0.7699 0.7703
S1 0.7683 0.7683 0.7700 0.7691
S2 0.7663 0.7663 0.7697
S3 0.7626 0.7647 0.7693
S4 0.7590 0.7610 0.7683
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8021 0.7972 0.7745
R3 0.7898 0.7849 0.7711
R2 0.7776 0.7776 0.7700
R1 0.7727 0.7727 0.7689 0.7751
PP 0.7653 0.7653 0.7653 0.7666
S1 0.7604 0.7604 0.7666 0.7629
S2 0.7531 0.7531 0.7655
S3 0.7408 0.7482 0.7644
S4 0.7286 0.7359 0.7610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7716 0.7580 0.0136 1.8% 0.0034 0.4% 91% True False 175
10 0.7716 0.7575 0.0141 1.8% 0.0032 0.4% 91% True False 142
20 0.7784 0.7575 0.0209 2.7% 0.0030 0.4% 61% False False 82
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7871
2.618 0.7811
1.618 0.7775
1.000 0.7752
0.618 0.7738
HIGH 0.7716
0.618 0.7702
0.500 0.7697
0.382 0.7693
LOW 0.7679
0.618 0.7656
1.000 0.7643
1.618 0.7620
2.618 0.7583
4.250 0.7524
Fisher Pivots for day following 12-Sep-2022
Pivot 1 day 3 day
R1 0.7701 0.7690
PP 0.7699 0.7676
S1 0.7697 0.7662

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

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