CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 14-Sep-2022
Day Change Summary
Previous Current
13-Sep-2022 14-Sep-2022 Change Change % Previous Week
Open 0.7700 0.7591 -0.0109 -1.4% 0.7620
High 0.7712 0.7619 -0.0093 -1.2% 0.7703
Low 0.7606 0.7591 -0.0016 -0.2% 0.7580
Close 0.7612 0.7599 -0.0013 -0.2% 0.7678
Range 0.0106 0.0029 -0.0077 -73.0% 0.0123
ATR 0.0046 0.0045 -0.0001 -2.7% 0.0000
Volume 278 40 -238 -85.6% 724
Daily Pivots for day following 14-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7688 0.7672 0.7614
R3 0.7660 0.7643 0.7606
R2 0.7631 0.7631 0.7604
R1 0.7615 0.7615 0.7601 0.7623
PP 0.7603 0.7603 0.7603 0.7607
S1 0.7586 0.7586 0.7596 0.7595
S2 0.7574 0.7574 0.7593
S3 0.7546 0.7558 0.7591
S4 0.7517 0.7529 0.7583
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 0.7591 0.0125 1.6% 0.0049 0.7% 6% False True 176
10 0.7716 0.7575 0.0141 1.8% 0.0039 0.5% 17% False False 156
20 0.7754 0.7575 0.0179 2.4% 0.0035 0.5% 13% False False 97
40 0.7851 0.7575 0.0276 3.6% 0.0027 0.4% 9% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7740
2.618 0.7694
1.618 0.7665
1.000 0.7648
0.618 0.7637
HIGH 0.7619
0.618 0.7608
0.500 0.7605
0.382 0.7601
LOW 0.7591
0.618 0.7573
1.000 0.7562
1.618 0.7544
2.618 0.7516
4.250 0.7469
Fisher Pivots for day following 14-Sep-2022
Pivot 1 day 3 day
R1 0.7605 0.7653
PP 0.7603 0.7635
S1 0.7601 0.7617

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

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