CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 16-Sep-2022
Day Change Summary
Previous Current
15-Sep-2022 16-Sep-2022 Change Change % Previous Week
Open 0.7604 0.7550 -0.0054 -0.7% 0.7679
High 0.7604 0.7550 -0.0054 -0.7% 0.7716
Low 0.7570 0.7525 -0.0045 -0.6% 0.7525
Close 0.7571 0.7535 -0.0036 -0.5% 0.7535
Range 0.0034 0.0025 -0.0009 -26.5% 0.0191
ATR 0.0044 0.0044 0.0000 0.3% 0.0000
Volume 456 280 -176 -38.6% 1,206
Daily Pivots for day following 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7612 0.7598 0.7549
R3 0.7587 0.7573 0.7542
R2 0.7562 0.7562 0.7540
R1 0.7548 0.7548 0.7537 0.7543
PP 0.7537 0.7537 0.7537 0.7534
S1 0.7523 0.7523 0.7533 0.7518
S2 0.7512 0.7512 0.7530
S3 0.7487 0.7498 0.7528
S4 0.7462 0.7473 0.7521
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8163 0.8040 0.7640
R3 0.7973 0.7849 0.7587
R2 0.7782 0.7782 0.7570
R1 0.7659 0.7659 0.7552 0.7625
PP 0.7592 0.7592 0.7592 0.7575
S1 0.7468 0.7468 0.7518 0.7435
S2 0.7401 0.7401 0.7500
S3 0.7211 0.7278 0.7483
S4 0.7020 0.7087 0.7430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7716 0.7525 0.0191 2.5% 0.0046 0.6% 5% False True 241
10 0.7716 0.7525 0.0191 2.5% 0.0039 0.5% 5% False True 197
20 0.7746 0.7525 0.0221 2.9% 0.0035 0.5% 5% False True 133
40 0.7851 0.7525 0.0326 4.3% 0.0027 0.4% 3% False True 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7615
1.618 0.7590
1.000 0.7575
0.618 0.7565
HIGH 0.7550
0.618 0.7540
0.500 0.7538
0.382 0.7535
LOW 0.7525
0.618 0.7510
1.000 0.7500
1.618 0.7485
2.618 0.7460
4.250 0.7419
Fisher Pivots for day following 16-Sep-2022
Pivot 1 day 3 day
R1 0.7538 0.7572
PP 0.7537 0.7560
S1 0.7536 0.7547

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

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