CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 0.7525 0.7515 -0.0011 -0.1% 0.7679
High 0.7556 0.7516 -0.0040 -0.5% 0.7716
Low 0.7525 0.7489 -0.0037 -0.5% 0.7525
Close 0.7543 0.7492 -0.0052 -0.7% 0.7535
Range 0.0031 0.0028 -0.0004 -11.3% 0.0191
ATR 0.0043 0.0044 0.0001 1.9% 0.0000
Volume 34 96 62 182.4% 1,206
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7581 0.7564 0.7507
R3 0.7554 0.7536 0.7499
R2 0.7526 0.7526 0.7497
R1 0.7509 0.7509 0.7494 0.7504
PP 0.7499 0.7499 0.7499 0.7496
S1 0.7481 0.7481 0.7489 0.7476
S2 0.7471 0.7471 0.7486
S3 0.7444 0.7454 0.7484
S4 0.7416 0.7426 0.7476
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 0.7619 0.7489 0.0131 1.7% 0.0029 0.4% 2% False True 181
10 0.7716 0.7489 0.0227 3.0% 0.0039 0.5% 1% False True 199
20 0.7746 0.7489 0.0257 3.4% 0.0037 0.5% 1% False True 134
40 0.7851 0.7489 0.0362 4.8% 0.0027 0.4% 1% False True 83
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7633
2.618 0.7588
1.618 0.7560
1.000 0.7544
0.618 0.7533
HIGH 0.7516
0.618 0.7505
0.500 0.7502
0.382 0.7499
LOW 0.7489
0.618 0.7472
1.000 0.7461
1.618 0.7444
2.618 0.7417
4.250 0.7372
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 0.7502 0.7522
PP 0.7499 0.7512
S1 0.7495 0.7502

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

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