CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 0.7330 0.7300 -0.0030 -0.4% 0.7525
High 0.7348 0.7313 -0.0036 -0.5% 0.7556
Low 0.7253 0.7286 0.0033 0.4% 0.7359
Close 0.7285 0.7304 0.0019 0.3% 0.7359
Range 0.0095 0.0027 -0.0068 -71.6% 0.0197
ATR 0.0054 0.0052 -0.0002 -3.5% 0.0000
Volume 341 68 -273 -80.1% 1,600
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7382 0.7370 0.7319
R3 0.7355 0.7343 0.7311
R2 0.7328 0.7328 0.7309
R1 0.7316 0.7316 0.7306 0.7322
PP 0.7301 0.7301 0.7301 0.7304
S1 0.7289 0.7289 0.7302 0.7295
S2 0.7274 0.7274 0.7299
S3 0.7247 0.7262 0.7297
S4 0.7220 0.7235 0.7289
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8016 0.7884 0.7467
R3 0.7819 0.7687 0.7413
R2 0.7622 0.7622 0.7395
R1 0.7490 0.7490 0.7377 0.7458
PP 0.7425 0.7425 0.7425 0.7408
S1 0.7293 0.7293 0.7341 0.7261
S2 0.7228 0.7228 0.7323
S3 0.7031 0.7096 0.7305
S4 0.6834 0.6899 0.7251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7498 0.7253 0.0245 3.3% 0.0060 0.8% 21% False False 375
10 0.7619 0.7253 0.0366 5.0% 0.0045 0.6% 14% False False 278
20 0.7716 0.7253 0.0463 6.3% 0.0041 0.6% 11% False False 217
40 0.7851 0.7253 0.0598 8.2% 0.0033 0.5% 9% False False 127
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7427
2.618 0.7383
1.618 0.7356
1.000 0.7340
0.618 0.7329
HIGH 0.7313
0.618 0.7302
0.500 0.7299
0.382 0.7296
LOW 0.7286
0.618 0.7269
1.000 0.7259
1.618 0.7242
2.618 0.7215
4.250 0.7171
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 0.7302 0.7344
PP 0.7301 0.7331
S1 0.7299 0.7317

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

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