CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 0.7250 0.7355 0.0105 1.4% 0.7525
High 0.7359 0.7355 -0.0005 -0.1% 0.7556
Low 0.7250 0.7285 0.0035 0.5% 0.7359
Close 0.7357 0.7303 -0.0054 -0.7% 0.7359
Range 0.0110 0.0070 -0.0040 -36.1% 0.0197
ATR 0.0056 0.0057 0.0001 2.1% 0.0000
Volume 122 429 307 251.6% 1,600
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7524 0.7484 0.7342
R3 0.7454 0.7414 0.7322
R2 0.7384 0.7384 0.7316
R1 0.7344 0.7344 0.7309 0.7329
PP 0.7314 0.7314 0.7314 0.7307
S1 0.7274 0.7274 0.7297 0.7259
S2 0.7244 0.7244 0.7290
S3 0.7174 0.7204 0.7284
S4 0.7104 0.7134 0.7265
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 0.7435 0.7250 0.0185 2.5% 0.0075 1.0% 29% False False 210
10 0.7556 0.7250 0.0307 4.2% 0.0057 0.8% 17% False False 284
20 0.7716 0.7250 0.0466 6.4% 0.0048 0.7% 11% False False 231
40 0.7851 0.7250 0.0601 8.2% 0.0037 0.5% 9% False False 140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7652
2.618 0.7538
1.618 0.7468
1.000 0.7425
0.618 0.7398
HIGH 0.7355
0.618 0.7328
0.500 0.7320
0.382 0.7311
LOW 0.7285
0.618 0.7241
1.000 0.7215
1.618 0.7171
2.618 0.7101
4.250 0.6987
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 0.7320 0.7304
PP 0.7314 0.7304
S1 0.7309 0.7303

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

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