CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 03-Oct-2022
Day Change Summary
Previous Current
30-Sep-2022 03-Oct-2022 Change Change % Previous Week
Open 0.7320 0.7275 -0.0045 -0.6% 0.7330
High 0.7331 0.7347 0.0016 0.2% 0.7359
Low 0.7238 0.7270 0.0033 0.4% 0.7238
Close 0.7251 0.7347 0.0096 1.3% 0.7251
Range 0.0094 0.0077 -0.0017 -18.2% 0.0122
ATR 0.0060 0.0062 0.0003 4.3% 0.0000
Volume 461 69 -392 -85.0% 1,421
Daily Pivots for day following 03-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7551 0.7525 0.7389
R3 0.7474 0.7449 0.7368
R2 0.7398 0.7398 0.7361
R1 0.7372 0.7372 0.7354 0.7385
PP 0.7321 0.7321 0.7321 0.7327
S1 0.7296 0.7296 0.7339 0.7308
S2 0.7245 0.7245 0.7332
S3 0.7168 0.7219 0.7325
S4 0.7092 0.7143 0.7304
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7647 0.7570 0.7317
R3 0.7525 0.7449 0.7284
R2 0.7404 0.7404 0.7273
R1 0.7327 0.7327 0.7262 0.7305
PP 0.7282 0.7282 0.7282 0.7271
S1 0.7206 0.7206 0.7239 0.7183
S2 0.7161 0.7161 0.7228
S3 0.7039 0.7084 0.7217
S4 0.6918 0.6963 0.7184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7359 0.7238 0.0122 1.7% 0.0075 1.0% 90% False False 229
10 0.7516 0.7238 0.0279 3.8% 0.0068 0.9% 39% False False 305
20 0.7716 0.7238 0.0478 6.5% 0.0054 0.7% 23% False False 251
40 0.7851 0.7238 0.0613 8.3% 0.0040 0.5% 18% False False 151
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7547
1.618 0.7470
1.000 0.7423
0.618 0.7394
HIGH 0.7347
0.618 0.7317
0.500 0.7308
0.382 0.7299
LOW 0.7270
0.618 0.7223
1.000 0.7194
1.618 0.7146
2.618 0.7070
4.250 0.6945
Fisher Pivots for day following 03-Oct-2022
Pivot 1 day 3 day
R1 0.7334 0.7330
PP 0.7321 0.7313
S1 0.7308 0.7296

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

View Archives - Comment on this page... - Back to Index of Symbols