CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 04-Oct-2022
Day Change Summary
Previous Current
03-Oct-2022 04-Oct-2022 Change Change % Previous Week
Open 0.7275 0.7348 0.0073 1.0% 0.7330
High 0.7347 0.7419 0.0073 1.0% 0.7359
Low 0.7270 0.7348 0.0078 1.1% 0.7238
Close 0.7347 0.7419 0.0073 1.0% 0.7251
Range 0.0077 0.0071 -0.0006 -7.2% 0.0122
ATR 0.0062 0.0063 0.0001 1.1% 0.0000
Volume 69 70 1 1.4% 1,421
Daily Pivots for day following 04-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7608 0.7585 0.7458
R3 0.7537 0.7514 0.7439
R2 0.7466 0.7466 0.7432
R1 0.7443 0.7443 0.7426 0.7455
PP 0.7395 0.7395 0.7395 0.7401
S1 0.7372 0.7372 0.7412 0.7384
S2 0.7324 0.7324 0.7406
S3 0.7253 0.7301 0.7399
S4 0.7182 0.7230 0.7380
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 0.7419 0.7238 0.0182 2.4% 0.0084 1.1% 100% True False 230
10 0.7498 0.7238 0.0260 3.5% 0.0072 1.0% 70% False False 303
20 0.7716 0.7238 0.0478 6.4% 0.0056 0.8% 38% False False 251
40 0.7851 0.7238 0.0613 8.3% 0.0042 0.6% 30% False False 153
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7721
2.618 0.7605
1.618 0.7534
1.000 0.7490
0.618 0.7463
HIGH 0.7419
0.618 0.7392
0.500 0.7384
0.382 0.7375
LOW 0.7348
0.618 0.7304
1.000 0.7277
1.618 0.7233
2.618 0.7162
4.250 0.7046
Fisher Pivots for day following 04-Oct-2022
Pivot 1 day 3 day
R1 0.7407 0.7389
PP 0.7395 0.7359
S1 0.7384 0.7328

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

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