CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 05-Oct-2022
Day Change Summary
Previous Current
04-Oct-2022 05-Oct-2022 Change Change % Previous Week
Open 0.7348 0.7383 0.0035 0.5% 0.7330
High 0.7419 0.7383 -0.0037 -0.5% 0.7359
Low 0.7348 0.7318 -0.0031 -0.4% 0.7238
Close 0.7419 0.7362 -0.0057 -0.8% 0.7251
Range 0.0071 0.0065 -0.0006 -8.5% 0.0122
ATR 0.0063 0.0066 0.0003 4.3% 0.0000
Volume 70 222 152 217.1% 1,421
Daily Pivots for day following 05-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7549 0.7521 0.7398
R3 0.7484 0.7456 0.7380
R2 0.7419 0.7419 0.7374
R1 0.7391 0.7391 0.7368 0.7372
PP 0.7354 0.7354 0.7354 0.7345
S1 0.7326 0.7326 0.7356 0.7307
S2 0.7289 0.7289 0.7350
S3 0.7224 0.7261 0.7344
S4 0.7159 0.7196 0.7326
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 2.5% 0.0075 1.0% 69% False False 250
10 0.7454 0.7238 0.0217 2.9% 0.0074 1.0% 58% False False 295
20 0.7716 0.7238 0.0478 6.5% 0.0058 0.8% 26% False False 249
40 0.7851 0.7238 0.0613 8.3% 0.0043 0.6% 20% False False 158
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7659
2.618 0.7553
1.618 0.7488
1.000 0.7448
0.618 0.7423
HIGH 0.7383
0.618 0.7358
0.500 0.7350
0.382 0.7342
LOW 0.7318
0.618 0.7277
1.000 0.7253
1.618 0.7212
2.618 0.7147
4.250 0.7041
Fisher Pivots for day following 05-Oct-2022
Pivot 1 day 3 day
R1 0.7358 0.7356
PP 0.7354 0.7350
S1 0.7350 0.7345

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

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