CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 10-Oct-2022
Day Change Summary
Previous Current
07-Oct-2022 10-Oct-2022 Change Change % Previous Week
Open 0.7283 0.7280 -0.0003 0.0% 0.7275
High 0.7321 0.7288 -0.0033 -0.5% 0.7419
Low 0.7277 0.7275 -0.0002 0.0% 0.7270
Close 0.7295 0.7276 -0.0019 -0.3% 0.7295
Range 0.0044 0.0013 -0.0031 -70.5% 0.0149
ATR 0.0066 0.0063 -0.0003 -5.0% 0.0000
Volume 93 63 -30 -32.3% 1,734
Daily Pivots for day following 10-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7319 0.7310 0.7283
R3 0.7306 0.7297 0.7279
R2 0.7293 0.7293 0.7278
R1 0.7284 0.7284 0.7277 0.7282
PP 0.7280 0.7280 0.7280 0.7278
S1 0.7271 0.7271 0.7274 0.7269
S2 0.7267 0.7267 0.7273
S3 0.7254 0.7258 0.7272
S4 0.7241 0.7245 0.7268
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7775 0.7684 0.7376
R3 0.7626 0.7535 0.7335
R2 0.7477 0.7477 0.7322
R1 0.7386 0.7386 0.7308 0.7431
PP 0.7328 0.7328 0.7328 0.7351
S1 0.7237 0.7237 0.7281 0.7282
S2 0.7179 0.7179 0.7267
S3 0.7030 0.7088 0.7254
S4 0.6881 0.6939 0.7213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7419 0.7275 0.0144 2.0% 0.0058 0.8% 0% False True 345
10 0.7419 0.7238 0.0182 2.5% 0.0067 0.9% 21% False False 287
20 0.7712 0.7238 0.0474 6.5% 0.0060 0.8% 8% False False 293
40 0.7784 0.7238 0.0547 7.5% 0.0045 0.6% 7% False False 187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7343
2.618 0.7322
1.618 0.7309
1.000 0.7301
0.618 0.7296
HIGH 0.7288
0.618 0.7283
0.500 0.7282
0.382 0.7280
LOW 0.7275
0.618 0.7267
1.000 0.7262
1.618 0.7254
2.618 0.7241
4.250 0.7220
Fisher Pivots for day following 10-Oct-2022
Pivot 1 day 3 day
R1 0.7282 0.7326
PP 0.7280 0.7309
S1 0.7278 0.7292

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

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