CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 13-Oct-2022
Day Change Summary
Previous Current
12-Oct-2022 13-Oct-2022 Change Change % Previous Week
Open 0.7243 0.7240 -0.0003 0.0% 0.7275
High 0.7267 0.7301 0.0034 0.5% 0.7419
Low 0.7243 0.7170 -0.0073 -1.0% 0.7270
Close 0.7246 0.7301 0.0055 0.8% 0.7295
Range 0.0024 0.0131 0.0107 443.8% 0.0149
ATR 0.0060 0.0065 0.0005 8.3% 0.0000
Volume 46 167 121 263.0% 1,734
Daily Pivots for day following 13-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7649 0.7605 0.7372
R3 0.7518 0.7475 0.7336
R2 0.7388 0.7388 0.7324
R1 0.7344 0.7344 0.7312 0.7366
PP 0.7257 0.7257 0.7257 0.7268
S1 0.7214 0.7214 0.7289 0.7235
S2 0.7127 0.7127 0.7277
S3 0.6996 0.7083 0.7265
S4 0.6866 0.6953 0.7229
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 0.7321 0.7170 0.0151 2.1% 0.0055 0.8% 86% False True 104
10 0.7419 0.7170 0.0249 3.4% 0.0068 0.9% 52% False True 262
20 0.7556 0.7170 0.0386 5.3% 0.0062 0.9% 34% False True 273
40 0.7754 0.7170 0.0584 8.0% 0.0049 0.7% 22% False True 196
60 0.7851 0.7170 0.0681 9.3% 0.0039 0.5% 19% False True 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 0.7855
2.618 0.7642
1.618 0.7512
1.000 0.7431
0.618 0.7381
HIGH 0.7301
0.618 0.7251
0.500 0.7235
0.382 0.7220
LOW 0.7170
0.618 0.7089
1.000 0.7040
1.618 0.6959
2.618 0.6828
4.250 0.6615
Fisher Pivots for day following 13-Oct-2022
Pivot 1 day 3 day
R1 0.7279 0.7279
PP 0.7257 0.7257
S1 0.7235 0.7235

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

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