CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 14-Oct-2022
Day Change Summary
Previous Current
13-Oct-2022 14-Oct-2022 Change Change % Previous Week
Open 0.7240 0.7289 0.0049 0.7% 0.7280
High 0.7301 0.7310 0.0009 0.1% 0.7310
Low 0.7170 0.7210 0.0040 0.6% 0.7170
Close 0.7301 0.7213 -0.0088 -1.2% 0.7213
Range 0.0131 0.0100 -0.0031 -23.8% 0.0140
ATR 0.0065 0.0068 0.0002 3.7% 0.0000
Volume 167 92 -75 -44.9% 519
Daily Pivots for day following 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7543 0.7477 0.7268
R3 0.7443 0.7378 0.7240
R2 0.7344 0.7344 0.7231
R1 0.7278 0.7278 0.7222 0.7261
PP 0.7244 0.7244 0.7244 0.7236
S1 0.7179 0.7179 0.7204 0.7162
S2 0.7145 0.7145 0.7195
S3 0.7045 0.7079 0.7186
S4 0.6946 0.6980 0.7158
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7649 0.7571 0.7290
R3 0.7510 0.7431 0.7251
R2 0.7370 0.7370 0.7239
R1 0.7292 0.7292 0.7226 0.7261
PP 0.7231 0.7231 0.7231 0.7216
S1 0.7152 0.7152 0.7200 0.7122
S2 0.7091 0.7091 0.7187
S3 0.6952 0.7013 0.7175
S4 0.6812 0.6873 0.7136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7310 0.7170 0.0140 1.9% 0.0066 0.9% 31% True False 103
10 0.7419 0.7170 0.0249 3.5% 0.0068 0.9% 17% False False 225
20 0.7556 0.7170 0.0386 5.4% 0.0066 0.9% 11% False False 263
40 0.7746 0.7170 0.0576 8.0% 0.0051 0.7% 7% False False 198
60 0.7851 0.7170 0.0681 9.4% 0.0040 0.6% 6% False False 141
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7732
2.618 0.7570
1.618 0.7470
1.000 0.7409
0.618 0.7371
HIGH 0.7310
0.618 0.7271
0.500 0.7260
0.382 0.7248
LOW 0.7210
0.618 0.7149
1.000 0.7111
1.618 0.7049
2.618 0.6950
4.250 0.6787
Fisher Pivots for day following 14-Oct-2022
Pivot 1 day 3 day
R1 0.7260 0.7240
PP 0.7244 0.7231
S1 0.7229 0.7222

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

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