CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 17-Oct-2022
Day Change Summary
Previous Current
14-Oct-2022 17-Oct-2022 Change Change % Previous Week
Open 0.7289 0.7224 -0.0065 -0.9% 0.7280
High 0.7310 0.7310 0.0001 0.0% 0.7310
Low 0.7210 0.7224 0.0014 0.2% 0.7170
Close 0.7213 0.7305 0.0092 1.3% 0.7213
Range 0.0100 0.0086 -0.0014 -13.6% 0.0140
ATR 0.0068 0.0070 0.0002 3.1% 0.0000
Volume 92 37 -55 -59.8% 519
Daily Pivots for day following 17-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7538 0.7507 0.7352
R3 0.7452 0.7421 0.7328
R2 0.7366 0.7366 0.7320
R1 0.7335 0.7335 0.7312 0.7350
PP 0.7280 0.7280 0.7280 0.7287
S1 0.7249 0.7249 0.7297 0.7264
S2 0.7194 0.7194 0.7289
S3 0.7108 0.7163 0.7281
S4 0.7022 0.7077 0.7257
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% 0.0081 1.1% 96% True False 98
10 0.7419 0.7170 0.0249 3.4% 0.0069 1.0% 54% False False 222
20 0.7516 0.7170 0.0346 4.7% 0.0069 0.9% 39% False False 263
40 0.7746 0.7170 0.0576 7.9% 0.0053 0.7% 23% False False 199
60 0.7851 0.7170 0.0681 9.3% 0.0041 0.6% 20% 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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7676
2.618 0.7535
1.618 0.7449
1.000 0.7396
0.618 0.7363
HIGH 0.7310
0.618 0.7277
0.500 0.7267
0.382 0.7257
LOW 0.7224
0.618 0.7171
1.000 0.7138
1.618 0.7085
2.618 0.6999
4.250 0.6859
Fisher Pivots for day following 17-Oct-2022
Pivot 1 day 3 day
R1 0.7292 0.7283
PP 0.7280 0.7262
S1 0.7267 0.7240

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

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