CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 19-Oct-2022
Day Change Summary
Previous Current
18-Oct-2022 19-Oct-2022 Change Change % Previous Week
Open 0.7305 0.7265 -0.0040 -0.5% 0.7280
High 0.7332 0.7288 -0.0045 -0.6% 0.7310
Low 0.7262 0.7263 0.0001 0.0% 0.7170
Close 0.7274 0.7269 -0.0005 -0.1% 0.7213
Range 0.0070 0.0025 -0.0046 -65.0% 0.0140
ATR 0.0070 0.0067 -0.0003 -4.6% 0.0000
Volume 54 324 270 500.0% 519
Daily Pivots for day following 19-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7347 0.7332 0.7282
R3 0.7322 0.7308 0.7276
R2 0.7298 0.7298 0.7273
R1 0.7283 0.7283 0.7271 0.7291
PP 0.7273 0.7273 0.7273 0.7277
S1 0.7259 0.7259 0.7267 0.7266
S2 0.7249 0.7249 0.7265
S3 0.7224 0.7234 0.7262
S4 0.7200 0.7210 0.7256
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 0.7332 0.7170 0.0162 2.2% 0.0082 1.1% 61% False False 134
10 0.7377 0.7170 0.0207 2.8% 0.0065 0.9% 48% False False 230
20 0.7454 0.7170 0.0284 3.9% 0.0069 1.0% 35% False False 263
40 0.7746 0.7170 0.0576 7.9% 0.0053 0.7% 17% False False 205
60 0.7851 0.7170 0.0681 9.4% 0.0042 0.6% 15% False False 147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7392
2.618 0.7352
1.618 0.7327
1.000 0.7312
0.618 0.7303
HIGH 0.7288
0.618 0.7278
0.500 0.7275
0.382 0.7272
LOW 0.7263
0.618 0.7248
1.000 0.7239
1.618 0.7223
2.618 0.7199
4.250 0.7159
Fisher Pivots for day following 19-Oct-2022
Pivot 1 day 3 day
R1 0.7275 0.7278
PP 0.7273 0.7275
S1 0.7271 0.7272

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

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