CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 24-Oct-2022
Day Change Summary
Previous Current
21-Oct-2022 24-Oct-2022 Change Change % Previous Week
Open 0.7255 0.7334 0.0080 1.1% 0.7224
High 0.7346 0.7334 -0.0012 -0.2% 0.7346
Low 0.7231 0.7275 0.0045 0.6% 0.7224
Close 0.7330 0.7302 -0.0029 -0.4% 0.7330
Range 0.0116 0.0059 -0.0057 -48.9% 0.0122
ATR 0.0070 0.0069 -0.0001 -1.1% 0.0000
Volume 143 147 4 2.8% 1,063
Daily Pivots for day following 24-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7481 0.7450 0.7334
R3 0.7422 0.7391 0.7318
R2 0.7363 0.7363 0.7312
R1 0.7332 0.7332 0.7307 0.7318
PP 0.7304 0.7304 0.7304 0.7296
S1 0.7273 0.7273 0.7296 0.7259
S2 0.7245 0.7245 0.7291
S3 0.7186 0.7214 0.7285
S4 0.7127 0.7155 0.7269
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7666 0.7620 0.7397
R3 0.7544 0.7498 0.7364
R2 0.7422 0.7422 0.7352
R1 0.7376 0.7376 0.7341 0.7399
PP 0.7300 0.7300 0.7300 0.7312
S1 0.7254 0.7254 0.7319 0.7277
S2 0.7178 0.7178 0.7308
S3 0.7056 0.7132 0.7296
S4 0.6934 0.7010 0.7263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7346 0.7231 0.0116 1.6% 0.0066 0.9% 61% False False 234
10 0.7346 0.7170 0.0176 2.4% 0.0074 1.0% 75% False False 166
20 0.7419 0.7170 0.0249 3.4% 0.0070 1.0% 53% False False 227
40 0.7716 0.7170 0.0546 7.5% 0.0056 0.8% 24% False False 224
60 0.7851 0.7170 0.0681 9.3% 0.0045 0.6% 19% False False 159
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7488
1.618 0.7429
1.000 0.7393
0.618 0.7370
HIGH 0.7334
0.618 0.7311
0.500 0.7305
0.382 0.7298
LOW 0.7275
0.618 0.7239
1.000 0.7216
1.618 0.7180
2.618 0.7121
4.250 0.7024
Fisher Pivots for day following 24-Oct-2022
Pivot 1 day 3 day
R1 0.7305 0.7297
PP 0.7304 0.7293
S1 0.7303 0.7288

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

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