CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 25-Oct-2022
Day Change Summary
Previous Current
24-Oct-2022 25-Oct-2022 Change Change % Previous Week
Open 0.7334 0.7312 -0.0023 -0.3% 0.7224
High 0.7334 0.7360 0.0026 0.4% 0.7346
Low 0.7275 0.7302 0.0027 0.4% 0.7224
Close 0.7302 0.7354 0.0053 0.7% 0.7330
Range 0.0059 0.0059 -0.0001 -0.8% 0.0122
ATR 0.0069 0.0068 -0.0001 -1.1% 0.0000
Volume 147 108 -39 -26.5% 1,063
Daily Pivots for day following 25-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7514 0.7493 0.7386
R3 0.7456 0.7434 0.7370
R2 0.7397 0.7397 0.7365
R1 0.7376 0.7376 0.7359 0.7386
PP 0.7339 0.7339 0.7339 0.7344
S1 0.7317 0.7317 0.7349 0.7328
S2 0.7280 0.7280 0.7343
S3 0.7222 0.7259 0.7338
S4 0.7163 0.7200 0.7322
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 0.7360 0.7231 0.0130 1.8% 0.0064 0.9% 95% True False 245
10 0.7360 0.7170 0.0190 2.6% 0.0073 1.0% 97% True False 162
20 0.7419 0.7170 0.0249 3.4% 0.0072 1.0% 74% False False 229
40 0.7716 0.7170 0.0546 7.4% 0.0056 0.8% 34% False False 223
60 0.7851 0.7170 0.0681 9.3% 0.0046 0.6% 27% False False 161
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7609
2.618 0.7513
1.618 0.7455
1.000 0.7419
0.618 0.7396
HIGH 0.7360
0.618 0.7338
0.500 0.7331
0.382 0.7324
LOW 0.7302
0.618 0.7265
1.000 0.7243
1.618 0.7207
2.618 0.7148
4.250 0.7053
Fisher Pivots for day following 25-Oct-2022
Pivot 1 day 3 day
R1 0.7346 0.7334
PP 0.7339 0.7315
S1 0.7331 0.7295

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

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