CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 0.7312 0.7359 0.0048 0.6% 0.7224
High 0.7360 0.7411 0.0051 0.7% 0.7346
Low 0.7302 0.7341 0.0040 0.5% 0.7224
Close 0.7354 0.7389 0.0035 0.5% 0.7330
Range 0.0059 0.0070 0.0011 18.8% 0.0122
ATR 0.0068 0.0069 0.0000 0.1% 0.0000
Volume 108 859 751 695.4% 1,063
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7589 0.7558 0.7427
R3 0.7519 0.7489 0.7408
R2 0.7450 0.7450 0.7401
R1 0.7419 0.7419 0.7395 0.7434
PP 0.7380 0.7380 0.7380 0.7388
S1 0.7350 0.7350 0.7382 0.7365
S2 0.7311 0.7311 0.7376
S3 0.7241 0.7280 0.7369
S4 0.7172 0.7211 0.7350
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 0.7411 0.7231 0.0180 2.4% 0.0073 1.0% 88% True False 352
10 0.7411 0.7170 0.0241 3.3% 0.0078 1.1% 91% True False 243
20 0.7419 0.7170 0.0249 3.4% 0.0070 0.9% 88% False False 266
40 0.7716 0.7170 0.0546 7.4% 0.0058 0.8% 40% False False 243
60 0.7851 0.7170 0.0681 9.2% 0.0047 0.6% 32% False False 175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7706
2.618 0.7592
1.618 0.7523
1.000 0.7480
0.618 0.7453
HIGH 0.7411
0.618 0.7384
0.500 0.7376
0.382 0.7368
LOW 0.7341
0.618 0.7298
1.000 0.7272
1.618 0.7229
2.618 0.7159
4.250 0.7046
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 0.7384 0.7373
PP 0.7380 0.7358
S1 0.7376 0.7343

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

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