CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 28-Oct-2022
Day Change Summary
Previous Current
27-Oct-2022 28-Oct-2022 Change Change % Previous Week
Open 0.7393 0.7399 0.0006 0.1% 0.7334
High 0.7423 0.7408 -0.0015 -0.2% 0.7423
Low 0.7368 0.7350 -0.0018 -0.2% 0.7275
Close 0.7387 0.7365 -0.0023 -0.3% 0.7365
Range 0.0055 0.0058 0.0003 4.5% 0.0148
ATR 0.0068 0.0067 -0.0001 -1.1% 0.0000
Volume 308 154 -154 -50.0% 1,576
Daily Pivots for day following 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7547 0.7513 0.7396
R3 0.7489 0.7456 0.7380
R2 0.7432 0.7432 0.7375
R1 0.7398 0.7398 0.7370 0.7386
PP 0.7374 0.7374 0.7374 0.7368
S1 0.7341 0.7341 0.7359 0.7329
S2 0.7317 0.7317 0.7354
S3 0.7259 0.7283 0.7349
S4 0.7202 0.7226 0.7333
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7797 0.7728 0.7446
R3 0.7649 0.7581 0.7405
R2 0.7502 0.7502 0.7392
R1 0.7433 0.7433 0.7378 0.7467
PP 0.7354 0.7354 0.7354 0.7371
S1 0.7286 0.7286 0.7351 0.7320
S2 0.7207 0.7207 0.7337
S3 0.7059 0.7138 0.7324
S4 0.6912 0.6991 0.7283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7423 0.7275 0.0148 2.0% 0.0060 0.8% 61% False False 315
10 0.7423 0.7224 0.0199 2.7% 0.0066 0.9% 71% False False 263
20 0.7423 0.7170 0.0253 3.4% 0.0067 0.9% 77% False False 244
40 0.7716 0.7170 0.0546 7.4% 0.0059 0.8% 36% False False 247
60 0.7851 0.7170 0.0681 9.2% 0.0049 0.7% 29% False False 182
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7652
2.618 0.7558
1.618 0.7501
1.000 0.7465
0.618 0.7443
HIGH 0.7408
0.618 0.7386
0.500 0.7379
0.382 0.7372
LOW 0.7350
0.618 0.7314
1.000 0.7293
1.618 0.7257
2.618 0.7199
4.250 0.7106
Fisher Pivots for day following 28-Oct-2022
Pivot 1 day 3 day
R1 0.7379 0.7382
PP 0.7374 0.7376
S1 0.7369 0.7370

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

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