CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 0.7550 0.7525 -0.0025 -0.3% 0.7690
High 0.7553 0.7559 0.0006 0.1% 0.7713
Low 0.7535 0.7515 -0.0020 -0.3% 0.7535
Close 0.7542 0.7551 0.0009 0.1% 0.7542
Range 0.0019 0.0044 0.0026 137.8% 0.0178
ATR 0.0037 0.0037 0.0001 1.4% 0.0000
Volume 25 5 -20 -80.0% 119
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7674 0.7656 0.7575
R3 0.7630 0.7612 0.7563
R2 0.7586 0.7586 0.7559
R1 0.7568 0.7568 0.7555 0.7577
PP 0.7542 0.7542 0.7542 0.7546
S1 0.7524 0.7524 0.7546 0.7533
S2 0.7498 0.7498 0.7542
S3 0.7454 0.7480 0.7538
S4 0.7410 0.7436 0.7526
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8130 0.8014 0.7639
R3 0.7952 0.7836 0.7590
R2 0.7774 0.7774 0.7574
R1 0.7658 0.7658 0.7558 0.7627
PP 0.7596 0.7596 0.7596 0.7581
S1 0.7480 0.7480 0.7525 0.7449
S2 0.7418 0.7418 0.7509
S3 0.7240 0.7302 0.7493
S4 0.7062 0.7124 0.7444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7681 0.7515 0.0166 2.2% 0.0036 0.5% 21% False True 24
10 0.7713 0.7515 0.0198 2.6% 0.0029 0.4% 18% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7746
2.618 0.7674
1.618 0.7630
1.000 0.7603
0.618 0.7586
HIGH 0.7559
0.618 0.7542
0.500 0.7537
0.382 0.7532
LOW 0.7515
0.618 0.7488
1.000 0.7471
1.618 0.7444
2.618 0.7400
4.250 0.7328
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 0.7546 0.7563
PP 0.7542 0.7559
S1 0.7537 0.7555

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

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