CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 0.7525 0.7501 -0.0024 -0.3% 0.7690
High 0.7559 0.7501 -0.0058 -0.8% 0.7713
Low 0.7515 0.7501 -0.0014 -0.2% 0.7535
Close 0.7551 0.7501 -0.0050 -0.7% 0.7542
Range 0.0044 0.0000 -0.0044 -100.0% 0.0178
ATR 0.0037 0.0038 0.0001 2.4% 0.0000
Volume 5 1 -4 -80.0% 119
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7501 0.7501 0.7501
R3 0.7501 0.7501 0.7501
R2 0.7501 0.7501 0.7501
R1 0.7501 0.7501 0.7501 0.7501
PP 0.7501 0.7501 0.7501 0.7501
S1 0.7501 0.7501 0.7501 0.7501
S2 0.7501 0.7501 0.7501
S3 0.7501 0.7501 0.7501
S4 0.7501 0.7501 0.7501
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 0.7610 0.7501 0.0109 1.5% 0.0021 0.3% 0% False True 22
10 0.7713 0.7501 0.0212 2.8% 0.0029 0.4% 0% False True 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7501
2.618 0.7501
1.618 0.7501
1.000 0.7501
0.618 0.7501
HIGH 0.7501
0.618 0.7501
0.500 0.7501
0.382 0.7501
LOW 0.7501
0.618 0.7501
1.000 0.7501
1.618 0.7501
2.618 0.7501
4.250 0.7501
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 0.7501 0.7530
PP 0.7501 0.7520
S1 0.7501 0.7511

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

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