CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-Sep-2022
Day Change Summary
Previous Current
21-Sep-2022 22-Sep-2022 Change Change % Previous Week
Open 0.7494 0.7425 -0.0069 -0.9% 0.7690
High 0.7504 0.7461 -0.0043 -0.6% 0.7713
Low 0.7475 0.7413 -0.0062 -0.8% 0.7535
Close 0.7504 0.7434 -0.0070 -0.9% 0.7542
Range 0.0029 0.0048 0.0019 66.7% 0.0178
ATR 0.0037 0.0041 0.0004 10.1% 0.0000
Volume 91 131 40 44.0% 119
Daily Pivots for day following 22-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7578 0.7553 0.7460
R3 0.7531 0.7506 0.7447
R2 0.7483 0.7483 0.7442
R1 0.7458 0.7458 0.7438 0.7471
PP 0.7436 0.7436 0.7436 0.7442
S1 0.7411 0.7411 0.7429 0.7423
S2 0.7388 0.7388 0.7425
S3 0.7341 0.7363 0.7420
S4 0.7293 0.7316 0.7407
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 0.7559 0.7413 0.0146 2.0% 0.0028 0.4% 14% False True 50
10 0.7713 0.7413 0.0300 4.0% 0.0031 0.4% 7% False True 35
20 0.7746 0.7413 0.0333 4.5% 0.0024 0.3% 6% False True 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7662
2.618 0.7585
1.618 0.7537
1.000 0.7508
0.618 0.7490
HIGH 0.7461
0.618 0.7442
0.500 0.7437
0.382 0.7431
LOW 0.7413
0.618 0.7384
1.000 0.7366
1.618 0.7336
2.618 0.7289
4.250 0.7211
Fisher Pivots for day following 22-Sep-2022
Pivot 1 day 3 day
R1 0.7437 0.7458
PP 0.7436 0.7450
S1 0.7435 0.7442

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

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