CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary
Previous Current
23-Sep-2022 26-Sep-2022 Change Change % Previous Week
Open 0.7436 0.7340 -0.0096 -1.3% 0.7525
High 0.7438 0.7340 -0.0098 -1.3% 0.7559
Low 0.7375 0.7280 -0.0095 -1.3% 0.7375
Close 0.7372 0.7296 -0.0077 -1.0% 0.7372
Range 0.0063 0.0060 -0.0003 -4.0% 0.0184
ATR 0.0043 0.0046 0.0004 8.2% 0.0000
Volume 46 71 25 54.3% 274
Daily Pivots for day following 26-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7485 0.7450 0.7329
R3 0.7425 0.7390 0.7312
R2 0.7365 0.7365 0.7307
R1 0.7330 0.7330 0.7301 0.7318
PP 0.7305 0.7305 0.7305 0.7299
S1 0.7270 0.7270 0.7290 0.7258
S2 0.7245 0.7245 0.7285
S3 0.7185 0.7210 0.7279
S4 0.7125 0.7150 0.7263
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7987 0.7864 0.7473
R3 0.7803 0.7680 0.7423
R2 0.7619 0.7619 0.7406
R1 0.7496 0.7496 0.7389 0.7466
PP 0.7435 0.7435 0.7435 0.7420
S1 0.7312 0.7312 0.7355 0.7282
S2 0.7251 0.7251 0.7338
S3 0.7067 0.7128 0.7321
S4 0.6883 0.6944 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7504 0.7280 0.0224 3.1% 0.0040 0.5% 7% False True 68
10 0.7681 0.7280 0.0401 5.5% 0.0038 0.5% 4% False True 46
20 0.7713 0.7280 0.0433 5.9% 0.0026 0.4% 4% False True 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7595
2.618 0.7497
1.618 0.7437
1.000 0.7400
0.618 0.7377
HIGH 0.7340
0.618 0.7317
0.500 0.7310
0.382 0.7303
LOW 0.7280
0.618 0.7243
1.000 0.7220
1.618 0.7183
2.618 0.7123
4.250 0.7025
Fisher Pivots for day following 26-Sep-2022
Pivot 1 day 3 day
R1 0.7310 0.7370
PP 0.7305 0.7345
S1 0.7300 0.7320

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

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