CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 0.7340 0.7304 -0.0036 -0.5% 0.7525
High 0.7340 0.7314 -0.0026 -0.4% 0.7559
Low 0.7280 0.7279 -0.0001 0.0% 0.7375
Close 0.7296 0.7314 0.0019 0.3% 0.7372
Range 0.0060 0.0035 -0.0025 -41.7% 0.0184
ATR 0.0046 0.0045 -0.0001 -1.7% 0.0000
Volume 71 9 -62 -87.3% 274
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7407 0.7396 0.7333
R3 0.7372 0.7361 0.7324
R2 0.7337 0.7337 0.7320
R1 0.7326 0.7326 0.7317 0.7332
PP 0.7302 0.7302 0.7302 0.7305
S1 0.7291 0.7291 0.7311 0.7297
S2 0.7267 0.7267 0.7308
S3 0.7232 0.7256 0.7304
S4 0.7197 0.7221 0.7295
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 0.7279 0.0225 3.1% 0.0047 0.6% 16% False True 69
10 0.7610 0.7279 0.0331 4.5% 0.0034 0.5% 11% False True 45
20 0.7713 0.7279 0.0434 5.9% 0.0028 0.4% 8% False True 27
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7463
2.618 0.7406
1.618 0.7371
1.000 0.7349
0.618 0.7336
HIGH 0.7314
0.618 0.7301
0.500 0.7297
0.382 0.7292
LOW 0.7279
0.618 0.7257
1.000 0.7244
1.618 0.7222
2.618 0.7187
4.250 0.7130
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 0.7308 0.7358
PP 0.7302 0.7344
S1 0.7297 0.7329

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

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