CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 0.7352 0.7330 -0.0022 -0.3% 0.7340
High 0.7352 0.7336 -0.0016 -0.2% 0.7366
Low 0.7296 0.7250 -0.0046 -0.6% 0.7250
Close 0.7313 0.7256 -0.0057 -0.8% 0.7256
Range 0.0056 0.0086 0.0030 53.6% 0.0116
ATR 0.0048 0.0051 0.0003 5.6% 0.0000
Volume 47 140 93 197.9% 285
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7539 0.7483 0.7303
R3 0.7453 0.7397 0.7280
R2 0.7367 0.7367 0.7272
R1 0.7311 0.7311 0.7264 0.7296
PP 0.7281 0.7281 0.7281 0.7273
S1 0.7225 0.7225 0.7248 0.7210
S2 0.7195 0.7195 0.7240
S3 0.7109 0.7139 0.7232
S4 0.7023 0.7053 0.7209
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7637 0.7562 0.7320
R3 0.7522 0.7447 0.7288
R2 0.7406 0.7406 0.7277
R1 0.7331 0.7331 0.7267 0.7311
PP 0.7291 0.7291 0.7291 0.7280
S1 0.7216 0.7216 0.7245 0.7195
S2 0.7175 0.7175 0.7235
S3 0.7060 0.7100 0.7224
S4 0.6944 0.6985 0.7192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7366 0.7250 0.0116 1.6% 0.0059 0.8% 5% False True 57
10 0.7559 0.7250 0.0309 4.3% 0.0048 0.7% 2% False True 55
20 0.7713 0.7250 0.0463 6.4% 0.0037 0.5% 1% False True 36
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 0.0005
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7702
2.618 0.7561
1.618 0.7475
1.000 0.7422
0.618 0.7389
HIGH 0.7336
0.618 0.7303
0.500 0.7293
0.382 0.7283
LOW 0.7250
0.618 0.7197
1.000 0.7164
1.618 0.7111
2.618 0.7025
4.250 0.6885
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 0.7293 0.7308
PP 0.7281 0.7291
S1 0.7268 0.7273

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

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