CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 06-Oct-2022
Day Change Summary
Previous Current
05-Oct-2022 06-Oct-2022 Change Change % Previous Week
Open 0.7388 0.7345 -0.0043 -0.6% 0.7340
High 0.7388 0.7345 -0.0043 -0.6% 0.7366
Low 0.7330 0.7289 -0.0042 -0.6% 0.7250
Close 0.7373 0.7289 -0.0085 -1.1% 0.7256
Range 0.0058 0.0057 -0.0002 -2.6% 0.0116
ATR 0.0059 0.0061 0.0002 3.1% 0.0000
Volume 44 22 -22 -50.0% 285
Daily Pivots for day following 06-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7477 0.7439 0.7320
R3 0.7420 0.7383 0.7304
R2 0.7364 0.7364 0.7299
R1 0.7326 0.7326 0.7294 0.7317
PP 0.7307 0.7307 0.7307 0.7303
S1 0.7270 0.7270 0.7283 0.7260
S2 0.7251 0.7251 0.7278
S3 0.7194 0.7213 0.7273
S4 0.7138 0.7157 0.7257
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 0.7430 0.7250 0.0180 2.5% 0.0073 1.0% 21% False False 52
10 0.7438 0.7250 0.0188 2.6% 0.0064 0.9% 21% False False 45
20 0.7713 0.7250 0.0463 6.3% 0.0047 0.7% 8% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7493
1.618 0.7436
1.000 0.7402
0.618 0.7380
HIGH 0.7345
0.618 0.7323
0.500 0.7317
0.382 0.7310
LOW 0.7289
0.618 0.7254
1.000 0.7232
1.618 0.7197
2.618 0.7141
4.250 0.7048
Fisher Pivots for day following 06-Oct-2022
Pivot 1 day 3 day
R1 0.7317 0.7359
PP 0.7307 0.7336
S1 0.7298 0.7312

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

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