CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 0.7345 0.7304 -0.0042 -0.6% 0.7270
High 0.7345 0.7328 -0.0017 -0.2% 0.7430
Low 0.7289 0.7304 0.0015 0.2% 0.7270
Close 0.7289 0.7304 0.0015 0.2% 0.7304
Range 0.0057 0.0025 -0.0032 -56.6% 0.0160
ATR 0.0061 0.0059 -0.0002 -2.5% 0.0000
Volume 22 0 -22 -100.0% 121
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7385 0.7369 0.7317
R3 0.7361 0.7344 0.7310
R2 0.7336 0.7336 0.7308
R1 0.7320 0.7320 0.7306 0.7316
PP 0.7312 0.7312 0.7312 0.7310
S1 0.7295 0.7295 0.7301 0.7291
S2 0.7287 0.7287 0.7299
S3 0.7263 0.7271 0.7297
S4 0.7238 0.7246 0.7290
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7814 0.7719 0.7392
R3 0.7654 0.7559 0.7348
R2 0.7494 0.7494 0.7333
R1 0.7399 0.7399 0.7318 0.7447
PP 0.7334 0.7334 0.7334 0.7358
S1 0.7239 0.7239 0.7289 0.7287
S2 0.7174 0.7174 0.7274
S3 0.7014 0.7079 0.7260
S4 0.6854 0.6919 0.7216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7270 0.0160 2.2% 0.0061 0.8% 21% False False 24
10 0.7430 0.7250 0.0180 2.5% 0.0060 0.8% 30% False False 40
20 0.7713 0.7250 0.0463 6.3% 0.0047 0.6% 12% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7432
2.618 0.7392
1.618 0.7368
1.000 0.7353
0.618 0.7343
HIGH 0.7328
0.618 0.7319
0.500 0.7316
0.382 0.7313
LOW 0.7304
0.618 0.7288
1.000 0.7279
1.618 0.7264
2.618 0.7239
4.250 0.7199
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 0.7316 0.7338
PP 0.7312 0.7327
S1 0.7308 0.7315

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

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