CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 14-Oct-2022
Day Change Summary
Previous Current
13-Oct-2022 14-Oct-2022 Change Change % Previous Week
Open 0.7250 0.7290 0.0040 0.6% 0.7286
High 0.7312 0.7317 0.0005 0.1% 0.7317
Low 0.7200 0.7224 0.0024 0.3% 0.7200
Close 0.7312 0.7225 -0.0087 -1.2% 0.7225
Range 0.0112 0.0093 -0.0019 -17.0% 0.0117
ATR 0.0057 0.0059 0.0003 4.5% 0.0000
Volume 80 30 -50 -62.5% 162
Daily Pivots for day following 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7533 0.7471 0.7276
R3 0.7440 0.7379 0.7250
R2 0.7348 0.7348 0.7242
R1 0.7286 0.7286 0.7233 0.7271
PP 0.7255 0.7255 0.7255 0.7247
S1 0.7194 0.7194 0.7217 0.7178
S2 0.7163 0.7163 0.7208
S3 0.7070 0.7101 0.7200
S4 0.6978 0.7009 0.7174
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7597 0.7527 0.7289
R3 0.7480 0.7411 0.7257
R2 0.7364 0.7364 0.7246
R1 0.7294 0.7294 0.7236 0.7271
PP 0.7247 0.7247 0.7247 0.7235
S1 0.7178 0.7178 0.7214 0.7154
S2 0.7131 0.7131 0.7204
S3 0.7014 0.7061 0.7193
S4 0.6898 0.6945 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7317 0.7200 0.0117 1.6% 0.0049 0.7% 21% True False 32
10 0.7430 0.7200 0.0230 3.2% 0.0055 0.8% 11% False False 28
20 0.7559 0.7200 0.0359 5.0% 0.0051 0.7% 7% False False 42
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7710
2.618 0.7559
1.618 0.7466
1.000 0.7409
0.618 0.7374
HIGH 0.7317
0.618 0.7281
0.500 0.7270
0.382 0.7259
LOW 0.7224
0.618 0.7167
1.000 0.7132
1.618 0.7074
2.618 0.6982
4.250 0.6831
Fisher Pivots for day following 14-Oct-2022
Pivot 1 day 3 day
R1 0.7270 0.7258
PP 0.7255 0.7247
S1 0.7240 0.7236

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

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