CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 0.7284 0.7274 -0.0010 -0.1% 0.7286
High 0.7289 0.7347 0.0058 0.8% 0.7317
Low 0.7275 0.7274 -0.0001 0.0% 0.7200
Close 0.7281 0.7283 0.0002 0.0% 0.7225
Range 0.0014 0.0073 0.0059 421.4% 0.0117
ATR 0.0056 0.0057 0.0001 2.1% 0.0000
Volume 7 13 6 85.7% 162
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7520 0.7474 0.7323
R3 0.7447 0.7401 0.7303
R2 0.7374 0.7374 0.7296
R1 0.7328 0.7328 0.7289 0.7351
PP 0.7301 0.7301 0.7301 0.7313
S1 0.7255 0.7255 0.7276 0.7278
S2 0.7228 0.7228 0.7269
S3 0.7155 0.7182 0.7262
S4 0.7082 0.7109 0.7242
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 0.7347 0.7224 0.0123 1.7% 0.0040 0.6% 48% True False 11
10 0.7347 0.7200 0.0147 2.0% 0.0038 0.5% 56% True False 19
20 0.7438 0.7200 0.0238 3.3% 0.0051 0.7% 35% False False 32
40 0.7746 0.7200 0.0546 7.5% 0.0037 0.5% 15% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7657
2.618 0.7538
1.618 0.7465
1.000 0.7420
0.618 0.7392
HIGH 0.7347
0.618 0.7319
0.500 0.7311
0.382 0.7302
LOW 0.7274
0.618 0.7229
1.000 0.7201
1.618 0.7156
2.618 0.7083
4.250 0.6964
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 0.7311 0.7311
PP 0.7301 0.7301
S1 0.7292 0.7292

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

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