CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 25-Oct-2022
Day Change Summary
Previous Current
24-Oct-2022 25-Oct-2022 Change Change % Previous Week
Open 0.7307 0.7365 0.0058 0.8% 0.7310
High 0.7313 0.7366 0.0053 0.7% 0.7356
Low 0.7291 0.7355 0.0064 0.9% 0.7245
Close 0.7313 0.7366 0.0053 0.7% 0.7342
Range 0.0022 0.0011 -0.0011 -51.2% 0.0111
ATR 0.0060 0.0060 -0.0001 -0.9% 0.0000
Volume 32 15 -17 -53.1% 41
Daily Pivots for day following 25-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7394 0.7390 0.7371
R3 0.7383 0.7380 0.7368
R2 0.7373 0.7373 0.7367
R1 0.7369 0.7369 0.7366 0.7371
PP 0.7362 0.7362 0.7362 0.7363
S1 0.7359 0.7359 0.7365 0.7360
S2 0.7352 0.7352 0.7364
S3 0.7341 0.7348 0.7363
S4 0.7331 0.7338 0.7360
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7647 0.7605 0.7403
R3 0.7536 0.7494 0.7372
R2 0.7425 0.7425 0.7362
R1 0.7383 0.7383 0.7352 0.7404
PP 0.7314 0.7314 0.7314 0.7324
S1 0.7272 0.7272 0.7331 0.7293
S2 0.7203 0.7203 0.7321
S3 0.7092 0.7161 0.7311
S4 0.6981 0.7050 0.7280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7366 0.7245 0.0121 1.6% 0.0046 0.6% 100% True False 15
10 0.7366 0.7200 0.0166 2.2% 0.0047 0.6% 100% True False 20
20 0.7430 0.7200 0.0230 3.1% 0.0050 0.7% 72% False False 28
40 0.7713 0.7200 0.0513 7.0% 0.0039 0.5% 32% False False 28
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7410
2.618 0.7393
1.618 0.7382
1.000 0.7376
0.618 0.7372
HIGH 0.7366
0.618 0.7361
0.500 0.7360
0.382 0.7359
LOW 0.7355
0.618 0.7349
1.000 0.7345
1.618 0.7338
2.618 0.7328
4.250 0.7310
Fisher Pivots for day following 25-Oct-2022
Pivot 1 day 3 day
R1 0.7364 0.7345
PP 0.7362 0.7325
S1 0.7360 0.7305

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

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