CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 0.7868 0.7854 -0.0014 -0.2% 0.7800
High 0.7868 0.7856 -0.0012 -0.1% 0.7898
Low 0.7827 0.7852 0.0025 0.3% 0.7790
Close 0.7830 0.7856 0.0026 0.3% 0.7892
Range 0.0041 0.0005 -0.0036 -88.9% 0.0108
ATR 0.0036 0.0035 -0.0001 -2.0% 0.0000
Volume 15 4 -11 -73.3% 12
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7868 0.7867 0.7858
R3 0.7864 0.7862 0.7857
R2 0.7859 0.7859 0.7857
R1 0.7858 0.7858 0.7856 0.7858
PP 0.7855 0.7855 0.7855 0.7855
S1 0.7853 0.7853 0.7856 0.7854
S2 0.7850 0.7850 0.7855
S3 0.7846 0.7849 0.7855
S4 0.7841 0.7844 0.7854
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8184 0.8146 0.7951
R3 0.8076 0.8038 0.7921
R2 0.7968 0.7968 0.7911
R1 0.7930 0.7930 0.7901 0.7949
PP 0.7860 0.7860 0.7860 0.7869
S1 0.7822 0.7822 0.7882 0.7841
S2 0.7752 0.7752 0.7872
S3 0.7644 0.7714 0.7862
S4 0.7536 0.7606 0.7832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7898 0.7803 0.0095 1.2% 0.0010 0.1% 56% False False 5
10 0.7898 0.7723 0.0176 2.2% 0.0008 0.1% 76% False False 13
20 0.7898 0.7709 0.0190 2.4% 0.0013 0.2% 78% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7875
2.618 0.7868
1.618 0.7863
1.000 0.7861
0.618 0.7859
HIGH 0.7856
0.618 0.7854
0.500 0.7854
0.382 0.7853
LOW 0.7852
0.618 0.7849
1.000 0.7847
1.618 0.7844
2.618 0.7840
4.250 0.7832
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 0.7855 0.7863
PP 0.7855 0.7860
S1 0.7854 0.7858

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

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