CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 0.7982 0.7969 -0.0014 -0.2% 0.7873
High 0.7982 0.7991 0.0009 0.1% 0.7993
Low 0.7946 0.7952 0.0006 0.1% 0.7873
Close 0.7947 0.7982 0.0035 0.4% 0.7947
Range 0.0037 0.0039 0.0003 6.8% 0.0120
ATR 0.0038 0.0038 0.0000 1.2% 0.0000
Volume 5 36 31 620.0% 16
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8092 0.8076 0.8003
R3 0.8053 0.8037 0.7992
R2 0.8014 0.8014 0.7989
R1 0.7998 0.7998 0.7985 0.8006
PP 0.7975 0.7975 0.7975 0.7979
S1 0.7959 0.7959 0.7978 0.7967
S2 0.7936 0.7936 0.7974
S3 0.7897 0.7920 0.7971
S4 0.7858 0.7881 0.7960
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8298 0.8242 0.8013
R3 0.8178 0.8122 0.7980
R2 0.8058 0.8058 0.7969
R1 0.8002 0.8002 0.7958 0.8030
PP 0.7938 0.7938 0.7938 0.7951
S1 0.7882 0.7882 0.7936 0.7910
S2 0.7818 0.7818 0.7925
S3 0.7698 0.7762 0.7914
S4 0.7578 0.7642 0.7881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7993 0.7910 0.0083 1.0% 0.0028 0.4% 86% False False 10
10 0.7993 0.7807 0.0187 2.3% 0.0022 0.3% 94% False False 8
20 0.7993 0.7709 0.0285 3.6% 0.0016 0.2% 96% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.8093
1.618 0.8054
1.000 0.8030
0.618 0.8015
HIGH 0.7991
0.618 0.7976
0.500 0.7971
0.382 0.7966
LOW 0.7952
0.618 0.7927
1.000 0.7913
1.618 0.7888
2.618 0.7849
4.250 0.7786
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 0.7978 0.7977
PP 0.7975 0.7973
S1 0.7971 0.7969

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

View Archives - Comment on this page... - Back to Index of Symbols