CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 0.7978 0.7991 0.0013 0.2% 0.7873
High 0.7992 0.8009 0.0017 0.2% 0.7993
Low 0.7978 0.7991 0.0013 0.2% 0.7873
Close 0.7992 0.8003 0.0011 0.1% 0.7947
Range 0.0014 0.0018 0.0004 28.6% 0.0120
ATR 0.0036 0.0035 -0.0001 -3.6% 0.0000
Volume 10 12 2 20.0% 16
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8055 0.8047 0.8012
R3 0.8037 0.8029 0.8007
R2 0.8019 0.8019 0.8006
R1 0.8011 0.8011 0.8004 0.8015
PP 0.8001 0.8001 0.8001 0.8003
S1 0.7993 0.7993 0.8001 0.7997
S2 0.7983 0.7983 0.7999
S3 0.7965 0.7975 0.7998
S4 0.7947 0.7957 0.7993
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 0.8009 0.7946 0.0064 0.8% 0.0022 0.3% 90% True False 12
10 0.8009 0.7807 0.0203 2.5% 0.0025 0.3% 97% True False 10
20 0.8009 0.7773 0.0236 2.9% 0.0016 0.2% 97% True False 11
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8086
2.618 0.8056
1.618 0.8038
1.000 0.8027
0.618 0.8020
HIGH 0.8009
0.618 0.8002
0.500 0.8000
0.382 0.7998
LOW 0.7991
0.618 0.7980
1.000 0.7973
1.618 0.7962
2.618 0.7944
4.250 0.7915
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 0.8002 0.7995
PP 0.8001 0.7988
S1 0.8000 0.7980

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

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