CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 0.7939 0.7870 -0.0069 -0.9% 0.7969
High 0.7941 0.7886 -0.0055 -0.7% 0.8009
Low 0.7875 0.7838 -0.0038 -0.5% 0.7937
Close 0.7890 0.7838 -0.0053 -0.7% 0.7937
Range 0.0066 0.0048 -0.0018 -26.7% 0.0072
ATR 0.0040 0.0041 0.0001 2.1% 0.0000
Volume 34 36 2 5.9% 123
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7998 0.7966 0.7864
R3 0.7950 0.7918 0.7851
R2 0.7902 0.7902 0.7846
R1 0.7870 0.7870 0.7842 0.7862
PP 0.7854 0.7854 0.7854 0.7850
S1 0.7822 0.7822 0.7833 0.7814
S2 0.7806 0.7806 0.7829
S3 0.7758 0.7774 0.7824
S4 0.7710 0.7726 0.7811
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8177 0.8129 0.7977
R3 0.8105 0.8057 0.7957
R2 0.8033 0.8033 0.7950
R1 0.7985 0.7985 0.7944 0.7973
PP 0.7961 0.7961 0.7961 0.7955
S1 0.7913 0.7913 0.7930 0.7901
S2 0.7889 0.7889 0.7924
S3 0.7817 0.7841 0.7917
S4 0.7745 0.7769 0.7897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7966 0.7838 0.0128 1.6% 0.0041 0.5% 0% False True 50
10 0.8009 0.7838 0.0172 2.2% 0.0031 0.4% 0% False True 31
20 0.8009 0.7807 0.0203 2.6% 0.0025 0.3% 15% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.8011
1.618 0.7963
1.000 0.7934
0.618 0.7915
HIGH 0.7886
0.618 0.7867
0.500 0.7862
0.382 0.7856
LOW 0.7838
0.618 0.7808
1.000 0.7790
1.618 0.7760
2.618 0.7712
4.250 0.7634
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 0.7862 0.7889
PP 0.7854 0.7872
S1 0.7846 0.7855

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

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