CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 01-Mar-2022
Day Change Summary
Previous Current
28-Feb-2022 01-Mar-2022 Change Change % Previous Week
Open 0.7831 0.7889 0.0058 0.7% 0.7855
High 0.7893 0.7895 0.0003 0.0% 0.7870
Low 0.7831 0.7844 0.0013 0.2% 0.7778
Close 0.7881 0.7844 -0.0037 -0.5% 0.7863
Range 0.0062 0.0051 -0.0011 -17.1% 0.0092
ATR 0.0042 0.0043 0.0001 1.4% 0.0000
Volume 153 132 -21 -13.7% 325
Daily Pivots for day following 01-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8014 0.7980 0.7872
R3 0.7963 0.7929 0.7858
R2 0.7912 0.7912 0.7853
R1 0.7878 0.7878 0.7849 0.7870
PP 0.7861 0.7861 0.7861 0.7857
S1 0.7827 0.7827 0.7839 0.7819
S2 0.7810 0.7810 0.7835
S3 0.7759 0.7776 0.7830
S4 0.7708 0.7725 0.7816
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8111 0.8078 0.7913
R3 0.8020 0.7987 0.7888
R2 0.7928 0.7928 0.7879
R1 0.7895 0.7895 0.7871 0.7912
PP 0.7837 0.7837 0.7837 0.7845
S1 0.7804 0.7804 0.7854 0.7820
S2 0.7745 0.7745 0.7846
S3 0.7654 0.7712 0.7837
S4 0.7562 0.7621 0.7812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7895 0.7778 0.0117 1.5% 0.0051 0.6% 56% True False 120
10 0.7895 0.7778 0.0117 1.5% 0.0038 0.5% 56% True False 67
20 0.7908 0.7778 0.0130 1.7% 0.0033 0.4% 51% False False 48
40 0.8009 0.7778 0.0231 2.9% 0.0031 0.4% 29% False False 38
60 0.8009 0.7709 0.0301 3.8% 0.0025 0.3% 45% False False 29
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8112
2.618 0.8029
1.618 0.7978
1.000 0.7946
0.618 0.7927
HIGH 0.7895
0.618 0.7876
0.500 0.7870
0.382 0.7863
LOW 0.7844
0.618 0.7812
1.000 0.7793
1.618 0.7761
2.618 0.7710
4.250 0.7627
Fisher Pivots for day following 01-Mar-2022
Pivot 1 day 3 day
R1 0.7870 0.7846
PP 0.7861 0.7846
S1 0.7853 0.7845

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

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