CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-Mar-2022
Day Change Summary
Previous Current
10-Mar-2022 11-Mar-2022 Change Change % Previous Week
Open 0.7822 0.7850 0.0028 0.4% 0.7840
High 0.7842 0.7876 0.0034 0.4% 0.7876
Low 0.7818 0.7850 0.0032 0.4% 0.7755
Close 0.7840 0.7858 0.0019 0.2% 0.7858
Range 0.0024 0.0026 0.0002 8.3% 0.0122
ATR 0.0049 0.0048 -0.0001 -1.8% 0.0000
Volume 453 106 -347 -76.6% 1,292
Daily Pivots for day following 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7939 0.7925 0.7872
R3 0.7913 0.7899 0.7865
R2 0.7887 0.7887 0.7863
R1 0.7873 0.7873 0.7860 0.7880
PP 0.7861 0.7861 0.7861 0.7865
S1 0.7847 0.7847 0.7856 0.7854
S2 0.7835 0.7835 0.7853
S3 0.7809 0.7821 0.7851
S4 0.7783 0.7795 0.7844
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8194 0.8148 0.7925
R3 0.8073 0.8026 0.7891
R2 0.7951 0.7951 0.7880
R1 0.7905 0.7905 0.7869 0.7928
PP 0.7830 0.7830 0.7830 0.7841
S1 0.7783 0.7783 0.7847 0.7806
S2 0.7708 0.7708 0.7836
S3 0.7587 0.7662 0.7825
S4 0.7465 0.7540 0.7791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7876 0.7755 0.0122 1.5% 0.0036 0.5% 85% True False 258
10 0.7917 0.7755 0.0163 2.1% 0.0044 0.6% 64% False False 187
20 0.7917 0.7755 0.0163 2.1% 0.0039 0.5% 64% False False 118
40 0.8009 0.7755 0.0255 3.2% 0.0035 0.4% 41% False False 76
60 0.8009 0.7709 0.0301 3.8% 0.0028 0.4% 50% False False 53
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7987
2.618 0.7944
1.618 0.7918
1.000 0.7902
0.618 0.7892
HIGH 0.7876
0.618 0.7866
0.500 0.7863
0.382 0.7860
LOW 0.7850
0.618 0.7834
1.000 0.7824
1.618 0.7808
2.618 0.7782
4.250 0.7740
Fisher Pivots for day following 11-Mar-2022
Pivot 1 day 3 day
R1 0.7863 0.7850
PP 0.7861 0.7843
S1 0.7860 0.7835

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.