CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 15-Mar-2022
Day Change Summary
Previous Current
14-Mar-2022 15-Mar-2022 Change Change % Previous Week
Open 0.7849 0.7783 -0.0067 -0.8% 0.7840
High 0.7851 0.7824 -0.0027 -0.3% 0.7876
Low 0.7797 0.7783 -0.0014 -0.2% 0.7755
Close 0.7797 0.7824 0.0027 0.3% 0.7858
Range 0.0054 0.0041 -0.0013 -24.1% 0.0122
ATR 0.0049 0.0048 -0.0001 -1.1% 0.0000
Volume 104 26 -78 -75.0% 1,292
Daily Pivots for day following 15-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7933 0.7919 0.7846
R3 0.7892 0.7878 0.7835
R2 0.7851 0.7851 0.7831
R1 0.7837 0.7837 0.7827 0.7844
PP 0.7810 0.7810 0.7810 0.7813
S1 0.7796 0.7796 0.7820 0.7803
S2 0.7769 0.7769 0.7816
S3 0.7728 0.7755 0.7812
S4 0.7687 0.7714 0.7801
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 0.7783 0.0094 1.2% 0.0032 0.4% 44% False True 187
10 0.7917 0.7755 0.0163 2.1% 0.0042 0.5% 42% False False 171
20 0.7917 0.7755 0.0163 2.1% 0.0040 0.5% 42% False False 119
40 0.8009 0.7755 0.0255 3.3% 0.0036 0.5% 27% False False 79
60 0.8009 0.7709 0.0301 3.8% 0.0029 0.4% 38% False False 55
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7998
2.618 0.7931
1.618 0.7890
1.000 0.7865
0.618 0.7849
HIGH 0.7824
0.618 0.7808
0.500 0.7803
0.382 0.7798
LOW 0.7783
0.618 0.7757
1.000 0.7742
1.618 0.7716
2.618 0.7675
4.250 0.7608
Fisher Pivots for day following 15-Mar-2022
Pivot 1 day 3 day
R1 0.7817 0.7829
PP 0.7810 0.7827
S1 0.7803 0.7825

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

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