CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 16-Mar-2022
Day Change Summary
Previous Current
15-Mar-2022 16-Mar-2022 Change Change % Previous Week
Open 0.7783 0.7850 0.0068 0.9% 0.7840
High 0.7824 0.7887 0.0063 0.8% 0.7876
Low 0.7783 0.7846 0.0063 0.8% 0.7755
Close 0.7824 0.7861 0.0038 0.5% 0.7858
Range 0.0041 0.0041 0.0000 0.0% 0.0122
ATR 0.0048 0.0049 0.0001 2.2% 0.0000
Volume 26 116 90 346.2% 1,292
Daily Pivots for day following 16-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7987 0.7965 0.7884
R3 0.7946 0.7924 0.7872
R2 0.7905 0.7905 0.7869
R1 0.7883 0.7883 0.7865 0.7894
PP 0.7864 0.7864 0.7864 0.7870
S1 0.7842 0.7842 0.7857 0.7853
S2 0.7823 0.7823 0.7853
S3 0.7782 0.7801 0.7850
S4 0.7741 0.7760 0.7838
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 0.7887 0.7783 0.0104 1.3% 0.0037 0.5% 75% True False 161
10 0.7917 0.7755 0.0163 2.1% 0.0042 0.5% 66% False False 178
20 0.7917 0.7755 0.0163 2.1% 0.0041 0.5% 66% False False 125
40 0.8009 0.7755 0.0255 3.2% 0.0036 0.5% 42% False False 81
60 0.8009 0.7709 0.0301 3.8% 0.0029 0.4% 51% False False 57
Crabel Price Patterns
NR False
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 0.0007
Fibonacci Retracements and Extensions
4.250 0.8061
2.618 0.7994
1.618 0.7953
1.000 0.7928
0.618 0.7912
HIGH 0.7887
0.618 0.7871
0.500 0.7866
0.382 0.7861
LOW 0.7846
0.618 0.7820
1.000 0.7805
1.618 0.7779
2.618 0.7738
4.250 0.7671
Fisher Pivots for day following 16-Mar-2022
Pivot 1 day 3 day
R1 0.7866 0.7852
PP 0.7864 0.7843
S1 0.7863 0.7835

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

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