CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 17-Mar-2022
Day Change Summary
Previous Current
16-Mar-2022 17-Mar-2022 Change Change % Previous Week
Open 0.7850 0.7881 0.0031 0.4% 0.7840
High 0.7887 0.7926 0.0040 0.5% 0.7876
Low 0.7846 0.7880 0.0035 0.4% 0.7755
Close 0.7861 0.7910 0.0049 0.6% 0.7858
Range 0.0041 0.0046 0.0005 12.2% 0.0122
ATR 0.0049 0.0050 0.0001 2.3% 0.0000
Volume 116 81 -35 -30.2% 1,292
Daily Pivots for day following 17-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8043 0.8022 0.7935
R3 0.7997 0.7976 0.7922
R2 0.7951 0.7951 0.7918
R1 0.7930 0.7930 0.7914 0.7941
PP 0.7905 0.7905 0.7905 0.7910
S1 0.7884 0.7884 0.7905 0.7895
S2 0.7859 0.7859 0.7901
S3 0.7813 0.7838 0.7897
S4 0.7767 0.7792 0.7884
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 0.7926 0.7783 0.0144 1.8% 0.0042 0.5% 89% True False 86
10 0.7926 0.7755 0.0172 2.2% 0.0043 0.5% 90% True False 173
20 0.7926 0.7755 0.0172 2.2% 0.0043 0.5% 90% True False 128
40 0.8009 0.7755 0.0255 3.2% 0.0037 0.5% 61% False False 83
60 0.8009 0.7723 0.0287 3.6% 0.0030 0.4% 65% False False 59
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 0.8122
2.618 0.8046
1.618 0.8000
1.000 0.7972
0.618 0.7954
HIGH 0.7926
0.618 0.7908
0.500 0.7903
0.382 0.7898
LOW 0.7880
0.618 0.7852
1.000 0.7834
1.618 0.7806
2.618 0.7760
4.250 0.7685
Fisher Pivots for day following 17-Mar-2022
Pivot 1 day 3 day
R1 0.7907 0.7891
PP 0.7905 0.7873
S1 0.7903 0.7854

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

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