CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 18-Mar-2022
Day Change Summary
Previous Current
17-Mar-2022 18-Mar-2022 Change Change % Previous Week
Open 0.7881 0.7935 0.0054 0.7% 0.7849
High 0.7926 0.7942 0.0016 0.2% 0.7942
Low 0.7880 0.7908 0.0028 0.4% 0.7783
Close 0.7910 0.7936 0.0026 0.3% 0.7936
Range 0.0046 0.0034 -0.0013 -27.2% 0.0159
ATR 0.0050 0.0049 -0.0001 -2.4% 0.0000
Volume 81 257 176 217.3% 584
Daily Pivots for day following 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8029 0.8016 0.7954
R3 0.7995 0.7982 0.7945
R2 0.7962 0.7962 0.7942
R1 0.7949 0.7949 0.7939 0.7955
PP 0.7928 0.7928 0.7928 0.7932
S1 0.7915 0.7915 0.7932 0.7922
S2 0.7895 0.7895 0.7929
S3 0.7861 0.7882 0.7926
S4 0.7828 0.7848 0.7917
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8364 0.8309 0.8023
R3 0.8205 0.8150 0.7979
R2 0.8046 0.8046 0.7965
R1 0.7991 0.7991 0.7950 0.8018
PP 0.7887 0.7887 0.7887 0.7900
S1 0.7832 0.7832 0.7921 0.7859
S2 0.7728 0.7728 0.7906
S3 0.7569 0.7673 0.7892
S4 0.7410 0.7514 0.7848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7942 0.7783 0.0159 2.0% 0.0043 0.5% 96% True False 116
10 0.7942 0.7755 0.0187 2.4% 0.0040 0.5% 97% True False 187
20 0.7942 0.7755 0.0187 2.4% 0.0044 0.6% 97% True False 141
40 0.7966 0.7755 0.0211 2.7% 0.0037 0.5% 86% False False 89
60 0.8009 0.7755 0.0255 3.2% 0.0030 0.4% 71% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8084
2.618 0.8029
1.618 0.7996
1.000 0.7975
0.618 0.7962
HIGH 0.7942
0.618 0.7929
0.500 0.7925
0.382 0.7921
LOW 0.7908
0.618 0.7887
1.000 0.7875
1.618 0.7854
2.618 0.7820
4.250 0.7766
Fisher Pivots for day following 18-Mar-2022
Pivot 1 day 3 day
R1 0.7932 0.7922
PP 0.7928 0.7908
S1 0.7925 0.7894

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

View Archives - Comment on this page... - Back to Index of Symbols