CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 23-Mar-2022
Day Change Summary
Previous Current
22-Mar-2022 23-Mar-2022 Change Change % Previous Week
Open 0.7946 0.7946 0.0000 0.0% 0.7849
High 0.7953 0.7969 0.0016 0.2% 0.7942
Low 0.7929 0.7935 0.0006 0.1% 0.7783
Close 0.7947 0.7958 0.0012 0.1% 0.7936
Range 0.0024 0.0034 0.0010 41.7% 0.0159
ATR 0.0045 0.0044 -0.0001 -1.8% 0.0000
Volume 15 163 148 986.7% 584
Daily Pivots for day following 23-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8056 0.8041 0.7977
R3 0.8022 0.8007 0.7967
R2 0.7988 0.7988 0.7964
R1 0.7973 0.7973 0.7961 0.7981
PP 0.7954 0.7954 0.7954 0.7958
S1 0.7939 0.7939 0.7955 0.7947
S2 0.7920 0.7920 0.7952
S3 0.7886 0.7905 0.7949
S4 0.7852 0.7871 0.7939
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 0.7969 0.7880 0.0089 1.1% 0.0031 0.4% 88% True False 108
10 0.7969 0.7783 0.0187 2.3% 0.0034 0.4% 94% True False 134
20 0.7969 0.7755 0.0215 2.7% 0.0043 0.5% 95% True False 147
40 0.7969 0.7755 0.0215 2.7% 0.0037 0.5% 95% True False 89
60 0.8009 0.7755 0.0255 3.2% 0.0031 0.4% 80% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8114
2.618 0.8058
1.618 0.8024
1.000 0.8003
0.618 0.7990
HIGH 0.7969
0.618 0.7956
0.500 0.7952
0.382 0.7948
LOW 0.7935
0.618 0.7914
1.000 0.7901
1.618 0.7880
2.618 0.7846
4.250 0.7791
Fisher Pivots for day following 23-Mar-2022
Pivot 1 day 3 day
R1 0.7956 0.7955
PP 0.7954 0.7952
S1 0.7952 0.7949

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

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