CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 24-Mar-2022
Day Change Summary
Previous Current
23-Mar-2022 24-Mar-2022 Change Change % Previous Week
Open 0.7946 0.7955 0.0009 0.1% 0.7849
High 0.7969 0.7991 0.0022 0.3% 0.7942
Low 0.7935 0.7955 0.0020 0.3% 0.7783
Close 0.7958 0.7971 0.0013 0.2% 0.7936
Range 0.0034 0.0036 0.0002 5.9% 0.0159
ATR 0.0044 0.0044 -0.0001 -1.3% 0.0000
Volume 163 18 -145 -89.0% 584
Daily Pivots for day following 24-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8080 0.8061 0.7990
R3 0.8044 0.8025 0.7980
R2 0.8008 0.8008 0.7977
R1 0.7989 0.7989 0.7974 0.7999
PP 0.7972 0.7972 0.7972 0.7977
S1 0.7953 0.7953 0.7967 0.7963
S2 0.7936 0.7936 0.7964
S3 0.7900 0.7917 0.7961
S4 0.7864 0.7881 0.7951
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 0.7991 0.7908 0.0083 1.0% 0.0029 0.4% 75% True False 95
10 0.7991 0.7783 0.0209 2.6% 0.0035 0.4% 90% True False 91
20 0.7991 0.7755 0.0237 3.0% 0.0042 0.5% 91% True False 142
40 0.7991 0.7755 0.0237 3.0% 0.0036 0.5% 91% True False 89
60 0.8009 0.7755 0.0255 3.2% 0.0032 0.4% 85% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8144
2.618 0.8085
1.618 0.8049
1.000 0.8027
0.618 0.8013
HIGH 0.7991
0.618 0.7977
0.500 0.7973
0.382 0.7969
LOW 0.7955
0.618 0.7933
1.000 0.7919
1.618 0.7897
2.618 0.7861
4.250 0.7802
Fisher Pivots for day following 24-Mar-2022
Pivot 1 day 3 day
R1 0.7973 0.7967
PP 0.7972 0.7964
S1 0.7971 0.7960

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

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