CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 28-Mar-2022
Day Change Summary
Previous Current
25-Mar-2022 28-Mar-2022 Change Change % Previous Week
Open 0.7980 0.7999 0.0020 0.2% 0.7938
High 0.8019 0.8002 -0.0017 -0.2% 0.8019
Low 0.7966 0.7943 -0.0024 -0.3% 0.7929
Close 0.8016 0.7983 -0.0033 -0.4% 0.8016
Range 0.0053 0.0059 0.0007 12.4% 0.0090
ATR 0.0044 0.0046 0.0002 4.6% 0.0000
Volume 132 45 -87 -65.9% 354
Daily Pivots for day following 28-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8153 0.8127 0.8015
R3 0.8094 0.8068 0.7999
R2 0.8035 0.8035 0.7994
R1 0.8009 0.8009 0.7988 0.7992
PP 0.7976 0.7976 0.7976 0.7967
S1 0.7950 0.7950 0.7978 0.7933
S2 0.7917 0.7917 0.7972
S3 0.7858 0.7891 0.7967
S4 0.7799 0.7832 0.7951
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8258 0.8227 0.8065
R3 0.8168 0.8137 0.8040
R2 0.8078 0.8078 0.8032
R1 0.8047 0.8047 0.8024 0.8062
PP 0.7988 0.7988 0.7988 0.7995
S1 0.7957 0.7957 0.8007 0.7972
S2 0.7898 0.7898 0.7999
S3 0.7808 0.7867 0.7991
S4 0.7718 0.7777 0.7966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8019 0.7929 0.0090 1.1% 0.0041 0.5% 60% False False 74
10 0.8019 0.7783 0.0236 3.0% 0.0038 0.5% 85% False False 87
20 0.8019 0.7755 0.0264 3.3% 0.0041 0.5% 87% False False 135
40 0.8019 0.7755 0.0264 3.3% 0.0037 0.5% 87% False False 92
60 0.8019 0.7755 0.0264 3.3% 0.0034 0.4% 87% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.8156
1.618 0.8097
1.000 0.8061
0.618 0.8038
HIGH 0.8002
0.618 0.7979
0.500 0.7972
0.382 0.7965
LOW 0.7943
0.618 0.7906
1.000 0.7884
1.618 0.7847
2.618 0.7788
4.250 0.7692
Fisher Pivots for day following 28-Mar-2022
Pivot 1 day 3 day
R1 0.7979 0.7982
PP 0.7976 0.7981
S1 0.7972 0.7981

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

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