CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 01-Apr-2022
Day Change Summary
Previous Current
31-Mar-2022 01-Apr-2022 Change Change % Previous Week
Open 0.7984 0.7995 0.0011 0.1% 0.7999
High 0.8007 0.8008 0.0001 0.0% 0.8033
Low 0.7976 0.7973 -0.0004 0.0% 0.7943
Close 0.8007 0.7989 -0.0019 -0.2% 0.7989
Range 0.0031 0.0035 0.0004 12.9% 0.0091
ATR 0.0043 0.0043 -0.0001 -1.4% 0.0000
Volume 23 23 0 0.0% 123
Daily Pivots for day following 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8095 0.8077 0.8008
R3 0.8060 0.8042 0.7998
R2 0.8025 0.8025 0.7995
R1 0.8007 0.8007 0.7992 0.7998
PP 0.7990 0.7990 0.7990 0.7985
S1 0.7972 0.7972 0.7985 0.7963
S2 0.7955 0.7955 0.7982
S3 0.7920 0.7937 0.7979
S4 0.7885 0.7902 0.7969
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8260 0.8215 0.8038
R3 0.8169 0.8124 0.8013
R2 0.8079 0.8079 0.8005
R1 0.8034 0.8034 0.7997 0.8011
PP 0.7988 0.7988 0.7988 0.7977
S1 0.7943 0.7943 0.7980 0.7920
S2 0.7898 0.7898 0.7972
S3 0.7807 0.7853 0.7964
S4 0.7717 0.7762 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8033 0.7943 0.0091 1.1% 0.0036 0.4% 51% False False 24
10 0.8033 0.7929 0.0105 1.3% 0.0034 0.4% 57% False False 47
20 0.8033 0.7755 0.0279 3.5% 0.0037 0.5% 84% False False 117
40 0.8033 0.7755 0.0279 3.5% 0.0037 0.5% 84% False False 89
60 0.8033 0.7755 0.0279 3.5% 0.0035 0.4% 84% False False 69
80 0.8033 0.7709 0.0325 4.1% 0.0029 0.4% 86% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.8099
1.618 0.8064
1.000 0.8043
0.618 0.8029
HIGH 0.8008
0.618 0.7994
0.500 0.7990
0.382 0.7986
LOW 0.7973
0.618 0.7951
1.000 0.7938
1.618 0.7916
2.618 0.7881
4.250 0.7824
Fisher Pivots for day following 01-Apr-2022
Pivot 1 day 3 day
R1 0.7990 0.8003
PP 0.7990 0.7998
S1 0.7989 0.7993

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

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