CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 0.7872 0.7819 -0.0053 -0.7% 0.7939
High 0.7881 0.7819 -0.0062 -0.8% 0.7984
Low 0.7800 0.7751 -0.0049 -0.6% 0.7800
Close 0.7835 0.7762 -0.0073 -0.9% 0.7835
Range 0.0081 0.0068 -0.0013 -16.0% 0.0184
ATR 0.0057 0.0059 0.0002 3.4% 0.0000
Volume 125,092 133,530 8,438 6.7% 325,303
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7981 0.7940 0.7799
R3 0.7913 0.7872 0.7781
R2 0.7845 0.7845 0.7774
R1 0.7804 0.7804 0.7768 0.7791
PP 0.7777 0.7777 0.7777 0.7771
S1 0.7736 0.7736 0.7756 0.7723
S2 0.7709 0.7709 0.7750
S3 0.7641 0.7668 0.7743
S4 0.7573 0.7600 0.7725
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8423 0.8312 0.7935
R3 0.8240 0.8129 0.7885
R2 0.8056 0.8056 0.7868
R1 0.7945 0.7945 0.7851 0.7909
PP 0.7873 0.7873 0.7873 0.7855
S1 0.7762 0.7762 0.7818 0.7726
S2 0.7689 0.7689 0.7801
S3 0.7506 0.7578 0.7784
S4 0.7322 0.7395 0.7734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7984 0.7751 0.0233 3.0% 0.0067 0.9% 5% False True 87,479
10 0.7984 0.7751 0.0233 3.0% 0.0059 0.8% 5% False True 49,545
20 0.7984 0.7704 0.0280 3.6% 0.0054 0.7% 21% False False 25,315
40 0.8008 0.7646 0.0362 4.7% 0.0054 0.7% 32% False False 12,799
60 0.8055 0.7646 0.0410 5.3% 0.0048 0.6% 28% False False 8,552
80 0.8055 0.7646 0.0410 5.3% 0.0047 0.6% 28% False False 6,446
100 0.8055 0.7646 0.0410 5.3% 0.0044 0.6% 28% False False 5,164
120 0.8055 0.7646 0.0410 5.3% 0.0039 0.5% 28% False False 4,306
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8108
2.618 0.7997
1.618 0.7929
1.000 0.7887
0.618 0.7861
HIGH 0.7819
0.618 0.7793
0.500 0.7785
0.382 0.7777
LOW 0.7751
0.618 0.7709
1.000 0.7683
1.618 0.7641
2.618 0.7573
4.250 0.7462
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 0.7785 0.7858
PP 0.7777 0.7826
S1 0.7770 0.7794

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

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