CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 0.7696 0.7757 0.0062 0.8% 0.7676
High 0.7759 0.7774 0.0015 0.2% 0.7759
Low 0.7694 0.7742 0.0049 0.6% 0.7670
Close 0.7740 0.7766 0.0026 0.3% 0.7740
Range 0.0065 0.0032 -0.0034 -51.5% 0.0089
ATR 0.0063 0.0060 -0.0002 -3.3% 0.0000
Volume 72,640 69,286 -3,354 -4.6% 327,706
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7855 0.7842 0.7783
R3 0.7824 0.7811 0.7775
R2 0.7792 0.7792 0.7772
R1 0.7779 0.7779 0.7769 0.7786
PP 0.7761 0.7761 0.7761 0.7764
S1 0.7748 0.7748 0.7763 0.7754
S2 0.7729 0.7729 0.7760
S3 0.7698 0.7716 0.7757
S4 0.7666 0.7685 0.7749
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7990 0.7954 0.7789
R3 0.7901 0.7865 0.7764
R2 0.7812 0.7812 0.7756
R1 0.7776 0.7776 0.7748 0.7794
PP 0.7723 0.7723 0.7723 0.7732
S1 0.7687 0.7687 0.7732 0.7705
S2 0.7634 0.7634 0.7724
S3 0.7545 0.7598 0.7716
S4 0.7456 0.7509 0.7691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7774 0.7670 0.0104 1.3% 0.0055 0.7% 93% True False 79,398
10 0.7819 0.7646 0.0173 2.2% 0.0064 0.8% 69% False False 100,203
20 0.7984 0.7646 0.0338 4.3% 0.0060 0.8% 36% False False 68,269
40 0.7984 0.7646 0.0338 4.4% 0.0058 0.7% 36% False False 34,466
60 0.8055 0.7646 0.0410 5.3% 0.0053 0.7% 29% False False 23,016
80 0.8055 0.7646 0.0410 5.3% 0.0049 0.6% 29% False False 17,294
100 0.8055 0.7646 0.0410 5.3% 0.0046 0.6% 29% False False 13,845
120 0.8055 0.7646 0.0410 5.3% 0.0043 0.6% 29% False False 11,542
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7907
2.618 0.7856
1.618 0.7824
1.000 0.7805
0.618 0.7793
HIGH 0.7774
0.618 0.7761
0.500 0.7758
0.382 0.7754
LOW 0.7742
0.618 0.7723
1.000 0.7711
1.618 0.7691
2.618 0.7660
4.250 0.7608
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 0.7763 0.7754
PP 0.7761 0.7741
S1 0.7758 0.7729

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

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