CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 28-Jun-2022
Day Change Summary
Previous Current
27-Jun-2022 28-Jun-2022 Change Change % Previous Week
Open 0.7757 0.7768 0.0011 0.1% 0.7676
High 0.7774 0.7802 0.0028 0.4% 0.7759
Low 0.7742 0.7756 0.0014 0.2% 0.7670
Close 0.7766 0.7771 0.0005 0.1% 0.7740
Range 0.0032 0.0046 0.0015 46.0% 0.0089
ATR 0.0060 0.0059 -0.0001 -1.7% 0.0000
Volume 69,286 78,369 9,083 13.1% 327,706
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7914 0.7889 0.7796
R3 0.7868 0.7843 0.7784
R2 0.7822 0.7822 0.7779
R1 0.7797 0.7797 0.7775 0.7809
PP 0.7776 0.7776 0.7776 0.7782
S1 0.7751 0.7751 0.7767 0.7763
S2 0.7730 0.7730 0.7763
S3 0.7684 0.7705 0.7758
S4 0.7638 0.7659 0.7746
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 0.7802 0.7684 0.0118 1.5% 0.0048 0.6% 74% True False 74,822
10 0.7802 0.7646 0.0156 2.0% 0.0061 0.8% 80% True False 94,687
20 0.7984 0.7646 0.0338 4.3% 0.0060 0.8% 37% False False 72,116
40 0.7984 0.7646 0.0338 4.3% 0.0057 0.7% 37% False False 36,420
60 0.8055 0.7646 0.0410 5.3% 0.0053 0.7% 31% False False 24,322
80 0.8055 0.7646 0.0410 5.3% 0.0049 0.6% 31% False False 18,272
100 0.8055 0.7646 0.0410 5.3% 0.0046 0.6% 31% False False 14,628
120 0.8055 0.7646 0.0410 5.3% 0.0043 0.6% 31% False False 12,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7922
1.618 0.7876
1.000 0.7848
0.618 0.7830
HIGH 0.7802
0.618 0.7784
0.500 0.7779
0.382 0.7773
LOW 0.7756
0.618 0.7727
1.000 0.7710
1.618 0.7681
2.618 0.7635
4.250 0.7560
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 0.7779 0.7763
PP 0.7776 0.7755
S1 0.7774 0.7748

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

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