CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 0.7764 0.7785 0.0021 0.3% 0.7740
High 0.7791 0.7799 0.0008 0.1% 0.7818
Low 0.7755 0.7764 0.0009 0.1% 0.7723
Close 0.7784 0.7781 -0.0003 0.0% 0.7804
Range 0.0036 0.0035 -0.0001 -2.8% 0.0095
ATR 0.0057 0.0055 -0.0002 -2.8% 0.0000
Volume 66,682 56,393 -10,289 -15.4% 416,217
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7886 0.7869 0.7800
R3 0.7851 0.7834 0.7791
R2 0.7816 0.7816 0.7787
R1 0.7799 0.7799 0.7784 0.7790
PP 0.7781 0.7781 0.7781 0.7777
S1 0.7764 0.7764 0.7778 0.7755
S2 0.7746 0.7746 0.7775
S3 0.7711 0.7729 0.7771
S4 0.7676 0.7694 0.7762
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8066 0.8030 0.7856
R3 0.7971 0.7935 0.7830
R2 0.7876 0.7876 0.7821
R1 0.7840 0.7840 0.7813 0.7858
PP 0.7781 0.7781 0.7781 0.7790
S1 0.7745 0.7745 0.7795 0.7763
S2 0.7686 0.7686 0.7787
S3 0.7591 0.7650 0.7778
S4 0.7496 0.7555 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7831 0.7755 0.0076 1.0% 0.0040 0.5% 35% False False 71,264
10 0.7831 0.7723 0.0108 1.4% 0.0049 0.6% 54% False False 77,724
20 0.7831 0.7561 0.0270 3.5% 0.0059 0.8% 82% False False 87,785
40 0.7984 0.7561 0.0423 5.4% 0.0061 0.8% 52% False False 91,216
60 0.7984 0.7561 0.0423 5.4% 0.0058 0.7% 52% False False 62,686
80 0.8008 0.7561 0.0447 5.7% 0.0057 0.7% 49% False False 47,067
100 0.8055 0.7561 0.0495 6.4% 0.0052 0.7% 45% False False 37,665
120 0.8055 0.7561 0.0495 6.4% 0.0050 0.6% 45% False False 31,407
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7947
2.618 0.7890
1.618 0.7855
1.000 0.7834
0.618 0.7820
HIGH 0.7799
0.618 0.7785
0.500 0.7781
0.382 0.7777
LOW 0.7764
0.618 0.7742
1.000 0.7729
1.618 0.7707
2.618 0.7672
4.250 0.7615
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 0.7781 0.7780
PP 0.7781 0.7778
S1 0.7781 0.7777

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

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