CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 0.7774 0.7760 -0.0015 -0.2% 0.7811
High 0.7785 0.7841 0.0056 0.7% 0.7831
Low 0.7750 0.7753 0.0003 0.0% 0.7699
Close 0.7755 0.7822 0.0068 0.9% 0.7727
Range 0.0035 0.0088 0.0053 151.4% 0.0132
ATR 0.0056 0.0059 0.0002 4.0% 0.0000
Volume 51,512 98,610 47,098 91.4% 360,420
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8069 0.8034 0.7870
R3 0.7981 0.7946 0.7846
R2 0.7893 0.7893 0.7838
R1 0.7858 0.7858 0.7830 0.7875
PP 0.7805 0.7805 0.7805 0.7814
S1 0.7770 0.7770 0.7814 0.7787
S2 0.7717 0.7717 0.7806
S3 0.7629 0.7682 0.7798
S4 0.7541 0.7594 0.7774
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8147 0.8068 0.7799
R3 0.8015 0.7937 0.7763
R2 0.7884 0.7884 0.7751
R1 0.7805 0.7805 0.7739 0.7779
PP 0.7752 0.7752 0.7752 0.7739
S1 0.7674 0.7674 0.7715 0.7647
S2 0.7621 0.7621 0.7703
S3 0.7489 0.7542 0.7691
S4 0.7358 0.7411 0.7655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7841 0.7699 0.0142 1.8% 0.0059 0.8% 87% True False 74,152
10 0.7841 0.7699 0.0142 1.8% 0.0051 0.6% 87% True False 76,140
20 0.7841 0.7561 0.0280 3.6% 0.0060 0.8% 93% True False 85,366
40 0.7841 0.7561 0.0280 3.6% 0.0061 0.8% 93% True False 89,186
60 0.7984 0.7561 0.0423 5.4% 0.0059 0.7% 62% False False 67,895
80 0.8008 0.7561 0.0447 5.7% 0.0057 0.7% 59% False False 50,992
100 0.8055 0.7561 0.0495 6.3% 0.0053 0.7% 53% False False 40,806
120 0.8055 0.7561 0.0495 6.3% 0.0051 0.7% 53% False False 34,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8215
2.618 0.8071
1.618 0.7983
1.000 0.7929
0.618 0.7895
HIGH 0.7841
0.618 0.7807
0.500 0.7797
0.382 0.7786
LOW 0.7753
0.618 0.7698
1.000 0.7665
1.618 0.7610
2.618 0.7522
4.250 0.7379
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 0.7814 0.7808
PP 0.7805 0.7794
S1 0.7797 0.7780

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.