CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 0.7825 0.7835 0.0010 0.1% 0.7726
High 0.7855 0.7848 -0.0008 -0.1% 0.7855
Low 0.7816 0.7809 -0.0007 -0.1% 0.7720
Close 0.7836 0.7826 -0.0010 -0.1% 0.7826
Range 0.0039 0.0039 -0.0001 -1.3% 0.0135
ATR 0.0057 0.0056 -0.0001 -2.3% 0.0000
Volume 74,646 54,702 -19,944 -26.7% 351,339
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7943 0.7923 0.7847
R3 0.7905 0.7885 0.7837
R2 0.7866 0.7866 0.7833
R1 0.7846 0.7846 0.7830 0.7837
PP 0.7828 0.7828 0.7828 0.7823
S1 0.7808 0.7808 0.7822 0.7798
S2 0.7789 0.7789 0.7819
S3 0.7751 0.7769 0.7815
S4 0.7712 0.7731 0.7805
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8205 0.8151 0.7900
R3 0.8070 0.8016 0.7863
R2 0.7935 0.7935 0.7851
R1 0.7881 0.7881 0.7838 0.7908
PP 0.7800 0.7800 0.7800 0.7814
S1 0.7746 0.7746 0.7814 0.7773
S2 0.7665 0.7665 0.7801
S3 0.7530 0.7611 0.7789
S4 0.7395 0.7476 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7855 0.7720 0.0135 1.7% 0.0053 0.7% 79% False False 70,267
10 0.7855 0.7699 0.0156 2.0% 0.0050 0.6% 81% False False 71,175
20 0.7855 0.7676 0.0180 2.3% 0.0053 0.7% 84% False False 78,605
40 0.7855 0.7561 0.0295 3.8% 0.0059 0.8% 90% False False 86,175
60 0.7984 0.7561 0.0423 5.4% 0.0058 0.7% 63% False False 70,017
80 0.8008 0.7561 0.0447 5.7% 0.0058 0.7% 59% False False 52,608
100 0.8055 0.7561 0.0495 6.3% 0.0054 0.7% 54% False False 42,096
120 0.8055 0.7561 0.0495 6.3% 0.0052 0.7% 54% False False 35,104
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8011
2.618 0.7948
1.618 0.7910
1.000 0.7886
0.618 0.7871
HIGH 0.7848
0.618 0.7833
0.500 0.7828
0.382 0.7824
LOW 0.7809
0.618 0.7785
1.000 0.7771
1.618 0.7747
2.618 0.7708
4.250 0.7645
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 0.7828 0.7819
PP 0.7828 0.7811
S1 0.7827 0.7804

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

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