CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 0.7835 0.7825 -0.0010 -0.1% 0.7726
High 0.7848 0.7830 -0.0018 -0.2% 0.7855
Low 0.7809 0.7730 -0.0080 -1.0% 0.7720
Close 0.7826 0.7744 -0.0082 -1.0% 0.7826
Range 0.0039 0.0100 0.0062 159.7% 0.0135
ATR 0.0056 0.0059 0.0003 5.7% 0.0000
Volume 54,702 82,767 28,065 51.3% 351,339
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8068 0.8006 0.7799
R3 0.7968 0.7906 0.7772
R2 0.7868 0.7868 0.7762
R1 0.7806 0.7806 0.7753 0.7787
PP 0.7768 0.7768 0.7768 0.7758
S1 0.7706 0.7706 0.7735 0.7687
S2 0.7668 0.7668 0.7726
S3 0.7568 0.7606 0.7717
S4 0.7468 0.7506 0.7689
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 0.7730 0.0126 1.6% 0.0060 0.8% 12% False True 72,447
10 0.7855 0.7699 0.0156 2.0% 0.0054 0.7% 29% False False 72,847
20 0.7855 0.7696 0.0159 2.1% 0.0054 0.7% 30% False False 78,049
40 0.7855 0.7561 0.0295 3.8% 0.0060 0.8% 62% False False 85,429
60 0.7984 0.7561 0.0423 5.5% 0.0059 0.8% 43% False False 71,384
80 0.8008 0.7561 0.0447 5.8% 0.0059 0.8% 41% False False 53,637
100 0.8055 0.7561 0.0495 6.4% 0.0054 0.7% 37% False False 42,924
120 0.8055 0.7561 0.0495 6.4% 0.0052 0.7% 37% False False 35,793
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 0.0008
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8255
2.618 0.8091
1.618 0.7991
1.000 0.7930
0.618 0.7891
HIGH 0.7830
0.618 0.7791
0.500 0.7780
0.382 0.7768
LOW 0.7730
0.618 0.7668
1.000 0.7630
1.618 0.7568
2.618 0.7468
4.250 0.7305
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 0.7780 0.7792
PP 0.7768 0.7776
S1 0.7756 0.7760

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

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