CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 26-Aug-2022
Day Change Summary
Previous Current
25-Aug-2022 26-Aug-2022 Change Change % Previous Week
Open 0.7708 0.7734 0.0026 0.3% 0.7693
High 0.7753 0.7747 -0.0006 -0.1% 0.7753
Low 0.7704 0.7665 -0.0040 -0.5% 0.7653
Close 0.7727 0.7674 -0.0053 -0.7% 0.7674
Range 0.0049 0.0083 0.0034 70.1% 0.0100
ATR 0.0057 0.0058 0.0002 3.3% 0.0000
Volume 65,515 94,283 28,768 43.9% 390,724
Daily Pivots for day following 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7943 0.7891 0.7719
R3 0.7860 0.7808 0.7697
R2 0.7778 0.7778 0.7689
R1 0.7726 0.7726 0.7682 0.7711
PP 0.7695 0.7695 0.7695 0.7688
S1 0.7643 0.7643 0.7666 0.7628
S2 0.7613 0.7613 0.7659
S3 0.7530 0.7561 0.7651
S4 0.7448 0.7478 0.7629
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7993 0.7934 0.7729
R3 0.7893 0.7834 0.7702
R2 0.7793 0.7793 0.7692
R1 0.7734 0.7734 0.7683 0.7713
PP 0.7693 0.7693 0.7693 0.7683
S1 0.7634 0.7634 0.7665 0.7613
S2 0.7593 0.7593 0.7656
S3 0.7493 0.7534 0.7647
S4 0.7393 0.7434 0.7619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7753 0.7653 0.0100 1.3% 0.0060 0.8% 22% False False 78,144
10 0.7830 0.7653 0.0177 2.3% 0.0061 0.8% 12% False False 76,533
20 0.7855 0.7653 0.0203 2.6% 0.0056 0.7% 11% False False 73,854
40 0.7855 0.7561 0.0295 3.8% 0.0061 0.8% 39% False False 83,820
60 0.7984 0.7561 0.0423 5.5% 0.0060 0.8% 27% False False 82,402
80 0.7984 0.7561 0.0423 5.5% 0.0059 0.8% 27% False False 62,145
100 0.8055 0.7561 0.0495 6.4% 0.0056 0.7% 23% False False 49,745
120 0.8055 0.7561 0.0495 6.4% 0.0053 0.7% 23% False False 41,471
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 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8098
2.618 0.7963
1.618 0.7880
1.000 0.7830
0.618 0.7798
HIGH 0.7747
0.618 0.7715
0.500 0.7706
0.382 0.7696
LOW 0.7665
0.618 0.7614
1.000 0.7582
1.618 0.7531
2.618 0.7449
4.250 0.7314
Fisher Pivots for day following 26-Aug-2022
Pivot 1 day 3 day
R1 0.7706 0.7709
PP 0.7695 0.7697
S1 0.7685 0.7686

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

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