CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 31-Aug-2022
Day Change Summary
Previous Current
30-Aug-2022 31-Aug-2022 Change Change % Previous Week
Open 0.7685 0.7636 -0.0049 -0.6% 0.7693
High 0.7707 0.7653 -0.0055 -0.7% 0.7753
Low 0.7626 0.7608 -0.0018 -0.2% 0.7653
Close 0.7630 0.7619 -0.0011 -0.1% 0.7674
Range 0.0081 0.0045 -0.0037 -45.1% 0.0100
ATR 0.0060 0.0058 -0.0001 -1.8% 0.0000
Volume 102,993 98,273 -4,720 -4.6% 390,724
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7760 0.7734 0.7643
R3 0.7716 0.7690 0.7631
R2 0.7671 0.7671 0.7627
R1 0.7645 0.7645 0.7623 0.7636
PP 0.7627 0.7627 0.7627 0.7622
S1 0.7601 0.7601 0.7615 0.7591
S2 0.7582 0.7582 0.7611
S3 0.7538 0.7556 0.7607
S4 0.7493 0.7512 0.7595
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 0.7608 0.0145 1.9% 0.0061 0.8% 8% False True 86,598
10 0.7762 0.7608 0.0154 2.0% 0.0057 0.7% 7% False True 80,822
20 0.7855 0.7608 0.0247 3.2% 0.0058 0.8% 4% False True 76,931
40 0.7855 0.7561 0.0295 3.9% 0.0059 0.8% 20% False False 82,658
60 0.7984 0.7561 0.0423 5.6% 0.0061 0.8% 14% False False 86,212
80 0.7984 0.7561 0.0423 5.6% 0.0058 0.8% 14% False False 65,552
100 0.8008 0.7561 0.0447 5.9% 0.0057 0.7% 13% False False 52,476
120 0.8055 0.7561 0.0495 6.5% 0.0053 0.7% 12% False False 43,741
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7842
2.618 0.7769
1.618 0.7725
1.000 0.7697
0.618 0.7680
HIGH 0.7653
0.618 0.7636
0.500 0.7630
0.382 0.7625
LOW 0.7608
0.618 0.7580
1.000 0.7564
1.618 0.7536
2.618 0.7491
4.250 0.7419
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 0.7630 0.7658
PP 0.7627 0.7645
S1 0.7623 0.7632

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

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