CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 01-Sep-2022
Day Change Summary
Previous Current
31-Aug-2022 01-Sep-2022 Change Change % Previous Week
Open 0.7636 0.7613 -0.0023 -0.3% 0.7693
High 0.7653 0.7616 -0.0037 -0.5% 0.7753
Low 0.7608 0.7569 -0.0040 -0.5% 0.7653
Close 0.7619 0.7592 -0.0027 -0.4% 0.7674
Range 0.0045 0.0048 0.0003 6.7% 0.0100
ATR 0.0058 0.0058 -0.0001 -1.0% 0.0000
Volume 98,273 84,611 -13,662 -13.9% 390,724
Daily Pivots for day following 01-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7735 0.7711 0.7618
R3 0.7687 0.7663 0.7605
R2 0.7640 0.7640 0.7601
R1 0.7616 0.7616 0.7596 0.7604
PP 0.7592 0.7592 0.7592 0.7586
S1 0.7568 0.7568 0.7588 0.7557
S2 0.7545 0.7545 0.7583
S3 0.7497 0.7521 0.7579
S4 0.7450 0.7473 0.7566
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 0.7747 0.7569 0.0179 2.4% 0.0061 0.8% 13% False True 90,417
10 0.7753 0.7569 0.0184 2.4% 0.0056 0.7% 13% False True 81,950
20 0.7855 0.7569 0.0287 3.8% 0.0059 0.8% 8% False True 78,342
40 0.7855 0.7561 0.0295 3.9% 0.0059 0.8% 11% False False 83,064
60 0.7984 0.7561 0.0423 5.6% 0.0060 0.8% 7% False False 86,925
80 0.7984 0.7561 0.0423 5.6% 0.0058 0.8% 7% False False 66,600
100 0.8008 0.7561 0.0447 5.9% 0.0057 0.8% 7% False False 53,322
120 0.8055 0.7561 0.0495 6.5% 0.0054 0.7% 6% False False 44,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7818
2.618 0.7740
1.618 0.7693
1.000 0.7664
0.618 0.7645
HIGH 0.7616
0.618 0.7598
0.500 0.7592
0.382 0.7587
LOW 0.7569
0.618 0.7539
1.000 0.7521
1.618 0.7492
2.618 0.7444
4.250 0.7367
Fisher Pivots for day following 01-Sep-2022
Pivot 1 day 3 day
R1 0.7592 0.7638
PP 0.7592 0.7623
S1 0.7592 0.7607

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

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