CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 08-Sep-2022
Day Change Summary
Previous Current
07-Sep-2022 08-Sep-2022 Change Change % Previous Week
Open 0.7601 0.7621 0.0021 0.3% 0.7668
High 0.7625 0.7645 0.0020 0.3% 0.7707
Low 0.7569 0.7597 0.0029 0.4% 0.7569
Close 0.7607 0.7633 0.0026 0.3% 0.7616
Range 0.0057 0.0048 -0.0009 -15.0% 0.0139
ATR 0.0057 0.0056 -0.0001 -1.1% 0.0000
Volume 94,980 83,323 -11,657 -12.3% 447,103
Daily Pivots for day following 08-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7769 0.7749 0.7659
R3 0.7721 0.7701 0.7646
R2 0.7673 0.7673 0.7641
R1 0.7653 0.7653 0.7637 0.7663
PP 0.7625 0.7625 0.7625 0.7630
S1 0.7605 0.7605 0.7628 0.7615
S2 0.7577 0.7577 0.7624
S3 0.7529 0.7557 0.7619
S4 0.7481 0.7509 0.7606
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8046 0.7970 0.7692
R3 0.7908 0.7831 0.7654
R2 0.7769 0.7769 0.7641
R1 0.7693 0.7693 0.7629 0.7662
PP 0.7631 0.7631 0.7631 0.7615
S1 0.7554 0.7554 0.7603 0.7523
S2 0.7492 0.7492 0.7591
S3 0.7354 0.7416 0.7578
S4 0.7215 0.7277 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7647 0.7569 0.0078 1.0% 0.0051 0.7% 82% False False 91,075
10 0.7753 0.7569 0.0184 2.4% 0.0056 0.7% 35% False False 88,837
20 0.7855 0.7569 0.0287 3.8% 0.0056 0.7% 22% False False 81,162
40 0.7855 0.7561 0.0295 3.9% 0.0058 0.8% 24% False False 83,264
60 0.7855 0.7561 0.0295 3.9% 0.0059 0.8% 24% False False 86,511
80 0.7984 0.7561 0.0423 5.5% 0.0058 0.8% 17% False False 71,212
100 0.8008 0.7561 0.0447 5.9% 0.0057 0.7% 16% False False 57,026
120 0.8055 0.7561 0.0495 6.5% 0.0054 0.7% 15% False False 47,532
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7771
1.618 0.7723
1.000 0.7693
0.618 0.7675
HIGH 0.7645
0.618 0.7627
0.500 0.7621
0.382 0.7615
LOW 0.7597
0.618 0.7567
1.000 0.7549
1.618 0.7519
2.618 0.7471
4.250 0.7393
Fisher Pivots for day following 08-Sep-2022
Pivot 1 day 3 day
R1 0.7629 0.7624
PP 0.7625 0.7615
S1 0.7621 0.7607

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

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