CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 29-Aug-2022
Day Change Summary
Previous Current
26-Aug-2022 29-Aug-2022 Change Change % Previous Week
Open 0.7725 0.7662 -0.0063 -0.8% 0.7694
High 0.7744 0.7694 -0.0051 -0.7% 0.7750
Low 0.7664 0.7645 -0.0019 -0.2% 0.7653
Close 0.7673 0.7686 0.0013 0.2% 0.7673
Range 0.0080 0.0049 -0.0032 -39.4% 0.0097
ATR 0.0053 0.0053 0.0000 -0.6% 0.0000
Volume 1,465 1,005 -460 -31.4% 7,039
Daily Pivots for day following 29-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7820 0.7801 0.7712
R3 0.7772 0.7753 0.7699
R2 0.7723 0.7723 0.7694
R1 0.7704 0.7704 0.7690 0.7714
PP 0.7675 0.7675 0.7675 0.7679
S1 0.7656 0.7656 0.7681 0.7665
S2 0.7626 0.7626 0.7677
S3 0.7578 0.7607 0.7672
S4 0.7529 0.7559 0.7659
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7983 0.7925 0.7726
R3 0.7886 0.7828 0.7699
R2 0.7789 0.7789 0.7690
R1 0.7731 0.7731 0.7681 0.7711
PP 0.7692 0.7692 0.7692 0.7682
S1 0.7634 0.7634 0.7664 0.7614
S2 0.7595 0.7595 0.7655
S3 0.7498 0.7537 0.7646
S4 0.7401 0.7440 0.7619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7750 0.7645 0.0105 1.4% 0.0054 0.7% 39% False True 1,439
10 0.7790 0.7645 0.0145 1.9% 0.0052 0.7% 28% False True 1,183
20 0.7853 0.7645 0.0208 2.7% 0.0048 0.6% 20% False True 893
40 0.7853 0.7569 0.0284 3.7% 0.0051 0.7% 41% False False 597
60 0.7975 0.7569 0.0407 5.3% 0.0050 0.6% 29% False False 488
80 0.7975 0.7569 0.0407 5.3% 0.0048 0.6% 29% False False 431
100 0.8007 0.7569 0.0439 5.7% 0.0047 0.6% 27% False False 367
120 0.8053 0.7569 0.0485 6.3% 0.0045 0.6% 24% False False 317
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7900
2.618 0.7820
1.618 0.7772
1.000 0.7742
0.618 0.7723
HIGH 0.7694
0.618 0.7675
0.500 0.7669
0.382 0.7664
LOW 0.7645
0.618 0.7615
1.000 0.7597
1.618 0.7567
2.618 0.7518
4.250 0.7439
Fisher Pivots for day following 29-Aug-2022
Pivot 1 day 3 day
R1 0.7680 0.7698
PP 0.7675 0.7694
S1 0.7669 0.7690

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

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