CME Canadian Dollar Future December 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 0.7688 0.7636 -0.0052 -0.7% 0.7694
High 0.7703 0.7647 -0.0056 -0.7% 0.7750
Low 0.7626 0.7608 -0.0018 -0.2% 0.7653
Close 0.7629 0.7618 -0.0011 -0.1% 0.7673
Range 0.0078 0.0040 -0.0038 -49.0% 0.0097
ATR 0.0054 0.0053 -0.0001 -2.0% 0.0000
Volume 3,446 4,291 845 24.5% 7,039
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7743 0.7720 0.7640
R3 0.7703 0.7680 0.7629
R2 0.7664 0.7664 0.7625
R1 0.7641 0.7641 0.7622 0.7633
PP 0.7624 0.7624 0.7624 0.7620
S1 0.7601 0.7601 0.7614 0.7593
S2 0.7585 0.7585 0.7611
S3 0.7545 0.7562 0.7607
S4 0.7506 0.7522 0.7596
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 0.7608 0.0143 1.9% 0.0056 0.7% 7% False True 2,352
10 0.7755 0.7608 0.0147 1.9% 0.0052 0.7% 7% False True 1,650
20 0.7853 0.7608 0.0245 3.2% 0.0052 0.7% 4% False True 1,264
40 0.7853 0.7569 0.0284 3.7% 0.0050 0.7% 17% False False 766
60 0.7975 0.7569 0.0407 5.3% 0.0051 0.7% 12% False False 608
80 0.7975 0.7569 0.0407 5.3% 0.0047 0.6% 12% False False 525
100 0.8007 0.7569 0.0439 5.8% 0.0047 0.6% 11% False False 443
120 0.8053 0.7569 0.0485 6.4% 0.0045 0.6% 10% False False 376
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7815
2.618 0.7750
1.618 0.7711
1.000 0.7687
0.618 0.7671
HIGH 0.7647
0.618 0.7632
0.500 0.7627
0.382 0.7623
LOW 0.7608
0.618 0.7583
1.000 0.7568
1.618 0.7544
2.618 0.7504
4.250 0.7440
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 0.7627 0.7655
PP 0.7624 0.7643
S1 0.7621 0.7630

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

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