CME Canadian Dollar Future December 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 0.7608 -0.0028 -0.4% 0.7694
High 0.7647 0.7608 -0.0039 -0.5% 0.7750
Low 0.7608 0.7569 -0.0039 -0.5% 0.7653
Close 0.7618 0.7591 -0.0028 -0.4% 0.7673
Range 0.0040 0.0039 -0.0001 -1.3% 0.0097
ATR 0.0053 0.0053 0.0000 -0.6% 0.0000
Volume 4,291 3,006 -1,285 -29.9% 7,039
Daily Pivots for day following 01-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7706 0.7687 0.7612
R3 0.7667 0.7648 0.7601
R2 0.7628 0.7628 0.7598
R1 0.7609 0.7609 0.7594 0.7599
PP 0.7589 0.7589 0.7589 0.7584
S1 0.7570 0.7570 0.7587 0.7560
S2 0.7550 0.7550 0.7583
S3 0.7511 0.7531 0.7580
S4 0.7472 0.7492 0.7569
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 0.7744 0.7569 0.0175 2.3% 0.0057 0.7% 12% False True 2,642
10 0.7750 0.7569 0.0181 2.4% 0.0051 0.7% 12% False True 1,922
20 0.7853 0.7569 0.0284 3.7% 0.0052 0.7% 8% False True 1,397
40 0.7853 0.7569 0.0284 3.7% 0.0051 0.7% 8% False False 840
60 0.7975 0.7569 0.0407 5.4% 0.0051 0.7% 5% False False 653
80 0.7975 0.7569 0.0407 5.4% 0.0047 0.6% 5% False False 558
100 0.8007 0.7569 0.0439 5.8% 0.0047 0.6% 5% False False 473
120 0.8053 0.7569 0.0485 6.4% 0.0045 0.6% 5% False False 399
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7774
2.618 0.7710
1.618 0.7671
1.000 0.7647
0.618 0.7632
HIGH 0.7608
0.618 0.7593
0.500 0.7589
0.382 0.7584
LOW 0.7569
0.618 0.7545
1.000 0.7530
1.618 0.7506
2.618 0.7467
4.250 0.7403
Fisher Pivots for day following 01-Sep-2022
Pivot 1 day 3 day
R1 0.7590 0.7636
PP 0.7589 0.7621
S1 0.7589 0.7606

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

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