CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 0.7786 0.7779 -0.0007 -0.1% 0.7787
High 0.7786 0.7786 -0.0001 0.0% 0.7817
Low 0.7778 0.7767 -0.0011 -0.1% 0.7755
Close 0.7778 0.7786 0.0008 0.1% 0.7805
Range 0.0009 0.0019 0.0010 117.6% 0.0062
ATR
Volume 23 2 -21 -91.3% 82
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7835 0.7829 0.7796
R3 0.7816 0.7810 0.7791
R2 0.7798 0.7798 0.7789
R1 0.7792 0.7792 0.7787 0.7795
PP 0.7779 0.7779 0.7779 0.7781
S1 0.7773 0.7773 0.7784 0.7776
S2 0.7761 0.7761 0.7782
S3 0.7742 0.7755 0.7780
S4 0.7724 0.7736 0.7775
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7978 0.7953 0.7839
R3 0.7916 0.7891 0.7822
R2 0.7854 0.7854 0.7816
R1 0.7829 0.7829 0.7810 0.7842
PP 0.7792 0.7792 0.7792 0.7798
S1 0.7767 0.7767 0.7799 0.7780
S2 0.7730 0.7730 0.7793
S3 0.7668 0.7705 0.7787
S4 0.7606 0.7643 0.7770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7817 0.7767 0.0050 0.6% 0.0016 0.2% 37% False True 18
10 0.7817 0.7730 0.0087 1.1% 0.0017 0.2% 64% False False 16
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7864
2.618 0.7834
1.618 0.7815
1.000 0.7804
0.618 0.7797
HIGH 0.7786
0.618 0.7778
0.500 0.7776
0.382 0.7774
LOW 0.7767
0.618 0.7756
1.000 0.7749
1.618 0.7737
2.618 0.7719
4.250 0.7688
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 0.7782 0.7783
PP 0.7779 0.7780
S1 0.7776 0.7777

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

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