CME Canadian Dollar Future March 2023


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 0.7648 0.7640 -0.0008 -0.1% 0.7680
High 0.7648 0.7645 -0.0003 0.0% 0.7746
Low 0.7633 0.7620 -0.0013 -0.2% 0.7660
Close 0.7633 0.7622 -0.0011 -0.1% 0.7676
Range 0.0016 0.0026 0.0010 64.5% 0.0086
ATR 0.0042 0.0041 -0.0001 -2.8% 0.0000
Volume 49 217 168 342.9% 174
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7705 0.7689 0.7636
R3 0.7680 0.7663 0.7629
R2 0.7654 0.7654 0.7626
R1 0.7638 0.7638 0.7624 0.7633
PP 0.7629 0.7629 0.7629 0.7626
S1 0.7612 0.7612 0.7619 0.7608
S2 0.7603 0.7603 0.7617
S3 0.7578 0.7587 0.7614
S4 0.7552 0.7561 0.7607
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7952 0.7900 0.7723
R3 0.7866 0.7814 0.7699
R2 0.7780 0.7780 0.7691
R1 0.7728 0.7728 0.7683 0.7711
PP 0.7694 0.7694 0.7694 0.7685
S1 0.7642 0.7642 0.7668 0.7625
S2 0.7608 0.7608 0.7660
S3 0.7522 0.7556 0.7652
S4 0.7436 0.7470 0.7628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7746 0.7620 0.0126 1.7% 0.0036 0.5% 2% False True 83
10 0.7754 0.7620 0.0135 1.8% 0.0033 0.4% 1% False True 60
20 0.7851 0.7620 0.0231 3.0% 0.0026 0.3% 1% False True 48
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7753
2.618 0.7712
1.618 0.7686
1.000 0.7671
0.618 0.7661
HIGH 0.7645
0.618 0.7635
0.500 0.7632
0.382 0.7629
LOW 0.7620
0.618 0.7604
1.000 0.7594
1.618 0.7578
2.618 0.7553
4.250 0.7511
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 0.7632 0.7658
PP 0.7629 0.7646
S1 0.7625 0.7634

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

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