CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 28-Dec-2021
Day Change Summary
Previous Current
27-Dec-2021 28-Dec-2021 Change Change % Previous Week
Open 0.7800 0.7790 -0.0010 -0.1% 0.7724
High 0.7801 0.7790 -0.0011 -0.1% 0.7798
Low 0.7800 0.7790 -0.0010 -0.1% 0.7709
Close 0.7801 0.7790 -0.0011 -0.1% 0.7796
Range 0.0001 0.0000 -0.0001 -100.0% 0.0090
ATR 0.0035 0.0033 -0.0002 -4.9% 0.0000
Volume 2 0 -2 -100.0% 104
Daily Pivots for day following 28-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7790 0.7790 0.7790
R3 0.7790 0.7790 0.7790
R2 0.7790 0.7790 0.7790
R1 0.7790 0.7790 0.7790 0.7790
PP 0.7790 0.7790 0.7790 0.7790
S1 0.7790 0.7790 0.7790 0.7790
S2 0.7790 0.7790 0.7790
S3 0.7790 0.7790 0.7790
S4 0.7790 0.7790 0.7790
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8036 0.8005 0.7845
R3 0.7946 0.7916 0.7820
R2 0.7857 0.7857 0.7812
R1 0.7826 0.7826 0.7804 0.7842
PP 0.7767 0.7767 0.7767 0.7775
S1 0.7737 0.7737 0.7787 0.7752
S2 0.7678 0.7678 0.7779
S3 0.7588 0.7647 0.7771
S4 0.7499 0.7558 0.7746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7801 0.7723 0.0079 1.0% 0.0005 0.1% 86% False False 20
10 0.7810 0.7709 0.0101 1.3% 0.0015 0.2% 81% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7790
1.618 0.7790
1.000 0.7790
0.618 0.7790
HIGH 0.7790
0.618 0.7790
0.500 0.7790
0.382 0.7790
LOW 0.7790
0.618 0.7790
1.000 0.7790
1.618 0.7790
2.618 0.7790
4.250 0.7790
Fisher Pivots for day following 28-Dec-2021
Pivot 1 day 3 day
R1 0.7790 0.7791
PP 0.7790 0.7791
S1 0.7790 0.7790

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

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