CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 0.7893 0.7868 -0.0025 -0.3% 0.7800
High 0.7898 0.7868 -0.0031 -0.4% 0.7898
Low 0.7893 0.7827 -0.0066 -0.8% 0.7790
Close 0.7892 0.7830 -0.0062 -0.8% 0.7892
Range 0.0006 0.0041 0.0035 636.4% 0.0108
ATR 0.0034 0.0036 0.0002 6.4% 0.0000
Volume 5 15 10 200.0% 12
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7963 0.7937 0.7852
R3 0.7923 0.7897 0.7841
R2 0.7882 0.7882 0.7837
R1 0.7856 0.7856 0.7834 0.7849
PP 0.7842 0.7842 0.7842 0.7838
S1 0.7816 0.7816 0.7826 0.7808
S2 0.7801 0.7801 0.7823
S3 0.7761 0.7775 0.7819
S4 0.7720 0.7735 0.7808
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8184 0.8146 0.7951
R3 0.8076 0.8038 0.7921
R2 0.7968 0.7968 0.7911
R1 0.7930 0.7930 0.7901 0.7949
PP 0.7860 0.7860 0.7860 0.7869
S1 0.7822 0.7822 0.7882 0.7841
S2 0.7752 0.7752 0.7872
S3 0.7644 0.7714 0.7862
S4 0.7536 0.7606 0.7832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7898 0.7790 0.0108 1.4% 0.0009 0.1% 37% False False 5
10 0.7898 0.7709 0.0190 2.4% 0.0009 0.1% 64% False False 13
20 0.7898 0.7709 0.0190 2.4% 0.0013 0.2% 64% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8040
2.618 0.7974
1.618 0.7933
1.000 0.7908
0.618 0.7893
HIGH 0.7868
0.618 0.7852
0.500 0.7847
0.382 0.7842
LOW 0.7827
0.618 0.7802
1.000 0.7787
1.618 0.7761
2.618 0.7721
4.250 0.7655
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 0.7847 0.7863
PP 0.7842 0.7852
S1 0.7836 0.7841

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

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