CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 0.7854 0.7826 -0.0028 -0.4% 0.7800
High 0.7856 0.7826 -0.0030 -0.4% 0.7898
Low 0.7852 0.7826 -0.0026 -0.3% 0.7790
Close 0.7856 0.7826 -0.0030 -0.4% 0.7892
Range 0.0005 0.0000 -0.0005 -100.0% 0.0108
ATR 0.0035 0.0035 0.0000 -1.1% 0.0000
Volume 4 0 -4 -100.0% 12
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7826 0.7826 0.7826
R3 0.7826 0.7826 0.7826
R2 0.7826 0.7826 0.7826
R1 0.7826 0.7826 0.7826 0.7826
PP 0.7826 0.7826 0.7826 0.7826
S1 0.7826 0.7826 0.7826 0.7826
S2 0.7826 0.7826 0.7826
S3 0.7826 0.7826 0.7826
S4 0.7826 0.7826 0.7826
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 0.7826 0.0072 0.9% 0.0010 0.1% 0% False True 4
10 0.7898 0.7773 0.0125 1.6% 0.0008 0.1% 42% False False 13
20 0.7898 0.7709 0.0190 2.4% 0.0012 0.2% 62% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7826
1.618 0.7826
1.000 0.7826
0.618 0.7826
HIGH 0.7826
0.618 0.7826
0.500 0.7826
0.382 0.7826
LOW 0.7826
0.618 0.7826
1.000 0.7826
1.618 0.7826
2.618 0.7826
4.250 0.7826
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 0.7826 0.7847
PP 0.7826 0.7840
S1 0.7826 0.7833

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

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