CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 0.7826 0.7808 -0.0019 -0.2% 0.7800
High 0.7826 0.7848 0.0022 0.3% 0.7898
Low 0.7826 0.7807 -0.0020 -0.2% 0.7790
Close 0.7826 0.7842 0.0016 0.2% 0.7892
Range 0.0000 0.0042 0.0042 0.0108
ATR 0.0035 0.0036 0.0000 1.3% 0.0000
Volume 0 19 19 12
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7957 0.7941 0.7864
R3 0.7915 0.7899 0.7853
R2 0.7874 0.7874 0.7849
R1 0.7858 0.7858 0.7845 0.7866
PP 0.7832 0.7832 0.7832 0.7836
S1 0.7816 0.7816 0.7838 0.7824
S2 0.7791 0.7791 0.7834
S3 0.7749 0.7775 0.7830
S4 0.7708 0.7733 0.7819
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 0.7807 0.0092 1.2% 0.0018 0.2% 38% False True 8
10 0.7898 0.7781 0.0118 1.5% 0.0011 0.1% 52% False False 5
20 0.7898 0.7709 0.0190 2.4% 0.0014 0.2% 70% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7957
1.618 0.7915
1.000 0.7890
0.618 0.7874
HIGH 0.7848
0.618 0.7832
0.500 0.7827
0.382 0.7822
LOW 0.7807
0.618 0.7781
1.000 0.7765
1.618 0.7739
2.618 0.7698
4.250 0.7630
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 0.7837 0.7838
PP 0.7832 0.7835
S1 0.7827 0.7831

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

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