CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 0.7865 0.7873 0.0008 0.1% 0.7868
High 0.7901 0.7873 -0.0028 -0.3% 0.7901
Low 0.7865 0.7873 0.0008 0.1% 0.7807
Close 0.7901 0.7873 -0.0028 -0.3% 0.7901
Range 0.0036 0.0000 -0.0036 -100.0% 0.0094
ATR 0.0037 0.0037 -0.0001 -1.9% 0.0000
Volume 11 0 -11 -100.0% 49
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7873 0.7873 0.7873
R3 0.7873 0.7873 0.7873
R2 0.7873 0.7873 0.7873
R1 0.7873 0.7873 0.7873 0.7873
PP 0.7873 0.7873 0.7873 0.7873
S1 0.7873 0.7873 0.7873 0.7873
S2 0.7873 0.7873 0.7873
S3 0.7873 0.7873 0.7873
S4 0.7873 0.7873 0.7873
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8151 0.8120 0.7952
R3 0.8057 0.8026 0.7926
R2 0.7963 0.7963 0.7918
R1 0.7932 0.7932 0.7909 0.7948
PP 0.7869 0.7869 0.7869 0.7877
S1 0.7838 0.7838 0.7892 0.7854
S2 0.7775 0.7775 0.7883
S3 0.7681 0.7744 0.7875
S4 0.7587 0.7650 0.7849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7807 0.0094 1.2% 0.0016 0.2% 71% False False 6
10 0.7901 0.7790 0.0111 1.4% 0.0013 0.2% 75% False False 5
20 0.7901 0.7709 0.0192 2.4% 0.0014 0.2% 86% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7873
2.618 0.7873
1.618 0.7873
1.000 0.7873
0.618 0.7873
HIGH 0.7873
0.618 0.7873
0.500 0.7873
0.382 0.7873
LOW 0.7873
0.618 0.7873
1.000 0.7873
1.618 0.7873
2.618 0.7873
4.250 0.7873
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 0.7873 0.7867
PP 0.7873 0.7860
S1 0.7873 0.7854

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

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