CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-Jan-2022
Day Change Summary
Previous Current
10-Jan-2022 11-Jan-2022 Change Change % Previous Week
Open 0.7873 0.7910 0.0037 0.5% 0.7868
High 0.7873 0.7935 0.0062 0.8% 0.7901
Low 0.7873 0.7910 0.0037 0.5% 0.7807
Close 0.7873 0.7935 0.0062 0.8% 0.7901
Range 0.0000 0.0025 0.0025 0.0094
ATR 0.0037 0.0038 0.0002 4.9% 0.0000
Volume 0 6 6 49
Daily Pivots for day following 11-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8000 0.7992 0.7948
R3 0.7975 0.7967 0.7941
R2 0.7951 0.7951 0.7939
R1 0.7943 0.7943 0.7937 0.7947
PP 0.7926 0.7926 0.7926 0.7928
S1 0.7918 0.7918 0.7932 0.7922
S2 0.7902 0.7902 0.7930
S3 0.7877 0.7894 0.7928
S4 0.7853 0.7869 0.7921
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 0.7935 0.7807 0.0128 1.6% 0.0020 0.3% 100% True False 7
10 0.7935 0.7803 0.0132 1.7% 0.0015 0.2% 100% True False 6
20 0.7935 0.7709 0.0226 2.8% 0.0015 0.2% 100% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8039
2.618 0.7999
1.618 0.7974
1.000 0.7959
0.618 0.7950
HIGH 0.7935
0.618 0.7925
0.500 0.7922
0.382 0.7919
LOW 0.7910
0.618 0.7895
1.000 0.7886
1.618 0.7870
2.618 0.7846
4.250 0.7806
Fisher Pivots for day following 11-Jan-2022
Pivot 1 day 3 day
R1 0.7930 0.7923
PP 0.7926 0.7911
S1 0.7922 0.7900

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

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