CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 19-Jan-2022
Day Change Summary
Previous Current
18-Jan-2022 19-Jan-2022 Change Change % Previous Week
Open 0.7969 0.7978 0.0010 0.1% 0.7873
High 0.7991 0.7992 0.0002 0.0% 0.7993
Low 0.7952 0.7978 0.0027 0.3% 0.7873
Close 0.7982 0.7992 0.0011 0.1% 0.7947
Range 0.0039 0.0014 -0.0025 -64.1% 0.0120
ATR 0.0038 0.0036 -0.0002 -4.5% 0.0000
Volume 36 10 -26 -72.2% 16
Daily Pivots for day following 19-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8029 0.8025 0.8000
R3 0.8015 0.8011 0.7996
R2 0.8001 0.8001 0.7995
R1 0.7997 0.7997 0.7993 0.7999
PP 0.7987 0.7987 0.7987 0.7989
S1 0.7983 0.7983 0.7991 0.7985
S2 0.7973 0.7973 0.7989
S3 0.7959 0.7969 0.7988
S4 0.7945 0.7955 0.7984
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8298 0.8242 0.8013
R3 0.8178 0.8122 0.7980
R2 0.8058 0.8058 0.7969
R1 0.8002 0.8002 0.7958 0.8030
PP 0.7938 0.7938 0.7938 0.7951
S1 0.7882 0.7882 0.7936 0.7910
S2 0.7818 0.7818 0.7925
S3 0.7698 0.7762 0.7914
S4 0.7578 0.7642 0.7881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7993 0.7946 0.0048 0.6% 0.0026 0.3% 98% False False 11
10 0.7993 0.7807 0.0187 2.3% 0.0023 0.3% 99% False False 9
20 0.7993 0.7723 0.0271 3.4% 0.0015 0.2% 100% False False 11
Crabel Price Patterns
NR True
NR4 False
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8052
2.618 0.8029
1.618 0.8015
1.000 0.8006
0.618 0.8001
HIGH 0.7992
0.618 0.7987
0.500 0.7985
0.382 0.7983
LOW 0.7978
0.618 0.7969
1.000 0.7964
1.618 0.7955
2.618 0.7941
4.250 0.7919
Fisher Pivots for day following 19-Jan-2022
Pivot 1 day 3 day
R1 0.7990 0.7984
PP 0.7987 0.7977
S1 0.7985 0.7969

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

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