CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 26-Jan-2022
Day Change Summary
Previous Current
25-Jan-2022 26-Jan-2022 Change Change % Previous Week
Open 0.7890 0.7939 0.0049 0.6% 0.7969
High 0.7921 0.7941 0.0020 0.2% 0.8009
Low 0.7890 0.7875 -0.0015 -0.2% 0.7937
Close 0.7921 0.7890 -0.0031 -0.4% 0.7937
Range 0.0031 0.0066 0.0035 111.3% 0.0072
ATR 0.0038 0.0040 0.0002 5.0% 0.0000
Volume 35 34 -1 -2.9% 123
Daily Pivots for day following 26-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8098 0.8060 0.7926
R3 0.8033 0.7994 0.7908
R2 0.7967 0.7967 0.7902
R1 0.7929 0.7929 0.7896 0.7915
PP 0.7902 0.7902 0.7902 0.7895
S1 0.7863 0.7863 0.7884 0.7850
S2 0.7836 0.7836 0.7878
S3 0.7771 0.7798 0.7872
S4 0.7705 0.7732 0.7854
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8177 0.8129 0.7977
R3 0.8105 0.8057 0.7957
R2 0.8033 0.8033 0.7950
R1 0.7985 0.7985 0.7944 0.7973
PP 0.7961 0.7961 0.7961 0.7955
S1 0.7913 0.7913 0.7930 0.7901
S2 0.7889 0.7889 0.7924
S3 0.7817 0.7841 0.7917
S4 0.7745 0.7769 0.7897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8009 0.7875 0.0134 1.7% 0.0035 0.4% 11% False True 45
10 0.8009 0.7875 0.0134 1.7% 0.0030 0.4% 11% False True 28
20 0.8009 0.7803 0.0206 2.6% 0.0023 0.3% 42% False False 17
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 0.0002
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8112
1.618 0.8046
1.000 0.8006
0.618 0.7981
HIGH 0.7941
0.618 0.7915
0.500 0.7908
0.382 0.7900
LOW 0.7875
0.618 0.7835
1.000 0.7810
1.618 0.7769
2.618 0.7704
4.250 0.7597
Fisher Pivots for day following 26-Jan-2022
Pivot 1 day 3 day
R1 0.7908 0.7908
PP 0.7902 0.7902
S1 0.7896 0.7896

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

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