CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 28-Jan-2022
Day Change Summary
Previous Current
27-Jan-2022 28-Jan-2022 Change Change % Previous Week
Open 0.7870 0.7813 -0.0058 -0.7% 0.7905
High 0.7886 0.7855 -0.0031 -0.4% 0.7941
Low 0.7838 0.7808 -0.0030 -0.4% 0.7808
Close 0.7838 0.7812 -0.0026 -0.3% 0.7812
Range 0.0048 0.0047 -0.0001 -2.1% 0.0133
ATR 0.0041 0.0042 0.0000 1.0% 0.0000
Volume 36 26 -10 -27.8% 213
Daily Pivots for day following 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7966 0.7936 0.7837
R3 0.7919 0.7889 0.7824
R2 0.7872 0.7872 0.7820
R1 0.7842 0.7842 0.7816 0.7833
PP 0.7825 0.7825 0.7825 0.7821
S1 0.7795 0.7795 0.7807 0.7786
S2 0.7778 0.7778 0.7803
S3 0.7731 0.7748 0.7799
S4 0.7684 0.7701 0.7786
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8251 0.8164 0.7884
R3 0.8118 0.8031 0.7848
R2 0.7986 0.7986 0.7836
R1 0.7899 0.7899 0.7824 0.7876
PP 0.7853 0.7853 0.7853 0.7842
S1 0.7766 0.7766 0.7799 0.7744
S2 0.7721 0.7721 0.7787
S3 0.7588 0.7634 0.7775
S4 0.7456 0.7501 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7941 0.7808 0.0133 1.7% 0.0044 0.6% 3% False True 42
10 0.8009 0.7808 0.0201 2.6% 0.0036 0.5% 2% False True 34
20 0.8009 0.7807 0.0203 2.6% 0.0028 0.4% 2% False False 20
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8055
2.618 0.7978
1.618 0.7931
1.000 0.7902
0.618 0.7884
HIGH 0.7855
0.618 0.7837
0.500 0.7832
0.382 0.7826
LOW 0.7808
0.618 0.7779
1.000 0.7761
1.618 0.7732
2.618 0.7685
4.250 0.7608
Fisher Pivots for day following 28-Jan-2022
Pivot 1 day 3 day
R1 0.7832 0.7874
PP 0.7825 0.7853
S1 0.7818 0.7832

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

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