CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 31-Jan-2022
Day Change Summary
Previous Current
28-Jan-2022 31-Jan-2022 Change Change % Previous Week
Open 0.7813 0.7831 0.0019 0.2% 0.7905
High 0.7855 0.7871 0.0016 0.2% 0.7941
Low 0.7808 0.7829 0.0021 0.3% 0.7808
Close 0.7812 0.7867 0.0055 0.7% 0.7812
Range 0.0047 0.0042 -0.0005 -10.6% 0.0133
ATR 0.0042 0.0043 0.0001 3.0% 0.0000
Volume 26 142 116 446.2% 213
Daily Pivots for day following 31-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7981 0.7966 0.7890
R3 0.7939 0.7924 0.7878
R2 0.7897 0.7897 0.7874
R1 0.7882 0.7882 0.7870 0.7890
PP 0.7855 0.7855 0.7855 0.7859
S1 0.7840 0.7840 0.7863 0.7848
S2 0.7813 0.7813 0.7859
S3 0.7771 0.7798 0.7855
S4 0.7729 0.7756 0.7843
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% 0.0047 0.6% 44% False False 54
10 0.8009 0.7808 0.0201 2.6% 0.0036 0.5% 29% False False 47
20 0.8009 0.7807 0.0203 2.6% 0.0029 0.4% 30% False False 27
40 0.8009 0.7709 0.0301 3.8% 0.0021 0.3% 53% False False 20
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8049
2.618 0.7980
1.618 0.7938
1.000 0.7913
0.618 0.7896
HIGH 0.7871
0.618 0.7854
0.500 0.7850
0.382 0.7845
LOW 0.7829
0.618 0.7803
1.000 0.7787
1.618 0.7761
2.618 0.7719
4.250 0.7650
Fisher Pivots for day following 31-Jan-2022
Pivot 1 day 3 day
R1 0.7861 0.7860
PP 0.7855 0.7853
S1 0.7850 0.7847

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

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