CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 0.7805 0.7831 0.0026 0.3% 0.7855
High 0.7870 0.7893 0.0023 0.3% 0.7870
Low 0.7798 0.7831 0.0034 0.4% 0.7778
Close 0.7863 0.7881 0.0018 0.2% 0.7863
Range 0.0072 0.0062 -0.0011 -14.6% 0.0092
ATR 0.0041 0.0042 0.0001 3.6% 0.0000
Volume 176 153 -23 -13.1% 325
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8053 0.8028 0.7914
R3 0.7991 0.7967 0.7897
R2 0.7930 0.7930 0.7892
R1 0.7905 0.7905 0.7886 0.7917
PP 0.7868 0.7868 0.7868 0.7874
S1 0.7844 0.7844 0.7875 0.7856
S2 0.7807 0.7807 0.7869
S3 0.7745 0.7782 0.7864
S4 0.7684 0.7721 0.7847
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8111 0.8078 0.7913
R3 0.8020 0.7987 0.7888
R2 0.7928 0.7928 0.7879
R1 0.7895 0.7895 0.7871 0.7912
PP 0.7837 0.7837 0.7837 0.7845
S1 0.7804 0.7804 0.7854 0.7820
S2 0.7745 0.7745 0.7846
S3 0.7654 0.7712 0.7837
S4 0.7562 0.7621 0.7812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7893 0.7778 0.0115 1.5% 0.0047 0.6% 90% True False 95
10 0.7893 0.7778 0.0115 1.5% 0.0036 0.5% 90% True False 59
20 0.7908 0.7778 0.0130 1.6% 0.0032 0.4% 79% False False 49
40 0.8009 0.7778 0.0231 2.9% 0.0030 0.4% 44% False False 34
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8054
1.618 0.7992
1.000 0.7954
0.618 0.7931
HIGH 0.7893
0.618 0.7869
0.500 0.7862
0.382 0.7854
LOW 0.7831
0.618 0.7793
1.000 0.7770
1.618 0.7731
2.618 0.7670
4.250 0.7570
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 0.7874 0.7865
PP 0.7868 0.7850
S1 0.7862 0.7835

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

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