CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 02-Mar-2022
Day Change Summary
Previous Current
01-Mar-2022 02-Mar-2022 Change Change % Previous Week
Open 0.7889 0.7879 -0.0011 -0.1% 0.7855
High 0.7895 0.7916 0.0021 0.3% 0.7870
Low 0.7844 0.7879 0.0035 0.4% 0.7778
Close 0.7844 0.7900 0.0056 0.7% 0.7863
Range 0.0051 0.0037 -0.0014 -27.5% 0.0092
ATR 0.0043 0.0045 0.0002 4.7% 0.0000
Volume 132 46 -86 -65.2% 325
Daily Pivots for day following 02-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8009 0.7991 0.7920
R3 0.7972 0.7954 0.7910
R2 0.7935 0.7935 0.7906
R1 0.7917 0.7917 0.7903 0.7926
PP 0.7898 0.7898 0.7898 0.7902
S1 0.7880 0.7880 0.7896 0.7889
S2 0.7861 0.7861 0.7893
S3 0.7824 0.7843 0.7889
S4 0.7787 0.7806 0.7879
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 0.7916 0.7778 0.0138 1.7% 0.0055 0.7% 88% True False 125
10 0.7916 0.7778 0.0138 1.7% 0.0040 0.5% 88% True False 72
20 0.7916 0.7778 0.0138 1.7% 0.0035 0.4% 88% True False 51
40 0.8009 0.7778 0.0231 2.9% 0.0031 0.4% 53% False False 38
60 0.8009 0.7709 0.0301 3.8% 0.0025 0.3% 64% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.8012
1.618 0.7975
1.000 0.7953
0.618 0.7938
HIGH 0.7916
0.618 0.7901
0.500 0.7897
0.382 0.7893
LOW 0.7879
0.618 0.7856
1.000 0.7842
1.618 0.7819
2.618 0.7782
4.250 0.7721
Fisher Pivots for day following 02-Mar-2022
Pivot 1 day 3 day
R1 0.7899 0.7891
PP 0.7898 0.7882
S1 0.7897 0.7873

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

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