CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 03-Mar-2022
Day Change Summary
Previous Current
02-Mar-2022 03-Mar-2022 Change Change % Previous Week
Open 0.7879 0.7917 0.0039 0.5% 0.7855
High 0.7916 0.7917 0.0002 0.0% 0.7870
Low 0.7879 0.7879 0.0001 0.0% 0.7778
Close 0.7900 0.7882 -0.0018 -0.2% 0.7863
Range 0.0037 0.0038 0.0001 2.7% 0.0092
ATR 0.0045 0.0045 -0.0001 -1.1% 0.0000
Volume 46 129 83 180.4% 325
Daily Pivots for day following 03-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8007 0.7982 0.7903
R3 0.7969 0.7944 0.7892
R2 0.7931 0.7931 0.7889
R1 0.7906 0.7906 0.7885 0.7900
PP 0.7893 0.7893 0.7893 0.7889
S1 0.7868 0.7868 0.7879 0.7862
S2 0.7855 0.7855 0.7875
S3 0.7817 0.7830 0.7872
S4 0.7779 0.7792 0.7861
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 0.7917 0.7798 0.0120 1.5% 0.0052 0.7% 71% True False 127
10 0.7917 0.7778 0.0139 1.8% 0.0042 0.5% 75% True False 83
20 0.7917 0.7778 0.0139 1.8% 0.0035 0.4% 75% True False 55
40 0.8009 0.7778 0.0231 2.9% 0.0032 0.4% 45% False False 41
60 0.8009 0.7709 0.0301 3.8% 0.0026 0.3% 58% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8079
2.618 0.8016
1.618 0.7978
1.000 0.7955
0.618 0.7940
HIGH 0.7917
0.618 0.7902
0.500 0.7898
0.382 0.7894
LOW 0.7879
0.618 0.7856
1.000 0.7841
1.618 0.7818
2.618 0.7780
4.250 0.7718
Fisher Pivots for day following 03-Mar-2022
Pivot 1 day 3 day
R1 0.7898 0.7882
PP 0.7893 0.7881
S1 0.7887 0.7881

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

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