CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 0.7917 0.7842 -0.0076 -1.0% 0.7831
High 0.7917 0.7888 -0.0029 -0.4% 0.7917
Low 0.7879 0.7819 -0.0061 -0.8% 0.7819
Close 0.7882 0.7848 -0.0035 -0.4% 0.7848
Range 0.0038 0.0070 0.0032 82.9% 0.0099
ATR 0.0045 0.0046 0.0002 4.0% 0.0000
Volume 129 119 -10 -7.8% 579
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8060 0.8023 0.7886
R3 0.7990 0.7954 0.7867
R2 0.7921 0.7921 0.7860
R1 0.7884 0.7884 0.7854 0.7903
PP 0.7851 0.7851 0.7851 0.7861
S1 0.7815 0.7815 0.7841 0.7833
S2 0.7782 0.7782 0.7835
S3 0.7712 0.7745 0.7828
S4 0.7643 0.7676 0.7809
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8157 0.8101 0.7902
R3 0.8058 0.8002 0.7875
R2 0.7960 0.7960 0.7866
R1 0.7904 0.7904 0.7857 0.7932
PP 0.7861 0.7861 0.7861 0.7875
S1 0.7805 0.7805 0.7838 0.7833
S2 0.7763 0.7763 0.7829
S3 0.7664 0.7707 0.7820
S4 0.7566 0.7608 0.7793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7917 0.7819 0.0099 1.3% 0.0051 0.7% 29% False True 115
10 0.7917 0.7778 0.0139 1.8% 0.0048 0.6% 50% False False 94
20 0.7917 0.7778 0.0139 1.8% 0.0038 0.5% 50% False False 60
40 0.8009 0.7778 0.0231 2.9% 0.0034 0.4% 30% False False 44
60 0.8009 0.7709 0.0301 3.8% 0.0026 0.3% 46% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8183
2.618 0.8070
1.618 0.8000
1.000 0.7958
0.618 0.7931
HIGH 0.7888
0.618 0.7861
0.500 0.7853
0.382 0.7845
LOW 0.7819
0.618 0.7776
1.000 0.7749
1.618 0.7706
2.618 0.7637
4.250 0.7523
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 0.7853 0.7868
PP 0.7851 0.7861
S1 0.7849 0.7854

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

View Archives - Comment on this page... - Back to Index of Symbols