CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 0.7842 0.7840 -0.0002 0.0% 0.7831
High 0.7888 0.7870 -0.0018 -0.2% 0.7917
Low 0.7819 0.7805 -0.0014 -0.2% 0.7819
Close 0.7848 0.7810 -0.0038 -0.5% 0.7848
Range 0.0070 0.0065 -0.0005 -6.5% 0.0099
ATR 0.0046 0.0048 0.0001 2.9% 0.0000
Volume 119 359 240 201.7% 579
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8023 0.7981 0.7845
R3 0.7958 0.7916 0.7827
R2 0.7893 0.7893 0.7821
R1 0.7851 0.7851 0.7815 0.7840
PP 0.7828 0.7828 0.7828 0.7822
S1 0.7786 0.7786 0.7804 0.7775
S2 0.7763 0.7763 0.7798
S3 0.7698 0.7721 0.7792
S4 0.7633 0.7656 0.7774
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 0.7805 0.0112 1.4% 0.0052 0.7% 4% False True 157
10 0.7917 0.7778 0.0139 1.8% 0.0049 0.6% 23% False False 126
20 0.7917 0.7778 0.0139 1.8% 0.0037 0.5% 23% False False 77
40 0.8009 0.7778 0.0231 3.0% 0.0034 0.4% 14% False False 53
60 0.8009 0.7709 0.0301 3.8% 0.0028 0.4% 34% False False 38
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8146
2.618 0.8040
1.618 0.7975
1.000 0.7935
0.618 0.7910
HIGH 0.7870
0.618 0.7845
0.500 0.7838
0.382 0.7830
LOW 0.7805
0.618 0.7765
1.000 0.7740
1.618 0.7700
2.618 0.7635
4.250 0.7529
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 0.7838 0.7861
PP 0.7828 0.7844
S1 0.7819 0.7827

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

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