CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 09-Mar-2022
Day Change Summary
Previous Current
08-Mar-2022 09-Mar-2022 Change Change % Previous Week
Open 0.7802 0.7803 0.0001 0.0% 0.7831
High 0.7803 0.7812 0.0009 0.1% 0.7917
Low 0.7755 0.7795 0.0040 0.5% 0.7819
Close 0.7758 0.7795 0.0037 0.5% 0.7848
Range 0.0049 0.0017 -0.0032 -64.9% 0.0099
ATR 0.0048 0.0049 0.0000 0.9% 0.0000
Volume 128 246 118 92.2% 579
Daily Pivots for day following 09-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7851 0.7840 0.7804
R3 0.7834 0.7823 0.7799
R2 0.7817 0.7817 0.7798
R1 0.7806 0.7806 0.7796 0.7803
PP 0.7800 0.7800 0.7800 0.7799
S1 0.7789 0.7789 0.7793 0.7786
S2 0.7783 0.7783 0.7791
S3 0.7766 0.7772 0.7790
S4 0.7749 0.7755 0.7785
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 0.7755 0.0163 2.1% 0.0048 0.6% 25% False False 196
10 0.7917 0.7755 0.0163 2.1% 0.0051 0.7% 25% False False 160
20 0.7917 0.7755 0.0163 2.1% 0.0039 0.5% 25% False False 95
40 0.8009 0.7755 0.0255 3.3% 0.0035 0.4% 16% False False 62
60 0.8009 0.7709 0.0301 3.9% 0.0028 0.4% 29% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7884
2.618 0.7856
1.618 0.7839
1.000 0.7829
0.618 0.7822
HIGH 0.7812
0.618 0.7805
0.500 0.7803
0.382 0.7801
LOW 0.7795
0.618 0.7784
1.000 0.7778
1.618 0.7767
2.618 0.7750
4.250 0.7722
Fisher Pivots for day following 09-Mar-2022
Pivot 1 day 3 day
R1 0.7803 0.7812
PP 0.7800 0.7806
S1 0.7797 0.7800

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

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