CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 10-Mar-2022
Day Change Summary
Previous Current
09-Mar-2022 10-Mar-2022 Change Change % Previous Week
Open 0.7803 0.7822 0.0019 0.2% 0.7831
High 0.7812 0.7842 0.0031 0.4% 0.7917
Low 0.7795 0.7818 0.0024 0.3% 0.7819
Close 0.7795 0.7840 0.0045 0.6% 0.7848
Range 0.0017 0.0024 0.0007 41.2% 0.0099
ATR 0.0049 0.0049 0.0000 -0.2% 0.0000
Volume 246 453 207 84.1% 579
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7905 0.7896 0.7853
R3 0.7881 0.7872 0.7846
R2 0.7857 0.7857 0.7844
R1 0.7848 0.7848 0.7842 0.7853
PP 0.7833 0.7833 0.7833 0.7835
S1 0.7824 0.7824 0.7837 0.7829
S2 0.7809 0.7809 0.7835
S3 0.7785 0.7800 0.7833
S4 0.7761 0.7776 0.7826
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 0.7888 0.7755 0.0134 1.7% 0.0045 0.6% 64% False False 261
10 0.7917 0.7755 0.0163 2.1% 0.0048 0.6% 52% False False 194
20 0.7917 0.7755 0.0163 2.1% 0.0040 0.5% 52% False False 113
40 0.8009 0.7755 0.0255 3.2% 0.0035 0.4% 33% False False 73
60 0.8009 0.7709 0.0301 3.8% 0.0028 0.4% 44% False False 52
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7944
2.618 0.7905
1.618 0.7881
1.000 0.7866
0.618 0.7857
HIGH 0.7842
0.618 0.7833
0.500 0.7830
0.382 0.7827
LOW 0.7818
0.618 0.7803
1.000 0.7794
1.618 0.7779
2.618 0.7755
4.250 0.7716
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 0.7836 0.7826
PP 0.7833 0.7812
S1 0.7830 0.7798

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

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