CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 22-Mar-2022
Day Change Summary
Previous Current
21-Mar-2022 22-Mar-2022 Change Change % Previous Week
Open 0.7938 0.7946 0.0008 0.1% 0.7849
High 0.7944 0.7953 0.0009 0.1% 0.7942
Low 0.7929 0.7929 0.0001 0.0% 0.7783
Close 0.7940 0.7947 0.0007 0.1% 0.7936
Range 0.0016 0.0024 0.0009 54.8% 0.0159
ATR 0.0047 0.0045 -0.0002 -3.5% 0.0000
Volume 26 15 -11 -42.3% 584
Daily Pivots for day following 22-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8015 0.8005 0.7960
R3 0.7991 0.7981 0.7953
R2 0.7967 0.7967 0.7951
R1 0.7957 0.7957 0.7949 0.7962
PP 0.7943 0.7943 0.7943 0.7945
S1 0.7933 0.7933 0.7944 0.7938
S2 0.7919 0.7919 0.7942
S3 0.7895 0.7909 0.7940
S4 0.7871 0.7885 0.7933
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8364 0.8309 0.8023
R3 0.8205 0.8150 0.7979
R2 0.8046 0.8046 0.7965
R1 0.7991 0.7991 0.7950 0.8018
PP 0.7887 0.7887 0.7887 0.7900
S1 0.7832 0.7832 0.7921 0.7859
S2 0.7728 0.7728 0.7906
S3 0.7569 0.7673 0.7892
S4 0.7410 0.7514 0.7848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7953 0.7846 0.0108 1.4% 0.0032 0.4% 94% True False 99
10 0.7953 0.7783 0.0171 2.1% 0.0032 0.4% 96% True False 143
20 0.7953 0.7755 0.0199 2.5% 0.0042 0.5% 97% True False 140
40 0.7953 0.7755 0.0199 2.5% 0.0037 0.5% 97% True False 86
60 0.8009 0.7755 0.0255 3.2% 0.0031 0.4% 75% False False 62
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 True
3BNR True
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 0.8055
2.618 0.8016
1.618 0.7992
1.000 0.7977
0.618 0.7968
HIGH 0.7953
0.618 0.7944
0.500 0.7941
0.382 0.7938
LOW 0.7929
0.618 0.7914
1.000 0.7905
1.618 0.7890
2.618 0.7866
4.250 0.7827
Fisher Pivots for day following 22-Mar-2022
Pivot 1 day 3 day
R1 0.7945 0.7941
PP 0.7943 0.7936
S1 0.7941 0.7931

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

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