CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 25-Mar-2022
Day Change Summary
Previous Current
24-Mar-2022 25-Mar-2022 Change Change % Previous Week
Open 0.7955 0.7980 0.0025 0.3% 0.7938
High 0.7991 0.8019 0.0028 0.3% 0.8019
Low 0.7955 0.7966 0.0011 0.1% 0.7929
Close 0.7971 0.8016 0.0045 0.6% 0.8016
Range 0.0036 0.0053 0.0017 45.8% 0.0090
ATR 0.0044 0.0044 0.0001 1.4% 0.0000
Volume 18 132 114 633.3% 354
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8158 0.8139 0.8044
R3 0.8105 0.8087 0.8030
R2 0.8053 0.8053 0.8025
R1 0.8034 0.8034 0.8020 0.8043
PP 0.8000 0.8000 0.8000 0.8005
S1 0.7982 0.7982 0.8011 0.7991
S2 0.7948 0.7948 0.8006
S3 0.7895 0.7929 0.8001
S4 0.7843 0.7877 0.7987
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8258 0.8227 0.8065
R3 0.8168 0.8137 0.8040
R2 0.8078 0.8078 0.8032
R1 0.8047 0.8047 0.8024 0.8062
PP 0.7988 0.7988 0.7988 0.7995
S1 0.7957 0.7957 0.8007 0.7972
S2 0.7898 0.7898 0.7999
S3 0.7808 0.7867 0.7991
S4 0.7718 0.7777 0.7966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8019 0.7929 0.0090 1.1% 0.0032 0.4% 97% True False 70
10 0.8019 0.7783 0.0236 2.9% 0.0038 0.5% 99% True False 93
20 0.8019 0.7755 0.0264 3.3% 0.0041 0.5% 99% True False 140
40 0.8019 0.7755 0.0264 3.3% 0.0036 0.5% 99% True False 91
60 0.8019 0.7755 0.0264 3.3% 0.0033 0.4% 99% True False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8242
2.618 0.8156
1.618 0.8103
1.000 0.8071
0.618 0.8051
HIGH 0.8019
0.618 0.7998
0.500 0.7992
0.382 0.7986
LOW 0.7966
0.618 0.7934
1.000 0.7914
1.618 0.7881
2.618 0.7829
4.250 0.7743
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 0.8008 0.8003
PP 0.8000 0.7990
S1 0.7992 0.7977

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

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