CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 29-Mar-2022
Day Change Summary
Previous Current
28-Mar-2022 29-Mar-2022 Change Change % Previous Week
Open 0.7999 0.7997 -0.0002 0.0% 0.7938
High 0.8002 0.8007 0.0006 0.1% 0.8019
Low 0.7943 0.7982 0.0040 0.5% 0.7929
Close 0.7983 0.8000 0.0017 0.2% 0.8016
Range 0.0059 0.0025 -0.0034 -57.6% 0.0090
ATR 0.0046 0.0045 -0.0002 -3.3% 0.0000
Volume 45 12 -33 -73.3% 354
Daily Pivots for day following 29-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8071 0.8060 0.8013
R3 0.8046 0.8035 0.8006
R2 0.8021 0.8021 0.8004
R1 0.8010 0.8010 0.8002 0.8016
PP 0.7996 0.7996 0.7996 0.7999
S1 0.7985 0.7985 0.7997 0.7991
S2 0.7971 0.7971 0.7995
S3 0.7946 0.7960 0.7993
S4 0.7921 0.7935 0.7986
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 0.7935 0.0084 1.0% 0.0041 0.5% 77% False False 74
10 0.8019 0.7846 0.0173 2.2% 0.0037 0.5% 89% False False 86
20 0.8019 0.7755 0.0264 3.3% 0.0039 0.5% 93% False False 129
40 0.8019 0.7755 0.0264 3.3% 0.0036 0.5% 93% False False 88
60 0.8019 0.7755 0.0264 3.3% 0.0034 0.4% 93% False False 68
80 0.8019 0.7709 0.0310 3.9% 0.0029 0.4% 94% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8113
2.618 0.8072
1.618 0.8047
1.000 0.8032
0.618 0.8022
HIGH 0.8007
0.618 0.7997
0.500 0.7995
0.382 0.7992
LOW 0.7982
0.618 0.7967
1.000 0.7957
1.618 0.7942
2.618 0.7917
4.250 0.7876
Fisher Pivots for day following 29-Mar-2022
Pivot 1 day 3 day
R1 0.7998 0.7993
PP 0.7996 0.7987
S1 0.7995 0.7981

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

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