CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 30-Mar-2022
Day Change Summary
Previous Current
29-Mar-2022 30-Mar-2022 Change Change % Previous Week
Open 0.7997 0.8010 0.0013 0.2% 0.7938
High 0.8007 0.8033 0.0026 0.3% 0.8019
Low 0.7982 0.8005 0.0023 0.3% 0.7929
Close 0.8000 0.8010 0.0011 0.1% 0.8016
Range 0.0025 0.0029 0.0004 14.0% 0.0090
ATR 0.0045 0.0044 -0.0001 -1.8% 0.0000
Volume 12 20 8 66.7% 354
Daily Pivots for day following 30-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8101 0.8084 0.8026
R3 0.8073 0.8056 0.8018
R2 0.8044 0.8044 0.8015
R1 0.8027 0.8027 0.8013 0.8024
PP 0.8016 0.8016 0.8016 0.8014
S1 0.7999 0.7999 0.8007 0.7996
S2 0.7987 0.7987 0.8005
S3 0.7959 0.7970 0.8002
S4 0.7930 0.7942 0.7994
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 0.8033 0.7943 0.0091 1.1% 0.0040 0.5% 75% True False 45
10 0.8033 0.7880 0.0153 1.9% 0.0035 0.4% 85% True False 76
20 0.8033 0.7755 0.0279 3.5% 0.0039 0.5% 92% True False 127
40 0.8033 0.7755 0.0279 3.5% 0.0037 0.5% 92% True False 89
60 0.8033 0.7755 0.0279 3.5% 0.0034 0.4% 92% True False 68
80 0.8033 0.7709 0.0325 4.1% 0.0028 0.4% 93% True False 54
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8108
1.618 0.8079
1.000 0.8062
0.618 0.8051
HIGH 0.8033
0.618 0.8022
0.500 0.8019
0.382 0.8015
LOW 0.8005
0.618 0.7987
1.000 0.7976
1.618 0.7958
2.618 0.7930
4.250 0.7883
Fisher Pivots for day following 30-Mar-2022
Pivot 1 day 3 day
R1 0.8019 0.8003
PP 0.8016 0.7995
S1 0.8013 0.7988

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

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