CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 31-Mar-2022
Day Change Summary
Previous Current
30-Mar-2022 31-Mar-2022 Change Change % Previous Week
Open 0.8010 0.7984 -0.0026 -0.3% 0.7938
High 0.8033 0.8007 -0.0026 -0.3% 0.8019
Low 0.8005 0.7976 -0.0029 -0.4% 0.7929
Close 0.8010 0.8007 -0.0003 0.0% 0.8016
Range 0.0029 0.0031 0.0003 8.8% 0.0090
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume 20 23 3 15.0% 354
Daily Pivots for day following 31-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8090 0.8079 0.8024
R3 0.8059 0.8048 0.8016
R2 0.8028 0.8028 0.8013
R1 0.8017 0.8017 0.8010 0.8023
PP 0.7997 0.7997 0.7997 0.7999
S1 0.7986 0.7986 0.8004 0.7992
S2 0.7966 0.7966 0.8001
S3 0.7935 0.7955 0.7998
S4 0.7904 0.7924 0.7990
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% 0.0039 0.5% 71% False False 46
10 0.8033 0.7908 0.0125 1.6% 0.0034 0.4% 79% False False 71
20 0.8033 0.7755 0.0279 3.5% 0.0039 0.5% 91% False False 122
40 0.8033 0.7755 0.0279 3.5% 0.0037 0.5% 91% False False 89
60 0.8033 0.7755 0.0279 3.5% 0.0034 0.4% 91% False False 68
80 0.8033 0.7709 0.0325 4.1% 0.0029 0.4% 92% False False 55
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.8088
1.618 0.8057
1.000 0.8038
0.618 0.8026
HIGH 0.8007
0.618 0.7995
0.500 0.7992
0.382 0.7988
LOW 0.7976
0.618 0.7957
1.000 0.7945
1.618 0.7926
2.618 0.7895
4.250 0.7844
Fisher Pivots for day following 31-Mar-2022
Pivot 1 day 3 day
R1 0.8002 0.8006
PP 0.7997 0.8005
S1 0.7992 0.8005

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

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