CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 04-Apr-2022
Day Change Summary
Previous Current
01-Apr-2022 04-Apr-2022 Change Change % Previous Week
Open 0.7995 0.8013 0.0018 0.2% 0.7999
High 0.8008 0.8014 0.0007 0.1% 0.8033
Low 0.7973 0.7994 0.0022 0.3% 0.7943
Close 0.7989 0.8005 0.0017 0.2% 0.7989
Range 0.0035 0.0020 -0.0015 -42.9% 0.0091
ATR 0.0043 0.0042 -0.0001 -2.9% 0.0000
Volume 23 3 -20 -87.0% 123
Daily Pivots for day following 04-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8064 0.8055 0.8016
R3 0.8044 0.8035 0.8011
R2 0.8024 0.8024 0.8009
R1 0.8015 0.8015 0.8007 0.8010
PP 0.8004 0.8004 0.8004 0.8002
S1 0.7995 0.7995 0.8003 0.7990
S2 0.7984 0.7984 0.8001
S3 0.7964 0.7975 0.8000
S4 0.7944 0.7955 0.7994
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8260 0.8215 0.8038
R3 0.8169 0.8124 0.8013
R2 0.8079 0.8079 0.8005
R1 0.8034 0.8034 0.7997 0.8011
PP 0.7988 0.7988 0.7988 0.7977
S1 0.7943 0.7943 0.7980 0.7920
S2 0.7898 0.7898 0.7972
S3 0.7807 0.7853 0.7964
S4 0.7717 0.7762 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8033 0.7973 0.0061 0.8% 0.0028 0.3% 54% False False 16
10 0.8033 0.7929 0.0104 1.3% 0.0035 0.4% 73% False False 45
20 0.8033 0.7755 0.0279 3.5% 0.0035 0.4% 90% False False 99
40 0.8033 0.7755 0.0279 3.5% 0.0036 0.4% 90% False False 88
60 0.8033 0.7755 0.0279 3.5% 0.0034 0.4% 90% False False 68
80 0.8033 0.7709 0.0325 4.1% 0.0029 0.4% 91% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8099
2.618 0.8066
1.618 0.8046
1.000 0.8034
0.618 0.8026
HIGH 0.8014
0.618 0.8006
0.500 0.8004
0.382 0.8002
LOW 0.7994
0.618 0.7982
1.000 0.7974
1.618 0.7962
2.618 0.7942
4.250 0.7909
Fisher Pivots for day following 04-Apr-2022
Pivot 1 day 3 day
R1 0.8005 0.8001
PP 0.8004 0.7997
S1 0.8004 0.7993

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

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