CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 07-Apr-2022
Day Change Summary
Previous Current
06-Apr-2022 07-Apr-2022 Change Change % Previous Week
Open 0.7996 0.7930 -0.0067 -0.8% 0.7999
High 0.7996 0.7947 -0.0050 -0.6% 0.8033
Low 0.7967 0.7927 -0.0040 -0.5% 0.7943
Close 0.7980 0.7947 -0.0034 -0.4% 0.7989
Range 0.0029 0.0020 -0.0010 -32.8% 0.0091
ATR 0.0043 0.0043 0.0001 1.7% 0.0000
Volume 64 11 -53 -82.8% 123
Daily Pivots for day following 07-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7999 0.7992 0.7957
R3 0.7979 0.7973 0.7952
R2 0.7960 0.7960 0.7950
R1 0.7953 0.7953 0.7948 0.7956
PP 0.7940 0.7940 0.7940 0.7942
S1 0.7934 0.7934 0.7945 0.7937
S2 0.7921 0.7921 0.7943
S3 0.7901 0.7914 0.7941
S4 0.7882 0.7895 0.7936
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 0.8055 0.7927 0.0128 1.6% 0.0032 0.4% 15% False True 29
10 0.8055 0.7927 0.0128 1.6% 0.0035 0.4% 15% False True 38
20 0.8055 0.7783 0.0273 3.4% 0.0035 0.4% 60% False False 64
40 0.8055 0.7755 0.0301 3.8% 0.0038 0.5% 64% False False 89
60 0.8055 0.7755 0.0301 3.8% 0.0035 0.4% 64% False False 70
80 0.8055 0.7709 0.0347 4.4% 0.0030 0.4% 69% False False 55
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 0.0008
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7998
1.618 0.7978
1.000 0.7966
0.618 0.7959
HIGH 0.7947
0.618 0.7939
0.500 0.7937
0.382 0.7934
LOW 0.7927
0.618 0.7915
1.000 0.7908
1.618 0.7895
2.618 0.7876
4.250 0.7844
Fisher Pivots for day following 07-Apr-2022
Pivot 1 day 3 day
R1 0.7943 0.7991
PP 0.7940 0.7976
S1 0.7937 0.7961

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

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