CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 08-Apr-2022
Day Change Summary
Previous Current
07-Apr-2022 08-Apr-2022 Change Change % Previous Week
Open 0.7930 0.7925 -0.0005 -0.1% 0.8013
High 0.7947 0.7953 0.0006 0.1% 0.8055
Low 0.7927 0.7922 -0.0005 -0.1% 0.7922
Close 0.7947 0.7952 0.0005 0.1% 0.7952
Range 0.0020 0.0031 0.0011 56.4% 0.0133
ATR 0.0043 0.0043 -0.0001 -2.1% 0.0000
Volume 11 12 1 9.1% 137
Daily Pivots for day following 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8034 0.8023 0.7968
R3 0.8003 0.7993 0.7960
R2 0.7973 0.7973 0.7957
R1 0.7962 0.7962 0.7954 0.7967
PP 0.7942 0.7942 0.7942 0.7945
S1 0.7932 0.7932 0.7949 0.7937
S2 0.7912 0.7912 0.7946
S3 0.7881 0.7901 0.7943
S4 0.7851 0.7871 0.7935
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8375 0.8296 0.8025
R3 0.8242 0.8163 0.7988
R2 0.8109 0.8109 0.7976
R1 0.8030 0.8030 0.7964 0.8003
PP 0.7976 0.7976 0.7976 0.7963
S1 0.7897 0.7897 0.7939 0.7870
S2 0.7843 0.7843 0.7927
S3 0.7710 0.7764 0.7915
S4 0.7577 0.7631 0.7878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7922 0.0133 1.7% 0.0031 0.4% 22% False True 27
10 0.8055 0.7922 0.0133 1.7% 0.0033 0.4% 22% False True 26
20 0.8055 0.7783 0.0273 3.4% 0.0036 0.4% 62% False False 59
40 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 66% False False 89
60 0.8055 0.7755 0.0301 3.8% 0.0035 0.4% 66% False False 70
80 0.8055 0.7709 0.0347 4.4% 0.0030 0.4% 70% 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 True
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 0.8082
2.618 0.8032
1.618 0.8002
1.000 0.7983
0.618 0.7971
HIGH 0.7953
0.618 0.7941
0.500 0.7937
0.382 0.7934
LOW 0.7922
0.618 0.7903
1.000 0.7892
1.618 0.7873
2.618 0.7842
4.250 0.7792
Fisher Pivots for day following 08-Apr-2022
Pivot 1 day 3 day
R1 0.7947 0.7959
PP 0.7942 0.7957
S1 0.7937 0.7954

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

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