CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-Apr-2022
Day Change Summary
Previous Current
08-Apr-2022 11-Apr-2022 Change Change % Previous Week
Open 0.7925 0.7947 0.0022 0.3% 0.8013
High 0.7953 0.7947 -0.0006 -0.1% 0.8055
Low 0.7922 0.7910 -0.0012 -0.2% 0.7922
Close 0.7952 0.7919 -0.0033 -0.4% 0.7952
Range 0.0031 0.0037 0.0007 21.3% 0.0133
ATR 0.0043 0.0042 0.0000 -0.2% 0.0000
Volume 12 43 31 258.3% 137
Daily Pivots for day following 11-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8036 0.8014 0.7939
R3 0.7999 0.7977 0.7929
R2 0.7962 0.7962 0.7925
R1 0.7940 0.7940 0.7922 0.7933
PP 0.7925 0.7925 0.7925 0.7921
S1 0.7903 0.7903 0.7915 0.7896
S2 0.7888 0.7888 0.7912
S3 0.7851 0.7866 0.7908
S4 0.7814 0.7829 0.7898
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 0.7910 0.0145 1.8% 0.0034 0.4% 6% False True 35
10 0.8055 0.7910 0.0145 1.8% 0.0031 0.4% 6% False True 25
20 0.8055 0.7783 0.0273 3.4% 0.0035 0.4% 50% False False 56
40 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 55% False False 88
60 0.8055 0.7755 0.0301 3.8% 0.0036 0.4% 55% False False 71
80 0.8055 0.7709 0.0347 4.4% 0.0030 0.4% 61% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8104
2.618 0.8044
1.618 0.8007
1.000 0.7984
0.618 0.7970
HIGH 0.7947
0.618 0.7933
0.500 0.7929
0.382 0.7924
LOW 0.7910
0.618 0.7887
1.000 0.7873
1.618 0.7850
2.618 0.7813
4.250 0.7753
Fisher Pivots for day following 11-Apr-2022
Pivot 1 day 3 day
R1 0.7929 0.7931
PP 0.7925 0.7927
S1 0.7922 0.7923

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

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