CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 13-Apr-2022
Day Change Summary
Previous Current
12-Apr-2022 13-Apr-2022 Change Change % Previous Week
Open 0.7901 0.7908 0.0007 0.1% 0.8013
High 0.7930 0.7955 0.0026 0.3% 0.8055
Low 0.7901 0.7890 -0.0011 -0.1% 0.7922
Close 0.7911 0.7951 0.0040 0.5% 0.7952
Range 0.0029 0.0065 0.0037 128.1% 0.0133
ATR 0.0041 0.0043 0.0002 4.0% 0.0000
Volume 32 225 193 603.1% 137
Daily Pivots for day following 13-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8127 0.8104 0.7986
R3 0.8062 0.8039 0.7968
R2 0.7997 0.7997 0.7962
R1 0.7974 0.7974 0.7956 0.7985
PP 0.7932 0.7932 0.7932 0.7938
S1 0.7909 0.7909 0.7945 0.7920
S2 0.7867 0.7867 0.7939
S3 0.7802 0.7844 0.7933
S4 0.7737 0.7779 0.7915
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 0.7955 0.7890 0.0065 0.8% 0.0036 0.5% 93% True True 64
10 0.8055 0.7890 0.0165 2.1% 0.0035 0.4% 37% False True 48
20 0.8055 0.7880 0.0175 2.2% 0.0035 0.4% 40% False False 62
40 0.8055 0.7755 0.0301 3.8% 0.0038 0.5% 65% False False 94
60 0.8055 0.7755 0.0301 3.8% 0.0036 0.5% 65% False False 75
80 0.8055 0.7709 0.0347 4.4% 0.0031 0.4% 70% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8231
2.618 0.8125
1.618 0.8060
1.000 0.8020
0.618 0.7995
HIGH 0.7955
0.618 0.7930
0.500 0.7923
0.382 0.7915
LOW 0.7890
0.618 0.7850
1.000 0.7825
1.618 0.7785
2.618 0.7720
4.250 0.7614
Fisher Pivots for day following 13-Apr-2022
Pivot 1 day 3 day
R1 0.7941 0.7941
PP 0.7932 0.7932
S1 0.7923 0.7923

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

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