CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	0.7613	0.7598	-0.0015	-0.2%	0.7668
High	0.7616	0.7647	0.0031	0.4%	0.7707
Low	0.7569	0.7591	0.0022	0.3%	0.7569
Close	0.7592	0.7616	0.0024	0.3%	0.7616
Range	0.0048	0.0056	0.0009	17.9%	0.0139
ATR	0.0058	0.0058	0.0000	-0.2%	0.0000
Volume	84,611	89,297	4,686	5.5%	447,103

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7786	0.7757	0.7647
R3	0.7730	0.7701	0.7631
R2	0.7674	0.7674	0.7626
R1	0.7645	0.7645	0.7621	0.7659
PP	0.7618	0.7618	0.7618	0.7625
S1	0.7589	0.7589	0.7611	0.7603
S2	0.7562	0.7562	0.7606
S3	0.7506	0.7533	0.7601
S4	0.7450	0.7477	0.7585

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7970	0.7692
R3	0.7908	0.7831	0.7654
R2	0.7769	0.7769	0.7641
R1	0.7693	0.7693	0.7629	0.7662
PP	0.7631	0.7631	0.7631	0.7615
S1	0.7554	0.7554	0.7603	0.7523
S2	0.7492	0.7492	0.7591
S3	0.7354	0.7416	0.7578
S4	0.7215	0.7277	0.7540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7707	0.7569	0.0139	1.8%	0.0056	0.7%	34%	False	False	89,420
10	0.7753	0.7569	0.0184	2.4%	0.0058	0.8%	26%	False	False	83,782
20	0.7855	0.7569	0.0287	3.8%	0.0058	0.8%	17%	False	False	78,188
40	0.7855	0.7561	0.0295	3.9%	0.0059	0.8%	19%	False	False	83,154
60	0.7964	0.7561	0.0404	5.3%	0.0061	0.8%	14%	False	False	87,367
80	0.7984	0.7561	0.0423	5.6%	0.0058	0.8%	13%	False	False	67,713
100	0.8008	0.7561	0.0447	5.9%	0.0057	0.8%	12%	False	False	54,214
120	0.8055	0.7561	0.0495	6.5%	0.0054	0.7%	11%	False	False	45,188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7885
2.618	0.7793
1.618	0.7737
1.000	0.7703
0.618	0.7681
HIGH	0.7647
0.618	0.7625
0.500	0.7619
0.382	0.7612
LOW	0.7591
0.618	0.7556
1.000	0.7535
1.618	0.7500
2.618	0.7444
4.250	0.7353

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	0.7619	0.7614
PP	0.7618	0.7612
S1	0.7617	0.7611

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols