CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 05-Aug-2022
Day Change Summary
Previous Current
04-Aug-2022 05-Aug-2022 Change Change % Previous Week
Open 0.7778 0.7760 -0.0018 -0.2% 0.7784
High 0.7783 0.7760 -0.0023 -0.3% 0.7786
Low 0.7778 0.7708 -0.0070 -0.9% 0.7708
Close 0.7783 0.7732 -0.0051 -0.6% 0.7732
Range 0.0005 0.0052 0.0047 940.0% 0.0078
ATR 0.0000 0.0029 0.0029 0.0000
Volume 33 45 12 36.4% 134
Daily Pivots for day following 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7889 0.7863 0.7761
R3 0.7837 0.7811 0.7746
R2 0.7785 0.7785 0.7742
R1 0.7759 0.7759 0.7737 0.7746
PP 0.7733 0.7733 0.7733 0.7727
S1 0.7707 0.7707 0.7727 0.7694
S2 0.7681 0.7681 0.7722
S3 0.7629 0.7655 0.7718
S4 0.7577 0.7603 0.7703
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7976 0.7932 0.7775
R3 0.7898 0.7854 0.7753
R2 0.7820 0.7820 0.7746
R1 0.7776 0.7776 0.7739 0.7759
PP 0.7742 0.7742 0.7742 0.7734
S1 0.7698 0.7698 0.7725 0.7681
S2 0.7664 0.7664 0.7718
S3 0.7586 0.7620 0.7711
S4 0.7508 0.7542 0.7689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7786 0.7708 0.0078 1.0% 0.0017 0.2% 31% False True 26
10 0.7817 0.7708 0.0109 1.4% 0.0015 0.2% 22% False True 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7981
2.618 0.7896
1.618 0.7844
1.000 0.7812
0.618 0.7792
HIGH 0.7760
0.618 0.7740
0.500 0.7734
0.382 0.7728
LOW 0.7708
0.618 0.7676
1.000 0.7656
1.618 0.7624
2.618 0.7572
4.250 0.7487
Fisher Pivots for day following 05-Aug-2022
Pivot 1 day 3 day
R1 0.7734 0.7747
PP 0.7733 0.7742
S1 0.7733 0.7737

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

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