CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 08-Aug-2022
Day Change Summary
Previous Current
05-Aug-2022 08-Aug-2022 Change Change % Previous Week
Open 0.7760 0.7776 0.0016 0.2% 0.7784
High 0.7760 0.7776 0.0016 0.2% 0.7786
Low 0.7708 0.7776 0.0068 0.9% 0.7708
Close 0.7732 0.7776 0.0044 0.6% 0.7732
Range 0.0052 0.0000 -0.0052 -100.0% 0.0078
ATR 0.0029 0.0030 0.0001 3.6% 0.0000
Volume 45 3 -42 -93.3% 134
Daily Pivots for day following 08-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7776 0.7776 0.7776
R3 0.7776 0.7776 0.7776
R2 0.7776 0.7776 0.7776
R1 0.7776 0.7776 0.7776 0.7776
PP 0.7776 0.7776 0.7776 0.7776
S1 0.7776 0.7776 0.7776 0.7776
S2 0.7776 0.7776 0.7776
S3 0.7776 0.7776 0.7776
S4 0.7776 0.7776 0.7776
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% 87% False False 21
10 0.7817 0.7708 0.0109 1.4% 0.0015 0.2% 62% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7776
1.618 0.7776
1.000 0.7776
0.618 0.7776
HIGH 0.7776
0.618 0.7776
0.500 0.7776
0.382 0.7776
LOW 0.7776
0.618 0.7776
1.000 0.7776
1.618 0.7776
2.618 0.7776
4.250 0.7776
Fisher Pivots for day following 08-Aug-2022
Pivot 1 day 3 day
R1 0.7776 0.7766
PP 0.7776 0.7756
S1 0.7776 0.7745

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

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