CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 0.7760 0.7800 0.0040 0.5% 0.7784
High 0.7760 0.7838 0.0078 1.0% 0.7786
Low 0.7759 0.7800 0.0042 0.5% 0.7708
Close 0.7759 0.7827 0.0069 0.9% 0.7732
Range 0.0002 0.0038 0.0036 2,400.0% 0.0078
ATR 0.0029 0.0033 0.0004 12.0% 0.0000
Volume 3 230 227 7,566.7% 134
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7934 0.7918 0.7848
R3 0.7897 0.7881 0.7837
R2 0.7859 0.7859 0.7834
R1 0.7843 0.7843 0.7830 0.7851
PP 0.7822 0.7822 0.7822 0.7826
S1 0.7806 0.7806 0.7824 0.7814
S2 0.7784 0.7784 0.7820
S3 0.7747 0.7768 0.7817
S4 0.7709 0.7731 0.7806
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 0.7838 0.7708 0.0130 1.7% 0.0019 0.2% 92% True False 62
10 0.7838 0.7708 0.0130 1.7% 0.0017 0.2% 92% True False 40
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7936
1.618 0.7898
1.000 0.7875
0.618 0.7861
HIGH 0.7838
0.618 0.7823
0.500 0.7819
0.382 0.7814
LOW 0.7800
0.618 0.7777
1.000 0.7763
1.618 0.7739
2.618 0.7702
4.250 0.7641
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 0.7824 0.7817
PP 0.7822 0.7808
S1 0.7819 0.7798

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

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