CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 0.7800 0.7826 0.0026 0.3% 0.7784
High 0.7838 0.7846 0.0009 0.1% 0.7786
Low 0.7800 0.7826 0.0026 0.3% 0.7708
Close 0.7827 0.7841 0.0014 0.2% 0.7732
Range 0.0038 0.0020 -0.0018 -46.7% 0.0078
ATR 0.0033 0.0032 -0.0001 -2.8% 0.0000
Volume 230 7 -223 -97.0% 134
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7898 0.7889 0.7852
R3 0.7878 0.7869 0.7847
R2 0.7858 0.7858 0.7845
R1 0.7849 0.7849 0.7843 0.7854
PP 0.7838 0.7838 0.7838 0.7840
S1 0.7829 0.7829 0.7839 0.7834
S2 0.7818 0.7818 0.7837
S3 0.7798 0.7809 0.7836
S4 0.7778 0.7789 0.7830
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 0.7846 0.7708 0.0138 1.8% 0.0022 0.3% 96% True False 57
10 0.7846 0.7708 0.0138 1.8% 0.0018 0.2% 96% True False 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7931
2.618 0.7898
1.618 0.7878
1.000 0.7866
0.618 0.7858
HIGH 0.7846
0.618 0.7838
0.500 0.7836
0.382 0.7834
LOW 0.7826
0.618 0.7814
1.000 0.7806
1.618 0.7794
2.618 0.7774
4.250 0.7741
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 0.7839 0.7828
PP 0.7838 0.7815
S1 0.7836 0.7802

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

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