CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 0.7826 0.7834 0.0008 0.1% 0.7776
High 0.7846 0.7851 0.0005 0.1% 0.7851
Low 0.7826 0.7817 -0.0010 -0.1% 0.7759
Close 0.7841 0.7831 -0.0010 -0.1% 0.7831
Range 0.0020 0.0034 0.0014 70.0% 0.0092
ATR 0.0032 0.0032 0.0000 0.4% 0.0000
Volume 7 40 33 471.4% 283
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7935 0.7917 0.7850
R3 0.7901 0.7883 0.7840
R2 0.7867 0.7867 0.7837
R1 0.7849 0.7849 0.7834 0.7841
PP 0.7833 0.7833 0.7833 0.7829
S1 0.7815 0.7815 0.7828 0.7807
S2 0.7799 0.7799 0.7825
S3 0.7765 0.7781 0.7822
S4 0.7731 0.7747 0.7812
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8089 0.8052 0.7882
R3 0.7997 0.7960 0.7856
R2 0.7905 0.7905 0.7848
R1 0.7868 0.7868 0.7839 0.7887
PP 0.7813 0.7813 0.7813 0.7823
S1 0.7776 0.7776 0.7823 0.7795
S2 0.7721 0.7721 0.7814
S3 0.7629 0.7684 0.7806
S4 0.7537 0.7592 0.7780
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7851 0.7759 0.0092 1.2% 0.0019 0.2% 79% True False 56
10 0.7851 0.7708 0.0143 1.8% 0.0018 0.2% 86% True False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7995
2.618 0.7940
1.618 0.7906
1.000 0.7885
0.618 0.7872
HIGH 0.7851
0.618 0.7838
0.500 0.7834
0.382 0.7829
LOW 0.7817
0.618 0.7795
1.000 0.7783
1.618 0.7761
2.618 0.7727
4.250 0.7672
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 0.7834 0.7829
PP 0.7833 0.7827
S1 0.7832 0.7825

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

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