CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 0.7834 0.7775 -0.0059 -0.8% 0.7776
High 0.7851 0.7775 -0.0076 -1.0% 0.7851
Low 0.7817 0.7743 -0.0074 -0.9% 0.7759
Close 0.7831 0.7750 -0.0082 -1.0% 0.7831
Range 0.0034 0.0033 -0.0002 -4.4% 0.0092
ATR 0.0032 0.0036 0.0004 12.5% 0.0000
Volume 40 8 -32 -80.0% 283
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7853 0.7834 0.7767
R3 0.7821 0.7801 0.7758
R2 0.7788 0.7788 0.7755
R1 0.7769 0.7769 0.7752 0.7762
PP 0.7756 0.7756 0.7756 0.7752
S1 0.7736 0.7736 0.7747 0.7730
S2 0.7723 0.7723 0.7744
S3 0.7691 0.7704 0.7741
S4 0.7658 0.7671 0.7732
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 0.7743 0.0108 1.4% 0.0025 0.3% 6% False True 57
10 0.7851 0.7708 0.0143 1.8% 0.0021 0.3% 29% False False 39
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7913
2.618 0.7860
1.618 0.7828
1.000 0.7808
0.618 0.7795
HIGH 0.7775
0.618 0.7763
0.500 0.7759
0.382 0.7755
LOW 0.7743
0.618 0.7722
1.000 0.7710
1.618 0.7690
2.618 0.7657
4.250 0.7604
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 0.7759 0.7797
PP 0.7756 0.7781
S1 0.7753 0.7765

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

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