CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 0.7743 0.7725 -0.0018 -0.2% 0.7776
High 0.7752 0.7754 0.0003 0.0% 0.7851
Low 0.7743 0.7714 -0.0029 -0.4% 0.7759
Close 0.7752 0.7725 -0.0027 -0.3% 0.7831
Range 0.0009 0.0040 0.0032 370.6% 0.0092
ATR 0.0036 0.0037 0.0000 0.7% 0.0000
Volume 4 14 10 250.0% 283
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7851 0.7828 0.7747
R3 0.7811 0.7788 0.7736
R2 0.7771 0.7771 0.7732
R1 0.7748 0.7748 0.7728 0.7739
PP 0.7731 0.7731 0.7731 0.7727
S1 0.7708 0.7708 0.7721 0.7699
S2 0.7691 0.7691 0.7717
S3 0.7651 0.7668 0.7714
S4 0.7611 0.7628 0.7703
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 0.7714 0.0137 1.8% 0.0024 0.3% 8% False True 13
10 0.7851 0.7708 0.0143 1.8% 0.0023 0.3% 12% False False 35
20 0.7851 0.7708 0.0143 1.8% 0.0019 0.2% 12% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7924
2.618 0.7859
1.618 0.7819
1.000 0.7794
0.618 0.7779
HIGH 0.7754
0.618 0.7739
0.500 0.7734
0.382 0.7729
LOW 0.7714
0.618 0.7689
1.000 0.7674
1.618 0.7649
2.618 0.7609
4.250 0.7544
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 0.7734 0.7749
PP 0.7731 0.7741
S1 0.7728 0.7733

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

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