CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 19-Aug-2022
Day Change Summary
Previous Current
18-Aug-2022 19-Aug-2022 Change Change % Previous Week
Open 0.7725 0.7690 -0.0036 -0.5% 0.7775
High 0.7754 0.7695 -0.0059 -0.8% 0.7784
Low 0.7714 0.7688 -0.0027 -0.3% 0.7688
Close 0.7725 0.7694 -0.0031 -0.4% 0.7694
Range 0.0040 0.0008 -0.0033 -81.3% 0.0097
ATR 0.0037 0.0037 0.0000 0.1% 0.0000
Volume 14 14 0 0.0% 42
Daily Pivots for day following 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7715 0.7712 0.7698
R3 0.7707 0.7704 0.7696
R2 0.7700 0.7700 0.7695
R1 0.7697 0.7697 0.7694 0.7698
PP 0.7692 0.7692 0.7692 0.7693
S1 0.7689 0.7689 0.7693 0.7691
S2 0.7685 0.7685 0.7692
S3 0.7677 0.7682 0.7691
S4 0.7670 0.7674 0.7689
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8011 0.7949 0.7747
R3 0.7915 0.7852 0.7720
R2 0.7818 0.7818 0.7711
R1 0.7756 0.7756 0.7702 0.7739
PP 0.7722 0.7722 0.7722 0.7713
S1 0.7659 0.7659 0.7685 0.7642
S2 0.7625 0.7625 0.7676
S3 0.7529 0.7563 0.7667
S4 0.7432 0.7466 0.7640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7784 0.7688 0.0097 1.3% 0.0019 0.2% 6% False True 8
10 0.7851 0.7688 0.0163 2.1% 0.0019 0.2% 4% False True 32
20 0.7851 0.7688 0.0163 2.1% 0.0017 0.2% 4% False True 27
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7727
2.618 0.7715
1.618 0.7707
1.000 0.7703
0.618 0.7700
HIGH 0.7695
0.618 0.7692
0.500 0.7691
0.382 0.7690
LOW 0.7688
0.618 0.7683
1.000 0.7680
1.618 0.7675
2.618 0.7668
4.250 0.7656
Fisher Pivots for day following 19-Aug-2022
Pivot 1 day 3 day
R1 0.7693 0.7721
PP 0.7692 0.7712
S1 0.7691 0.7703

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

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