CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 22-Aug-2022
Day Change Summary
Previous Current
19-Aug-2022 22-Aug-2022 Change Change % Previous Week
Open 0.7690 0.7680 -0.0010 -0.1% 0.7775
High 0.7695 0.7680 -0.0015 -0.2% 0.7784
Low 0.7688 0.7660 -0.0028 -0.4% 0.7688
Close 0.7694 0.7660 -0.0034 -0.4% 0.7694
Range 0.0008 0.0021 0.0013 173.3% 0.0097
ATR 0.0037 0.0037 0.0000 -0.5% 0.0000
Volume 14 94 80 571.4% 42
Daily Pivots for day following 22-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7728 0.7714 0.7671
R3 0.7707 0.7694 0.7665
R2 0.7687 0.7687 0.7663
R1 0.7673 0.7673 0.7661 0.7670
PP 0.7666 0.7666 0.7666 0.7665
S1 0.7653 0.7653 0.7658 0.7649
S2 0.7646 0.7646 0.7656
S3 0.7625 0.7632 0.7654
S4 0.7605 0.7612 0.7648
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 0.7660 0.0125 1.6% 0.0016 0.2% 0% False True 25
10 0.7851 0.7660 0.0191 2.5% 0.0021 0.3% 0% False True 41
20 0.7851 0.7660 0.0191 2.5% 0.0018 0.2% 0% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7767
2.618 0.7734
1.618 0.7713
1.000 0.7701
0.618 0.7693
HIGH 0.7680
0.618 0.7672
0.500 0.7670
0.382 0.7667
LOW 0.7660
0.618 0.7647
1.000 0.7639
1.618 0.7626
2.618 0.7606
4.250 0.7572
Fisher Pivots for day following 22-Aug-2022
Pivot 1 day 3 day
R1 0.7670 0.7707
PP 0.7666 0.7691
S1 0.7663 0.7675

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

View Archives - Comment on this page... - Back to Index of Symbols