CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 24-Aug-2022
Day Change Summary
Previous Current
23-Aug-2022 24-Aug-2022 Change Change % Previous Week
Open 0.7660 0.7699 0.0039 0.5% 0.7775
High 0.7724 0.7707 -0.0017 -0.2% 0.7784
Low 0.7660 0.7690 0.0030 0.4% 0.7688
Close 0.7712 0.7707 -0.0005 -0.1% 0.7694
Range 0.0064 0.0017 -0.0047 -73.2% 0.0097
ATR 0.0038 0.0037 -0.0001 -3.1% 0.0000
Volume 47 16 -31 -66.0% 42
Daily Pivots for day following 24-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7752 0.7747 0.7716
R3 0.7735 0.7730 0.7712
R2 0.7718 0.7718 0.7710
R1 0.7713 0.7713 0.7709 0.7716
PP 0.7701 0.7701 0.7701 0.7703
S1 0.7696 0.7696 0.7705 0.7699
S2 0.7684 0.7684 0.7704
S3 0.7667 0.7679 0.7702
S4 0.7650 0.7662 0.7698
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 0.7754 0.7660 0.0095 1.2% 0.0030 0.4% 50% False False 37
10 0.7851 0.7660 0.0191 2.5% 0.0025 0.3% 25% False False 24
20 0.7851 0.7660 0.0191 2.5% 0.0021 0.3% 25% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7779
2.618 0.7752
1.618 0.7735
1.000 0.7724
0.618 0.7718
HIGH 0.7707
0.618 0.7701
0.500 0.7699
0.382 0.7696
LOW 0.7690
0.618 0.7679
1.000 0.7673
1.618 0.7662
2.618 0.7645
4.250 0.7618
Fisher Pivots for day following 24-Aug-2022
Pivot 1 day 3 day
R1 0.7704 0.7702
PP 0.7701 0.7697
S1 0.7699 0.7692

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

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