CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 25-Aug-2022
Day Change Summary
Previous Current
24-Aug-2022 25-Aug-2022 Change Change % Previous Week
Open 0.7699 0.7745 0.0046 0.6% 0.7775
High 0.7707 0.7745 0.0038 0.5% 0.7784
Low 0.7690 0.7729 0.0039 0.5% 0.7688
Close 0.7707 0.7729 0.0022 0.3% 0.7694
Range 0.0017 0.0017 -0.0001 -2.9% 0.0097
ATR 0.0037 0.0037 0.0000 0.1% 0.0000
Volume 16 13 -3 -18.8% 42
Daily Pivots for day following 25-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7784 0.7773 0.7738
R3 0.7767 0.7756 0.7733
R2 0.7751 0.7751 0.7732
R1 0.7740 0.7740 0.7730 0.7737
PP 0.7734 0.7734 0.7734 0.7733
S1 0.7723 0.7723 0.7727 0.7720
S2 0.7718 0.7718 0.7725
S3 0.7701 0.7707 0.7724
S4 0.7685 0.7690 0.7719
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 0.7745 0.7660 0.0086 1.1% 0.0025 0.3% 81% True False 36
10 0.7851 0.7660 0.0191 2.5% 0.0025 0.3% 36% False False 25
20 0.7851 0.7660 0.0191 2.5% 0.0021 0.3% 36% False False 33
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7815
2.618 0.7788
1.618 0.7772
1.000 0.7762
0.618 0.7755
HIGH 0.7745
0.618 0.7739
0.500 0.7737
0.382 0.7735
LOW 0.7729
0.618 0.7718
1.000 0.7712
1.618 0.7702
2.618 0.7685
4.250 0.7658
Fisher Pivots for day following 25-Aug-2022
Pivot 1 day 3 day
R1 0.7737 0.7720
PP 0.7734 0.7711
S1 0.7731 0.7703

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

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