CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 29-Aug-2022
Day Change Summary
Previous Current
26-Aug-2022 29-Aug-2022 Change Change % Previous Week
Open 0.7741 0.7650 -0.0091 -1.2% 0.7680
High 0.7746 0.7697 -0.0049 -0.6% 0.7746
Low 0.7670 0.7650 -0.0020 -0.3% 0.7660
Close 0.7676 0.7689 0.0013 0.2% 0.7676
Range 0.0076 0.0047 -0.0029 -37.7% 0.0086
ATR 0.0040 0.0041 0.0000 1.2% 0.0000
Volume 4 135 131 3,275.0% 174
Daily Pivots for day following 29-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7820 0.7801 0.7714
R3 0.7773 0.7754 0.7701
R2 0.7726 0.7726 0.7697
R1 0.7707 0.7707 0.7693 0.7716
PP 0.7679 0.7679 0.7679 0.7683
S1 0.7660 0.7660 0.7684 0.7669
S2 0.7632 0.7632 0.7680
S3 0.7585 0.7613 0.7676
S4 0.7538 0.7566 0.7663
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7952 0.7900 0.7723
R3 0.7866 0.7814 0.7699
R2 0.7780 0.7780 0.7691
R1 0.7728 0.7728 0.7683 0.7711
PP 0.7694 0.7694 0.7694 0.7685
S1 0.7642 0.7642 0.7668 0.7625
S2 0.7608 0.7608 0.7660
S3 0.7522 0.7556 0.7652
S4 0.7436 0.7470 0.7628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7746 0.7650 0.0096 1.2% 0.0044 0.6% 40% False True 43
10 0.7784 0.7650 0.0134 1.7% 0.0030 0.4% 29% False True 34
20 0.7851 0.7650 0.0201 2.6% 0.0026 0.3% 19% False True 36
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 True
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7897
2.618 0.7820
1.618 0.7773
1.000 0.7744
0.618 0.7726
HIGH 0.7697
0.618 0.7679
0.500 0.7674
0.382 0.7668
LOW 0.7650
0.618 0.7621
1.000 0.7603
1.618 0.7574
2.618 0.7527
4.250 0.7450
Fisher Pivots for day following 29-Aug-2022
Pivot 1 day 3 day
R1 0.7684 0.7698
PP 0.7679 0.7695
S1 0.7674 0.7692

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

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