CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 30-Aug-2022
Day Change Summary
Previous Current
29-Aug-2022 30-Aug-2022 Change Change % Previous Week
Open 0.7650 0.7648 -0.0002 0.0% 0.7680
High 0.7697 0.7648 -0.0049 -0.6% 0.7746
Low 0.7650 0.7633 -0.0018 -0.2% 0.7660
Close 0.7689 0.7633 -0.0056 -0.7% 0.7676
Range 0.0047 0.0016 -0.0032 -67.0% 0.0086
ATR 0.0041 0.0042 0.0001 2.7% 0.0000
Volume 135 49 -86 -63.7% 174
Daily Pivots for day following 30-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7684 0.7674 0.7641
R3 0.7669 0.7658 0.7637
R2 0.7653 0.7653 0.7635
R1 0.7643 0.7643 0.7634 0.7640
PP 0.7638 0.7638 0.7638 0.7636
S1 0.7627 0.7627 0.7631 0.7625
S2 0.7622 0.7622 0.7630
S3 0.7607 0.7612 0.7628
S4 0.7591 0.7596 0.7624
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 0.7633 0.0113 1.5% 0.0034 0.4% 0% False True 43
10 0.7754 0.7633 0.0122 1.6% 0.0031 0.4% 0% False True 39
20 0.7851 0.7633 0.0218 2.9% 0.0026 0.3% 0% False True 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7689
1.618 0.7673
1.000 0.7664
0.618 0.7658
HIGH 0.7648
0.618 0.7642
0.500 0.7640
0.382 0.7638
LOW 0.7633
0.618 0.7623
1.000 0.7617
1.618 0.7607
2.618 0.7592
4.250 0.7567
Fisher Pivots for day following 30-Aug-2022
Pivot 1 day 3 day
R1 0.7640 0.7689
PP 0.7638 0.7670
S1 0.7635 0.7651

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

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