CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 01-Sep-2022
Day Change Summary
Previous Current
31-Aug-2022 01-Sep-2022 Change Change % Previous Week
Open 0.7640 0.7600 -0.0040 -0.5% 0.7680
High 0.7645 0.7602 -0.0043 -0.6% 0.7746
Low 0.7620 0.7575 -0.0045 -0.6% 0.7660
Close 0.7622 0.7595 -0.0027 -0.4% 0.7676
Range 0.0026 0.0027 0.0002 5.9% 0.0086
ATR 0.0041 0.0041 0.0000 1.1% 0.0000
Volume 217 108 -109 -50.2% 174
Daily Pivots for day following 01-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7672 0.7660 0.7609
R3 0.7645 0.7633 0.7602
R2 0.7618 0.7618 0.7599
R1 0.7606 0.7606 0.7597 0.7598
PP 0.7591 0.7591 0.7591 0.7587
S1 0.7579 0.7579 0.7592 0.7571
S2 0.7564 0.7564 0.7590
S3 0.7537 0.7552 0.7587
S4 0.7510 0.7525 0.7580
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 0.7575 0.0171 2.2% 0.0038 0.5% 11% False True 102
10 0.7746 0.7575 0.0171 2.2% 0.0032 0.4% 11% False True 69
20 0.7851 0.7575 0.0276 3.6% 0.0027 0.4% 7% False True 52
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7673
1.618 0.7646
1.000 0.7629
0.618 0.7619
HIGH 0.7602
0.618 0.7592
0.500 0.7589
0.382 0.7585
LOW 0.7575
0.618 0.7558
1.000 0.7548
1.618 0.7531
2.618 0.7504
4.250 0.7460
Fisher Pivots for day following 01-Sep-2022
Pivot 1 day 3 day
R1 0.7593 0.7612
PP 0.7591 0.7606
S1 0.7589 0.7600

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

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