CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 06-Sep-2022
Day Change Summary
Previous Current
02-Sep-2022 06-Sep-2022 Change Change % Previous Week
Open 0.7621 0.7620 -0.0001 0.0% 0.7650
High 0.7646 0.7633 -0.0014 -0.2% 0.7697
Low 0.7616 0.7606 -0.0011 -0.1% 0.7575
Close 0.7618 0.7606 -0.0012 -0.2% 0.7618
Range 0.0030 0.0027 -0.0003 -10.0% 0.0122
ATR 0.0042 0.0041 -0.0001 -2.5% 0.0000
Volume 41 70 29 70.7% 550
Daily Pivots for day following 06-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7696 0.7678 0.7620
R3 0.7669 0.7651 0.7613
R2 0.7642 0.7642 0.7610
R1 0.7624 0.7624 0.7608 0.7619
PP 0.7615 0.7615 0.7615 0.7612
S1 0.7597 0.7597 0.7603 0.7592
S2 0.7588 0.7588 0.7601
S3 0.7561 0.7570 0.7598
S4 0.7534 0.7543 0.7591
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7996 0.7929 0.7685
R3 0.7874 0.7807 0.7651
R2 0.7752 0.7752 0.7640
R1 0.7685 0.7685 0.7629 0.7657
PP 0.7630 0.7630 0.7630 0.7616
S1 0.7563 0.7563 0.7606 0.7535
S2 0.7508 0.7508 0.7595
S3 0.7386 0.7441 0.7584
S4 0.7264 0.7319 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7575 0.0073 1.0% 0.0025 0.3% 42% False False 97
10 0.7746 0.7575 0.0171 2.2% 0.0034 0.5% 18% False False 70
20 0.7851 0.7575 0.0276 3.6% 0.0028 0.4% 11% False False 55
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 False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7747
2.618 0.7703
1.618 0.7676
1.000 0.7660
0.618 0.7649
HIGH 0.7633
0.618 0.7622
0.500 0.7619
0.382 0.7616
LOW 0.7606
0.618 0.7589
1.000 0.7579
1.618 0.7562
2.618 0.7535
4.250 0.7491
Fisher Pivots for day following 06-Sep-2022
Pivot 1 day 3 day
R1 0.7619 0.7611
PP 0.7615 0.7609
S1 0.7610 0.7607

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

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