CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 09-Sep-2022
Day Change Summary
Previous Current
08-Sep-2022 09-Sep-2022 Change Change % Previous Week
Open 0.7608 0.7663 0.0055 0.7% 0.7620
High 0.7645 0.7703 0.0058 0.8% 0.7703
Low 0.7608 0.7663 0.0055 0.7% 0.7580
Close 0.7636 0.7678 0.0042 0.5% 0.7678
Range 0.0037 0.0040 0.0003 6.8% 0.0123
ATR 0.0040 0.0042 0.0002 4.8% 0.0000
Volume 247 164 -83 -33.6% 724
Daily Pivots for day following 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7800 0.7778 0.7699
R3 0.7760 0.7739 0.7688
R2 0.7721 0.7721 0.7685
R1 0.7699 0.7699 0.7681 0.7710
PP 0.7681 0.7681 0.7681 0.7686
S1 0.7660 0.7660 0.7674 0.7670
S2 0.7642 0.7642 0.7670
S3 0.7602 0.7620 0.7667
S4 0.7563 0.7581 0.7656
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8021 0.7972 0.7745
R3 0.7898 0.7849 0.7711
R2 0.7776 0.7776 0.7700
R1 0.7727 0.7727 0.7689 0.7751
PP 0.7653 0.7653 0.7653 0.7666
S1 0.7604 0.7604 0.7666 0.7629
S2 0.7531 0.7531 0.7655
S3 0.7408 0.7482 0.7644
S4 0.7286 0.7359 0.7610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7703 0.7580 0.0123 1.6% 0.0033 0.4% 80% True False 153
10 0.7746 0.7575 0.0171 2.2% 0.0035 0.5% 60% False False 127
20 0.7851 0.7575 0.0276 3.6% 0.0030 0.4% 37% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7870
2.618 0.7806
1.618 0.7766
1.000 0.7742
0.618 0.7727
HIGH 0.7703
0.618 0.7687
0.500 0.7683
0.382 0.7678
LOW 0.7663
0.618 0.7639
1.000 0.7624
1.618 0.7599
2.618 0.7560
4.250 0.7495
Fisher Pivots for day following 09-Sep-2022
Pivot 1 day 3 day
R1 0.7683 0.7665
PP 0.7681 0.7653
S1 0.7679 0.7641

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

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