CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 05-Apr-2022
Day Change Summary
Previous Current
04-Apr-2022 05-Apr-2022 Change Change % Previous Week
Open 0.7996 0.8035 0.0039 0.5% 0.8004
High 0.8010 0.8053 0.0043 0.5% 0.8039
Low 0.7996 0.8010 0.0014 0.2% 0.7949
Close 0.8004 0.8012 0.0008 0.1% 0.7988
Range 0.0014 0.0043 0.0029 207.1% 0.0090
ATR 0.0042 0.0042 0.0001 1.2% 0.0000
Volume 40 70 30 75.0% 132
Daily Pivots for day following 05-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8154 0.8126 0.8036
R3 0.8111 0.8083 0.8024
R2 0.8068 0.8068 0.8020
R1 0.8040 0.8040 0.8016 0.8033
PP 0.8025 0.8025 0.8025 0.8021
S1 0.7997 0.7997 0.8008 0.7990
S2 0.7982 0.7982 0.8004
S3 0.7939 0.7954 0.8000
S4 0.7896 0.7911 0.7988
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8260 0.8213 0.8037
R3 0.8171 0.8124 0.8012
R2 0.8081 0.8081 0.8004
R1 0.8034 0.8034 0.7996 0.8013
PP 0.7992 0.7992 0.7992 0.7981
S1 0.7945 0.7945 0.7979 0.7924
S2 0.7902 0.7902 0.7971
S3 0.7813 0.7855 0.7963
S4 0.7723 0.7766 0.7938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8053 0.7970 0.0083 1.0% 0.0034 0.4% 51% True False 37
10 0.8053 0.7936 0.0117 1.5% 0.0035 0.4% 65% True False 32
20 0.8053 0.7765 0.0289 3.6% 0.0037 0.5% 86% True False 66
40 0.8053 0.7755 0.0299 3.7% 0.0041 0.5% 86% True False 108
60 0.8053 0.7755 0.0299 3.7% 0.0039 0.5% 86% True False 89
80 0.8053 0.7699 0.0354 4.4% 0.0036 0.4% 88% True False 77
100 0.8053 0.7699 0.0354 4.4% 0.0034 0.4% 88% True False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8236
2.618 0.8166
1.618 0.8123
1.000 0.8096
0.618 0.8080
HIGH 0.8053
0.618 0.8037
0.500 0.8032
0.382 0.8026
LOW 0.8010
0.618 0.7983
1.000 0.7967
1.618 0.7940
2.618 0.7897
4.250 0.7827
Fisher Pivots for day following 05-Apr-2022
Pivot 1 day 3 day
R1 0.8032 0.8012
PP 0.8025 0.8012
S1 0.8019 0.8012

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

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