CME Canadian Dollar Future September 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 0.8013 0.8023 0.0011 0.1% 0.7999
High 0.8014 0.8055 0.0041 0.5% 0.8033
Low 0.7994 0.8000 0.0006 0.1% 0.7943
Close 0.8005 0.8014 0.0009 0.1% 0.7989
Range 0.0020 0.0055 0.0035 175.0% 0.0091
ATR 0.0042 0.0042 0.0001 2.3% 0.0000
Volume 3 47 44 1,466.7% 123
Daily Pivots for day following 05-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8188 0.8156 0.8044
R3 0.8133 0.8101 0.8029
R2 0.8078 0.8078 0.8024
R1 0.8046 0.8046 0.8019 0.8034
PP 0.8023 0.8023 0.8023 0.8017
S1 0.7991 0.7991 0.8008 0.7979
S2 0.7968 0.7968 0.8003
S3 0.7913 0.7936 0.7998
S4 0.7858 0.7881 0.7983
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8260 0.8215 0.8038
R3 0.8169 0.8124 0.8013
R2 0.8079 0.8079 0.8005
R1 0.8034 0.8034 0.7997 0.8011
PP 0.7988 0.7988 0.7988 0.7977
S1 0.7943 0.7943 0.7980 0.7920
S2 0.7898 0.7898 0.7972
S3 0.7807 0.7853 0.7964
S4 0.7717 0.7762 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7973 0.0083 1.0% 0.0034 0.4% 50% True False 23
10 0.8055 0.7935 0.0120 1.5% 0.0038 0.5% 65% True False 48
20 0.8055 0.7783 0.0273 3.4% 0.0035 0.4% 85% True False 95
40 0.8055 0.7755 0.0301 3.7% 0.0037 0.5% 86% True False 89
60 0.8055 0.7755 0.0301 3.7% 0.0035 0.4% 86% True False 69
80 0.8055 0.7709 0.0347 4.3% 0.0030 0.4% 88% True False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8289
2.618 0.8199
1.618 0.8144
1.000 0.8110
0.618 0.8089
HIGH 0.8055
0.618 0.8034
0.500 0.8028
0.382 0.8021
LOW 0.8000
0.618 0.7966
1.000 0.7945
1.618 0.7911
2.618 0.7856
4.250 0.7766
Fisher Pivots for day following 05-Apr-2022
Pivot 1 day 3 day
R1 0.8028 0.8014
PP 0.8023 0.8014
S1 0.8018 0.8014

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

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