CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 12-Apr-2022
Day Change Summary
Previous Current
11-Apr-2022 12-Apr-2022 Change Change % Previous Week
Open 0.7947 0.7901 -0.0046 -0.6% 0.8013
High 0.7947 0.7930 -0.0018 -0.2% 0.8055
Low 0.7910 0.7901 -0.0009 -0.1% 0.7922
Close 0.7919 0.7911 -0.0008 -0.1% 0.7952
Range 0.0037 0.0029 -0.0009 -23.0% 0.0133
ATR 0.0042 0.0041 -0.0001 -2.4% 0.0000
Volume 43 32 -11 -25.6% 137
Daily Pivots for day following 12-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7999 0.7983 0.7926
R3 0.7971 0.7955 0.7918
R2 0.7942 0.7942 0.7916
R1 0.7926 0.7926 0.7913 0.7934
PP 0.7914 0.7914 0.7914 0.7918
S1 0.7898 0.7898 0.7908 0.7906
S2 0.7885 0.7885 0.7905
S3 0.7857 0.7869 0.7903
S4 0.7828 0.7841 0.7895
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8375 0.8296 0.8025
R3 0.8242 0.8163 0.7988
R2 0.8109 0.8109 0.7976
R1 0.8030 0.8030 0.7964 0.8003
PP 0.7976 0.7976 0.7976 0.7963
S1 0.7897 0.7897 0.7939 0.7870
S2 0.7843 0.7843 0.7927
S3 0.7710 0.7764 0.7915
S4 0.7577 0.7631 0.7878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7996 0.7901 0.0095 1.2% 0.0029 0.4% 10% False True 32
10 0.8055 0.7901 0.0154 1.9% 0.0031 0.4% 6% False True 27
20 0.8055 0.7846 0.0210 2.6% 0.0034 0.4% 31% False False 57
40 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 52% False False 88
60 0.8055 0.7755 0.0301 3.8% 0.0035 0.4% 52% False False 71
80 0.8055 0.7709 0.0347 4.4% 0.0031 0.4% 58% False False 56
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.8004
1.618 0.7976
1.000 0.7958
0.618 0.7947
HIGH 0.7930
0.618 0.7919
0.500 0.7915
0.382 0.7912
LOW 0.7901
0.618 0.7883
1.000 0.7873
1.618 0.7855
2.618 0.7826
4.250 0.7780
Fisher Pivots for day following 12-Apr-2022
Pivot 1 day 3 day
R1 0.7915 0.7927
PP 0.7914 0.7921
S1 0.7912 0.7916

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

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