CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 14-Apr-2022
Day Change Summary
Previous Current
13-Apr-2022 14-Apr-2022 Change Change % Previous Week
Open 0.7908 0.7955 0.0047 0.6% 0.8013
High 0.7955 0.7976 0.0021 0.3% 0.8055
Low 0.7890 0.7906 0.0016 0.2% 0.7922
Close 0.7951 0.7925 -0.0026 -0.3% 0.7952
Range 0.0065 0.0070 0.0005 7.7% 0.0133
ATR 0.0043 0.0045 0.0002 4.4% 0.0000
Volume 225 35 -190 -84.4% 137
Daily Pivots for day following 14-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8146 0.8105 0.7964
R3 0.8076 0.8035 0.7944
R2 0.8006 0.8006 0.7938
R1 0.7965 0.7965 0.7931 0.7951
PP 0.7936 0.7936 0.7936 0.7928
S1 0.7895 0.7895 0.7919 0.7881
S2 0.7866 0.7866 0.7912
S3 0.7796 0.7825 0.7906
S4 0.7726 0.7755 0.7887
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 0.7976 0.7890 0.0086 1.1% 0.0046 0.6% 41% True False 69
10 0.8055 0.7890 0.0165 2.1% 0.0039 0.5% 21% False False 49
20 0.8055 0.7890 0.0165 2.1% 0.0036 0.5% 21% False False 60
40 0.8055 0.7755 0.0301 3.8% 0.0039 0.5% 57% False False 94
60 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 57% False False 75
80 0.8055 0.7723 0.0333 4.2% 0.0031 0.4% 61% False False 59
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 0.0008
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8159
1.618 0.8089
1.000 0.8046
0.618 0.8019
HIGH 0.7976
0.618 0.7949
0.500 0.7941
0.382 0.7933
LOW 0.7906
0.618 0.7863
1.000 0.7836
1.618 0.7793
2.618 0.7723
4.250 0.7609
Fisher Pivots for day following 14-Apr-2022
Pivot 1 day 3 day
R1 0.7941 0.7933
PP 0.7936 0.7930
S1 0.7930 0.7928

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

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