CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 18-Apr-2022
Day Change Summary
Previous Current
14-Apr-2022 18-Apr-2022 Change Change % Previous Week
Open 0.7955 0.7922 -0.0033 -0.4% 0.7947
High 0.7976 0.7926 -0.0050 -0.6% 0.7976
Low 0.7906 0.7910 0.0004 0.1% 0.7890
Close 0.7925 0.7921 -0.0005 -0.1% 0.7925
Range 0.0070 0.0016 -0.0054 -77.1% 0.0086
ATR 0.0045 0.0043 -0.0002 -4.6% 0.0000
Volume 35 30 -5 -14.3% 335
Daily Pivots for day following 18-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7967 0.7960 0.7929
R3 0.7951 0.7944 0.7925
R2 0.7935 0.7935 0.7923
R1 0.7928 0.7928 0.7922 0.7923
PP 0.7919 0.7919 0.7919 0.7917
S1 0.7912 0.7912 0.7919 0.7907
S2 0.7903 0.7903 0.7918
S3 0.7887 0.7896 0.7916
S4 0.7871 0.7880 0.7912
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8188 0.8143 0.7972
R3 0.8102 0.8057 0.7949
R2 0.8016 0.8016 0.7941
R1 0.7971 0.7971 0.7933 0.7951
PP 0.7930 0.7930 0.7930 0.7920
S1 0.7885 0.7885 0.7917 0.7865
S2 0.7844 0.7844 0.7909
S3 0.7758 0.7799 0.7901
S4 0.7672 0.7713 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% 0.0043 0.5% 35% False False 73
10 0.8055 0.7890 0.0165 2.1% 0.0037 0.5% 18% False False 50
20 0.8055 0.7890 0.0165 2.1% 0.0036 0.4% 18% False False 48
40 0.8055 0.7755 0.0301 3.8% 0.0040 0.5% 55% False False 95
60 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 55% False False 75
80 0.8055 0.7755 0.0301 3.8% 0.0032 0.4% 55% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7994
2.618 0.7968
1.618 0.7952
1.000 0.7942
0.618 0.7936
HIGH 0.7926
0.618 0.7920
0.500 0.7918
0.382 0.7916
LOW 0.7910
0.618 0.7900
1.000 0.7894
1.618 0.7884
2.618 0.7868
4.250 0.7842
Fisher Pivots for day following 18-Apr-2022
Pivot 1 day 3 day
R1 0.7920 0.7933
PP 0.7919 0.7929
S1 0.7918 0.7925

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

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