CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 19-Apr-2022
Day Change Summary
Previous Current
18-Apr-2022 19-Apr-2022 Change Change % Previous Week
Open 0.7922 0.7935 0.0013 0.2% 0.7947
High 0.7926 0.7937 0.0011 0.1% 0.7976
Low 0.7910 0.7911 0.0001 0.0% 0.7890
Close 0.7921 0.7915 -0.0006 -0.1% 0.7925
Range 0.0016 0.0027 0.0011 65.6% 0.0086
ATR 0.0043 0.0042 -0.0001 -2.7% 0.0000
Volume 30 60 30 100.0% 335
Daily Pivots for day following 19-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8000 0.7984 0.7929
R3 0.7974 0.7957 0.7922
R2 0.7947 0.7947 0.7919
R1 0.7931 0.7931 0.7917 0.7926
PP 0.7921 0.7921 0.7921 0.7918
S1 0.7904 0.7904 0.7912 0.7899
S2 0.7894 0.7894 0.7910
S3 0.7868 0.7878 0.7907
S4 0.7841 0.7851 0.7900
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% 0.0041 0.5% 28% False False 76
10 0.8055 0.7890 0.0165 2.1% 0.0038 0.5% 15% False False 55
20 0.8055 0.7890 0.0165 2.1% 0.0036 0.5% 15% False False 50
40 0.8055 0.7755 0.0301 3.8% 0.0039 0.5% 53% False False 95
60 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 53% False False 75
80 0.8055 0.7755 0.0301 3.8% 0.0032 0.4% 53% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8050
2.618 0.8006
1.618 0.7980
1.000 0.7964
0.618 0.7953
HIGH 0.7937
0.618 0.7927
0.500 0.7924
0.382 0.7921
LOW 0.7911
0.618 0.7894
1.000 0.7884
1.618 0.7868
2.618 0.7841
4.250 0.7798
Fisher Pivots for day following 19-Apr-2022
Pivot 1 day 3 day
R1 0.7924 0.7941
PP 0.7921 0.7932
S1 0.7918 0.7923

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

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