CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 20-Apr-2022
Day Change Summary
Previous Current
19-Apr-2022 20-Apr-2022 Change Change % Previous Week
Open 0.7935 0.7960 0.0025 0.3% 0.7947
High 0.7937 0.8002 0.0065 0.8% 0.7976
Low 0.7911 0.7960 0.0050 0.6% 0.7890
Close 0.7915 0.7990 0.0076 1.0% 0.7925
Range 0.0027 0.0042 0.0016 58.5% 0.0086
ATR 0.0042 0.0045 0.0003 7.8% 0.0000
Volume 60 414 354 590.0% 335
Daily Pivots for day following 20-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8110 0.8092 0.8013
R3 0.8068 0.8050 0.8002
R2 0.8026 0.8026 0.7998
R1 0.8008 0.8008 0.7994 0.8017
PP 0.7984 0.7984 0.7984 0.7989
S1 0.7966 0.7966 0.7986 0.7975
S2 0.7942 0.7942 0.7982
S3 0.7900 0.7924 0.7978
S4 0.7858 0.7882 0.7967
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 0.8002 0.7890 0.0112 1.4% 0.0044 0.5% 89% True False 152
10 0.8002 0.7890 0.0112 1.4% 0.0036 0.5% 89% True False 92
20 0.8055 0.7890 0.0165 2.1% 0.0037 0.5% 61% False False 70
40 0.8055 0.7755 0.0301 3.8% 0.0039 0.5% 78% False False 105
60 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 78% False False 81
80 0.8055 0.7755 0.0301 3.8% 0.0032 0.4% 78% False False 64
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8181
2.618 0.8112
1.618 0.8070
1.000 0.8044
0.618 0.8028
HIGH 0.8002
0.618 0.7986
0.500 0.7981
0.382 0.7976
LOW 0.7960
0.618 0.7934
1.000 0.7918
1.618 0.7892
2.618 0.7850
4.250 0.7782
Fisher Pivots for day following 20-Apr-2022
Pivot 1 day 3 day
R1 0.7987 0.7979
PP 0.7984 0.7967
S1 0.7981 0.7956

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

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