CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 0.7960 0.8002 0.0042 0.5% 0.7947
High 0.8002 0.8008 0.0006 0.1% 0.7976
Low 0.7960 0.7939 -0.0021 -0.3% 0.7890
Close 0.7990 0.7943 -0.0047 -0.6% 0.7925
Range 0.0042 0.0069 0.0027 63.1% 0.0086
ATR 0.0045 0.0047 0.0002 3.7% 0.0000
Volume 414 29 -385 -93.0% 335
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8169 0.8124 0.7981
R3 0.8100 0.8056 0.7962
R2 0.8032 0.8032 0.7956
R1 0.7987 0.7987 0.7949 0.7975
PP 0.7963 0.7963 0.7963 0.7957
S1 0.7919 0.7919 0.7937 0.7907
S2 0.7895 0.7895 0.7930
S3 0.7826 0.7850 0.7924
S4 0.7758 0.7782 0.7905
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 0.8008 0.7906 0.0102 1.3% 0.0045 0.6% 36% True False 113
10 0.8008 0.7890 0.0118 1.5% 0.0040 0.5% 45% True False 89
20 0.8055 0.7890 0.0165 2.1% 0.0039 0.5% 32% False False 63
40 0.8055 0.7755 0.0301 3.8% 0.0041 0.5% 63% False False 105
60 0.8055 0.7755 0.0301 3.8% 0.0037 0.5% 63% False False 81
80 0.8055 0.7755 0.0301 3.8% 0.0033 0.4% 63% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8299
2.618 0.8187
1.618 0.8118
1.000 0.8076
0.618 0.8050
HIGH 0.8008
0.618 0.7981
0.500 0.7973
0.382 0.7965
LOW 0.7939
0.618 0.7897
1.000 0.7871
1.618 0.7828
2.618 0.7760
4.250 0.7648
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 0.7973 0.7959
PP 0.7963 0.7954
S1 0.7953 0.7948

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

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