CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 22-Apr-2022
Day Change Summary
Previous Current
21-Apr-2022 22-Apr-2022 Change Change % Previous Week
Open 0.8002 0.7943 -0.0059 -0.7% 0.7922
High 0.8008 0.7948 -0.0060 -0.7% 0.8008
Low 0.7939 0.7852 -0.0087 -1.1% 0.7852
Close 0.7943 0.7853 -0.0090 -1.1% 0.7853
Range 0.0069 0.0096 0.0027 39.4% 0.0156
ATR 0.0047 0.0050 0.0003 7.4% 0.0000
Volume 29 403 374 1,289.7% 936
Daily Pivots for day following 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8171 0.8107 0.7906
R3 0.8075 0.8012 0.7879
R2 0.7980 0.7980 0.7871
R1 0.7916 0.7916 0.7862 0.7900
PP 0.7884 0.7884 0.7884 0.7876
S1 0.7821 0.7821 0.7844 0.7805
S2 0.7789 0.7789 0.7835
S3 0.7693 0.7725 0.7827
S4 0.7598 0.7630 0.7800
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8371 0.8267 0.7939
R3 0.8215 0.8112 0.7896
R2 0.8060 0.8060 0.7882
R1 0.7956 0.7956 0.7867 0.7930
PP 0.7904 0.7904 0.7904 0.7891
S1 0.7801 0.7801 0.7839 0.7775
S2 0.7749 0.7749 0.7824
S3 0.7593 0.7645 0.7810
S4 0.7438 0.7490 0.7767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8008 0.7852 0.0156 2.0% 0.0050 0.6% 1% False True 187
10 0.8008 0.7852 0.0156 2.0% 0.0048 0.6% 1% False True 128
20 0.8055 0.7852 0.0203 2.6% 0.0042 0.5% 0% False True 83
40 0.8055 0.7755 0.0301 3.8% 0.0042 0.5% 33% False False 112
60 0.8055 0.7755 0.0301 3.8% 0.0038 0.5% 33% False False 87
80 0.8055 0.7755 0.0301 3.8% 0.0034 0.4% 33% False False 69
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 0.0006
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 0.8353
2.618 0.8198
1.618 0.8102
1.000 0.8043
0.618 0.8007
HIGH 0.7948
0.618 0.7911
0.500 0.7900
0.382 0.7888
LOW 0.7852
0.618 0.7793
1.000 0.7757
1.618 0.7697
2.618 0.7602
4.250 0.7446
Fisher Pivots for day following 22-Apr-2022
Pivot 1 day 3 day
R1 0.7900 0.7930
PP 0.7884 0.7904
S1 0.7869 0.7879

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

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