CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 25-Apr-2022
Day Change Summary
Previous Current
22-Apr-2022 25-Apr-2022 Change Change % Previous Week
Open 0.7943 0.7850 -0.0093 -1.2% 0.7922
High 0.7948 0.7854 -0.0094 -1.2% 0.8008
Low 0.7852 0.7821 -0.0031 -0.4% 0.7852
Close 0.7853 0.7850 -0.0003 0.0% 0.7853
Range 0.0096 0.0033 -0.0063 -66.0% 0.0156
ATR 0.0050 0.0049 -0.0001 -2.5% 0.0000
Volume 403 306 -97 -24.1% 936
Daily Pivots for day following 25-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7939 0.7927 0.7868
R3 0.7907 0.7895 0.7859
R2 0.7874 0.7874 0.7856
R1 0.7862 0.7862 0.7853 0.7866
PP 0.7842 0.7842 0.7842 0.7844
S1 0.7830 0.7830 0.7847 0.7834
S2 0.7809 0.7809 0.7844
S3 0.7777 0.7797 0.7841
S4 0.7744 0.7765 0.7832
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 0.7821 0.0187 2.4% 0.0053 0.7% 16% False True 242
10 0.8008 0.7821 0.0187 2.4% 0.0048 0.6% 16% False True 157
20 0.8055 0.7821 0.0234 3.0% 0.0041 0.5% 12% False True 91
40 0.8055 0.7755 0.0301 3.8% 0.0041 0.5% 32% False False 116
60 0.8055 0.7755 0.0301 3.8% 0.0038 0.5% 32% False False 91
80 0.8055 0.7755 0.0301 3.8% 0.0035 0.4% 32% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7939
1.618 0.7906
1.000 0.7886
0.618 0.7874
HIGH 0.7854
0.618 0.7841
0.500 0.7837
0.382 0.7833
LOW 0.7821
0.618 0.7801
1.000 0.7789
1.618 0.7768
2.618 0.7736
4.250 0.7683
Fisher Pivots for day following 25-Apr-2022
Pivot 1 day 3 day
R1 0.7846 0.7914
PP 0.7842 0.7893
S1 0.7837 0.7871

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

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