CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 0.7850 0.7845 -0.0005 -0.1% 0.7922
High 0.7854 0.7849 -0.0005 -0.1% 0.8008
Low 0.7821 0.7794 -0.0027 -0.3% 0.7852
Close 0.7850 0.7808 -0.0043 -0.5% 0.7853
Range 0.0033 0.0055 0.0023 69.2% 0.0156
ATR 0.0049 0.0049 0.0001 1.0% 0.0000
Volume 306 91 -215 -70.3% 936
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7982 0.7950 0.7838
R3 0.7927 0.7895 0.7823
R2 0.7872 0.7872 0.7818
R1 0.7840 0.7840 0.7813 0.7828
PP 0.7817 0.7817 0.7817 0.7811
S1 0.7785 0.7785 0.7802 0.7773
S2 0.7762 0.7762 0.7797
S3 0.7707 0.7730 0.7792
S4 0.7652 0.7675 0.7777
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 0.7794 0.0214 2.7% 0.0059 0.8% 6% False True 248
10 0.8008 0.7794 0.0214 2.7% 0.0050 0.6% 6% False True 162
20 0.8055 0.7794 0.0261 3.3% 0.0041 0.5% 5% False True 94
40 0.8055 0.7755 0.0301 3.8% 0.0041 0.5% 18% False False 114
60 0.8055 0.7755 0.0301 3.8% 0.0038 0.5% 18% False False 92
80 0.8055 0.7755 0.0301 3.8% 0.0035 0.5% 18% False False 74
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8083
2.618 0.7993
1.618 0.7938
1.000 0.7904
0.618 0.7883
HIGH 0.7849
0.618 0.7828
0.500 0.7822
0.382 0.7815
LOW 0.7794
0.618 0.7760
1.000 0.7739
1.618 0.7705
2.618 0.7650
4.250 0.7560
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 0.7822 0.7871
PP 0.7817 0.7850
S1 0.7812 0.7829

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

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