CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 27-Apr-2022
Day Change Summary
Previous Current
26-Apr-2022 27-Apr-2022 Change Change % Previous Week
Open 0.7845 0.7793 -0.0053 -0.7% 0.7922
High 0.7849 0.7807 -0.0042 -0.5% 0.8008
Low 0.7794 0.7777 -0.0018 -0.2% 0.7852
Close 0.7808 0.7787 -0.0021 -0.3% 0.7853
Range 0.0055 0.0031 -0.0025 -44.5% 0.0156
ATR 0.0049 0.0048 -0.0001 -2.7% 0.0000
Volume 91 314 223 245.1% 936
Daily Pivots for day following 27-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7882 0.7865 0.7804
R3 0.7851 0.7834 0.7795
R2 0.7821 0.7821 0.7793
R1 0.7804 0.7804 0.7790 0.7797
PP 0.7790 0.7790 0.7790 0.7787
S1 0.7773 0.7773 0.7784 0.7767
S2 0.7760 0.7760 0.7781
S3 0.7729 0.7743 0.7779
S4 0.7699 0.7712 0.7770
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 0.7777 0.0231 3.0% 0.0056 0.7% 5% False True 228
10 0.8008 0.7777 0.0231 3.0% 0.0050 0.6% 5% False True 190
20 0.8055 0.7777 0.0279 3.6% 0.0041 0.5% 4% False True 109
40 0.8055 0.7755 0.0301 3.9% 0.0040 0.5% 11% False False 119
60 0.8055 0.7755 0.0301 3.9% 0.0038 0.5% 11% False False 95
80 0.8055 0.7755 0.0301 3.9% 0.0036 0.5% 11% False False 78
100 0.8055 0.7709 0.0347 4.4% 0.0031 0.4% 23% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7937
2.618 0.7887
1.618 0.7856
1.000 0.7838
0.618 0.7826
HIGH 0.7807
0.618 0.7795
0.500 0.7792
0.382 0.7788
LOW 0.7777
0.618 0.7758
1.000 0.7746
1.618 0.7727
2.618 0.7697
4.250 0.7647
Fisher Pivots for day following 27-Apr-2022
Pivot 1 day 3 day
R1 0.7792 0.7815
PP 0.7790 0.7806
S1 0.7789 0.7796

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

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