CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 29-Apr-2022
Day Change Summary
Previous Current
28-Apr-2022 29-Apr-2022 Change Change % Previous Week
Open 0.7791 0.7828 0.0038 0.5% 0.7850
High 0.7809 0.7858 0.0049 0.6% 0.7858
Low 0.7763 0.7772 0.0009 0.1% 0.7763
Close 0.7804 0.7788 -0.0016 -0.2% 0.7788
Range 0.0046 0.0086 0.0040 87.0% 0.0095
ATR 0.0048 0.0051 0.0003 5.7% 0.0000
Volume 155 202 47 30.3% 1,068
Daily Pivots for day following 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8064 0.8012 0.7835
R3 0.7978 0.7926 0.7812
R2 0.7892 0.7892 0.7804
R1 0.7840 0.7840 0.7796 0.7823
PP 0.7806 0.7806 0.7806 0.7798
S1 0.7754 0.7754 0.7780 0.7737
S2 0.7720 0.7720 0.7772
S3 0.7634 0.7668 0.7764
S4 0.7548 0.7582 0.7741
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8088 0.8033 0.7840
R3 0.7993 0.7938 0.7814
R2 0.7898 0.7898 0.7805
R1 0.7843 0.7843 0.7797 0.7823
PP 0.7803 0.7803 0.7803 0.7793
S1 0.7748 0.7748 0.7779 0.7728
S2 0.7708 0.7708 0.7771
S3 0.7613 0.7653 0.7762
S4 0.7518 0.7558 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7858 0.7763 0.0095 1.2% 0.0050 0.6% 26% True False 213
10 0.8008 0.7763 0.0245 3.1% 0.0050 0.6% 10% False False 200
20 0.8055 0.7763 0.0292 3.7% 0.0044 0.6% 9% False False 124
40 0.8055 0.7755 0.0301 3.9% 0.0041 0.5% 11% False False 123
60 0.8055 0.7755 0.0301 3.9% 0.0039 0.5% 11% False False 101
80 0.8055 0.7755 0.0301 3.9% 0.0037 0.5% 11% False False 82
100 0.8055 0.7709 0.0347 4.4% 0.0032 0.4% 23% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8224
2.618 0.8083
1.618 0.7997
1.000 0.7944
0.618 0.7911
HIGH 0.7858
0.618 0.7825
0.500 0.7815
0.382 0.7805
LOW 0.7772
0.618 0.7719
1.000 0.7686
1.618 0.7633
2.618 0.7547
4.250 0.7407
Fisher Pivots for day following 29-Apr-2022
Pivot 1 day 3 day
R1 0.7815 0.7811
PP 0.7806 0.7803
S1 0.7797 0.7796

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

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