CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 0.7828 0.7783 -0.0045 -0.6% 0.7850
High 0.7858 0.7783 -0.0075 -1.0% 0.7858
Low 0.7772 0.7740 -0.0032 -0.4% 0.7763
Close 0.7788 0.7744 -0.0045 -0.6% 0.7788
Range 0.0086 0.0043 -0.0043 -50.0% 0.0095
ATR 0.0051 0.0051 0.0000 -0.4% 0.0000
Volume 202 239 37 18.3% 1,068
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 0.7885 0.7857 0.7767
R3 0.7842 0.7814 0.7755
R2 0.7799 0.7799 0.7751
R1 0.7771 0.7771 0.7747 0.7763
PP 0.7756 0.7756 0.7756 0.7752
S1 0.7728 0.7728 0.7740 0.7720
S2 0.7713 0.7713 0.7736
S3 0.7670 0.7685 0.7732
S4 0.7627 0.7642 0.7720
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 0.7740 0.0118 1.5% 0.0052 0.7% 3% False True 200
10 0.8008 0.7740 0.0268 3.5% 0.0053 0.7% 1% False True 221
20 0.8055 0.7740 0.0315 4.1% 0.0045 0.6% 1% False True 135
40 0.8055 0.7740 0.0315 4.1% 0.0041 0.5% 1% False True 126
60 0.8055 0.7740 0.0315 4.1% 0.0040 0.5% 1% False True 104
80 0.8055 0.7740 0.0315 4.1% 0.0037 0.5% 1% False True 85
100 0.8055 0.7709 0.0347 4.5% 0.0032 0.4% 10% False False 71
Crabel Price Patterns
NR True
NR4 False
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7966
2.618 0.7896
1.618 0.7853
1.000 0.7826
0.618 0.7810
HIGH 0.7783
0.618 0.7767
0.500 0.7762
0.382 0.7756
LOW 0.7740
0.618 0.7713
1.000 0.7697
1.618 0.7670
2.618 0.7627
4.250 0.7557
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 0.7762 0.7799
PP 0.7756 0.7781
S1 0.7750 0.7762

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

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