CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 03-May-2022
Day Change Summary
Previous Current
02-May-2022 03-May-2022 Change Change % Previous Week
Open 0.7783 0.7776 -0.0008 -0.1% 0.7850
High 0.7783 0.7786 0.0003 0.0% 0.7858
Low 0.7740 0.7756 0.0016 0.2% 0.7763
Close 0.7744 0.7782 0.0039 0.5% 0.7788
Range 0.0043 0.0030 -0.0013 -30.2% 0.0095
ATR 0.0051 0.0050 -0.0001 -1.1% 0.0000
Volume 239 213 -26 -10.9% 1,068
Daily Pivots for day following 03-May-2022
Classic Woodie Camarilla DeMark
R4 0.7865 0.7853 0.7799
R3 0.7835 0.7823 0.7790
R2 0.7805 0.7805 0.7788
R1 0.7793 0.7793 0.7785 0.7799
PP 0.7775 0.7775 0.7775 0.7778
S1 0.7763 0.7763 0.7779 0.7769
S2 0.7745 0.7745 0.7777
S3 0.7715 0.7733 0.7774
S4 0.7685 0.7703 0.7766
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% 0.0047 0.6% 36% False False 224
10 0.8008 0.7740 0.0268 3.4% 0.0053 0.7% 16% False False 236
20 0.8055 0.7740 0.0315 4.0% 0.0045 0.6% 13% False False 146
40 0.8055 0.7740 0.0315 4.0% 0.0040 0.5% 13% False False 123
60 0.8055 0.7740 0.0315 4.0% 0.0039 0.5% 13% False False 107
80 0.8055 0.7740 0.0315 4.0% 0.0037 0.5% 13% False False 88
100 0.8055 0.7709 0.0347 4.5% 0.0033 0.4% 21% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7914
2.618 0.7865
1.618 0.7835
1.000 0.7816
0.618 0.7805
HIGH 0.7786
0.618 0.7775
0.500 0.7771
0.382 0.7767
LOW 0.7756
0.618 0.7737
1.000 0.7726
1.618 0.7707
2.618 0.7677
4.250 0.7629
Fisher Pivots for day following 03-May-2022
Pivot 1 day 3 day
R1 0.7778 0.7799
PP 0.7775 0.7793
S1 0.7771 0.7788

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

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