CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 06-May-2022
Day Change Summary
Previous Current
05-May-2022 06-May-2022 Change Change % Previous Week
Open 0.7846 0.7789 -0.0057 -0.7% 0.7783
High 0.7859 0.7800 -0.0060 -0.8% 0.7859
Low 0.7770 0.7742 -0.0029 -0.4% 0.7740
Close 0.7775 0.7745 -0.0030 -0.4% 0.7745
Range 0.0089 0.0058 -0.0031 -34.8% 0.0119
ATR 0.0054 0.0054 0.0000 0.5% 0.0000
Volume 176 180 4 2.3% 1,063
Daily Pivots for day following 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7936 0.7899 0.7777
R3 0.7878 0.7841 0.7761
R2 0.7820 0.7820 0.7756
R1 0.7783 0.7783 0.7750 0.7772
PP 0.7762 0.7762 0.7762 0.7757
S1 0.7725 0.7725 0.7740 0.7714
S2 0.7704 0.7704 0.7734
S3 0.7646 0.7667 0.7729
S4 0.7588 0.7609 0.7713
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.8138 0.8061 0.7810
R3 0.8019 0.7942 0.7778
R2 0.7900 0.7900 0.7767
R1 0.7823 0.7823 0.7756 0.7802
PP 0.7781 0.7781 0.7781 0.7771
S1 0.7704 0.7704 0.7734 0.7683
S2 0.7662 0.7662 0.7723
S3 0.7543 0.7585 0.7712
S4 0.7424 0.7466 0.7680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7859 0.7740 0.0119 1.5% 0.0058 0.8% 4% False False 212
10 0.7859 0.7740 0.0119 1.5% 0.0054 0.7% 4% False False 213
20 0.8008 0.7740 0.0268 3.5% 0.0051 0.7% 2% False False 170
40 0.8055 0.7740 0.0315 4.1% 0.0043 0.6% 2% False False 117
60 0.8055 0.7740 0.0315 4.1% 0.0042 0.5% 2% False False 116
80 0.8055 0.7740 0.0315 4.1% 0.0039 0.5% 2% False False 95
100 0.8055 0.7709 0.0347 4.5% 0.0034 0.4% 11% False False 78
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8046
2.618 0.7951
1.618 0.7893
1.000 0.7858
0.618 0.7835
HIGH 0.7800
0.618 0.7777
0.500 0.7771
0.382 0.7764
LOW 0.7742
0.618 0.7706
1.000 0.7684
1.618 0.7648
2.618 0.7590
4.250 0.7495
Fisher Pivots for day following 06-May-2022
Pivot 1 day 3 day
R1 0.7771 0.7800
PP 0.7762 0.7782
S1 0.7754 0.7763

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

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