CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 09-May-2022
Day Change Summary
Previous Current
06-May-2022 09-May-2022 Change Change % Previous Week
Open 0.7789 0.7739 -0.0050 -0.6% 0.7783
High 0.7800 0.7740 -0.0060 -0.8% 0.7859
Low 0.7742 0.7681 -0.0061 -0.8% 0.7740
Close 0.7745 0.7696 -0.0049 -0.6% 0.7745
Range 0.0058 0.0059 0.0001 1.7% 0.0119
ATR 0.0054 0.0055 0.0001 1.3% 0.0000
Volume 180 819 639 355.0% 1,063
Daily Pivots for day following 09-May-2022
Classic Woodie Camarilla DeMark
R4 0.7882 0.7848 0.7728
R3 0.7823 0.7789 0.7712
R2 0.7764 0.7764 0.7707
R1 0.7730 0.7730 0.7701 0.7718
PP 0.7705 0.7705 0.7705 0.7699
S1 0.7671 0.7671 0.7691 0.7659
S2 0.7646 0.7646 0.7685
S3 0.7587 0.7612 0.7680
S4 0.7528 0.7553 0.7664
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 0.7681 0.0179 2.3% 0.0062 0.8% 9% False True 328
10 0.7859 0.7681 0.0179 2.3% 0.0057 0.7% 9% False True 264
20 0.8008 0.7681 0.0327 4.2% 0.0052 0.7% 5% False True 211
40 0.8055 0.7681 0.0375 4.9% 0.0044 0.6% 4% False True 135
60 0.8055 0.7681 0.0375 4.9% 0.0042 0.5% 4% False True 129
80 0.8055 0.7681 0.0375 4.9% 0.0039 0.5% 4% False True 105
100 0.8055 0.7681 0.0375 4.9% 0.0035 0.4% 4% False True 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7894
1.618 0.7835
1.000 0.7799
0.618 0.7776
HIGH 0.7740
0.618 0.7717
0.500 0.7710
0.382 0.7703
LOW 0.7681
0.618 0.7644
1.000 0.7622
1.618 0.7585
2.618 0.7526
4.250 0.7430
Fisher Pivots for day following 09-May-2022
Pivot 1 day 3 day
R1 0.7710 0.7770
PP 0.7705 0.7745
S1 0.7701 0.7721

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

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