CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 0.7739 0.7684 -0.0056 -0.7% 0.7783
High 0.7740 0.7711 -0.0029 -0.4% 0.7859
Low 0.7681 0.7660 -0.0021 -0.3% 0.7740
Close 0.7696 0.7675 -0.0022 -0.3% 0.7745
Range 0.0059 0.0051 -0.0009 -14.4% 0.0119
ATR 0.0055 0.0055 0.0000 -0.6% 0.0000
Volume 819 223 -596 -72.8% 1,063
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 0.7833 0.7804 0.7702
R3 0.7783 0.7754 0.7688
R2 0.7732 0.7732 0.7684
R1 0.7703 0.7703 0.7679 0.7693
PP 0.7682 0.7682 0.7682 0.7676
S1 0.7653 0.7653 0.7670 0.7642
S2 0.7631 0.7631 0.7665
S3 0.7581 0.7602 0.7661
S4 0.7530 0.7552 0.7647
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 0.7660 0.0199 2.6% 0.0066 0.9% 7% False True 330
10 0.7859 0.7660 0.0199 2.6% 0.0056 0.7% 7% False True 277
20 0.8008 0.7660 0.0348 4.5% 0.0053 0.7% 4% False True 220
40 0.8055 0.7660 0.0395 5.1% 0.0044 0.6% 4% False True 138
60 0.8055 0.7660 0.0395 5.1% 0.0042 0.6% 4% False True 132
80 0.8055 0.7660 0.0395 5.1% 0.0040 0.5% 4% False True 108
100 0.8055 0.7660 0.0395 5.1% 0.0035 0.5% 4% False True 88
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7925
2.618 0.7843
1.618 0.7792
1.000 0.7761
0.618 0.7742
HIGH 0.7711
0.618 0.7691
0.500 0.7685
0.382 0.7679
LOW 0.7660
0.618 0.7629
1.000 0.7610
1.618 0.7578
2.618 0.7528
4.250 0.7445
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 0.7685 0.7730
PP 0.7682 0.7711
S1 0.7678 0.7693

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

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