CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 0.7684 0.7674 -0.0010 -0.1% 0.7783
High 0.7711 0.7736 0.0026 0.3% 0.7859
Low 0.7660 0.7667 0.0007 0.1% 0.7740
Close 0.7675 0.7701 0.0026 0.3% 0.7745
Range 0.0051 0.0069 0.0019 36.6% 0.0119
ATR 0.0055 0.0056 0.0001 1.8% 0.0000
Volume 223 260 37 16.6% 1,063
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 0.7908 0.7873 0.7738
R3 0.7839 0.7804 0.7719
R2 0.7770 0.7770 0.7713
R1 0.7735 0.7735 0.7707 0.7753
PP 0.7701 0.7701 0.7701 0.7710
S1 0.7666 0.7666 0.7694 0.7684
S2 0.7632 0.7632 0.7688
S3 0.7563 0.7597 0.7682
S4 0.7494 0.7528 0.7663
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% 0.0065 0.8% 20% False False 331
10 0.7859 0.7660 0.0199 2.6% 0.0060 0.8% 20% False False 272
20 0.8008 0.7660 0.0348 4.5% 0.0055 0.7% 12% False False 231
40 0.8055 0.7660 0.0395 5.1% 0.0045 0.6% 10% False False 144
60 0.8055 0.7660 0.0395 5.1% 0.0043 0.6% 10% False False 136
80 0.8055 0.7660 0.0395 5.1% 0.0040 0.5% 10% False False 111
100 0.8055 0.7660 0.0395 5.1% 0.0035 0.5% 10% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7917
1.618 0.7848
1.000 0.7805
0.618 0.7779
HIGH 0.7736
0.618 0.7710
0.500 0.7702
0.382 0.7693
LOW 0.7667
0.618 0.7624
1.000 0.7598
1.618 0.7555
2.618 0.7486
4.250 0.7374
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 0.7702 0.7700
PP 0.7701 0.7700
S1 0.7701 0.7700

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

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