CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 13-May-2022
Day Change Summary
Previous Current
12-May-2022 13-May-2022 Change Change % Previous Week
Open 0.7688 0.7689 0.0001 0.0% 0.7739
High 0.7692 0.7745 0.0054 0.7% 0.7745
Low 0.7646 0.7679 0.0034 0.4% 0.7646
Close 0.7646 0.7732 0.0087 1.1% 0.7732
Range 0.0046 0.0066 0.0020 43.5% 0.0100
ATR 0.0056 0.0059 0.0003 5.6% 0.0000
Volume 990 307 -683 -69.0% 2,599
Daily Pivots for day following 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7917 0.7890 0.7768
R3 0.7851 0.7824 0.7750
R2 0.7785 0.7785 0.7744
R1 0.7758 0.7758 0.7738 0.7772
PP 0.7719 0.7719 0.7719 0.7725
S1 0.7692 0.7692 0.7726 0.7706
S2 0.7653 0.7653 0.7720
S3 0.7587 0.7626 0.7714
S4 0.7521 0.7560 0.7696
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.8006 0.7969 0.7787
R3 0.7907 0.7869 0.7759
R2 0.7807 0.7807 0.7750
R1 0.7770 0.7770 0.7741 0.7739
PP 0.7708 0.7708 0.7708 0.7692
S1 0.7670 0.7670 0.7723 0.7639
S2 0.7608 0.7608 0.7714
S3 0.7509 0.7571 0.7705
S4 0.7409 0.7471 0.7677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7646 0.0100 1.3% 0.0058 0.8% 87% True False 519
10 0.7859 0.7646 0.0214 2.8% 0.0058 0.8% 41% False False 366
20 0.8008 0.7646 0.0362 4.7% 0.0054 0.7% 24% False False 283
40 0.8055 0.7646 0.0410 5.3% 0.0045 0.6% 21% False False 171
60 0.8055 0.7646 0.0410 5.3% 0.0044 0.6% 21% False False 157
80 0.8055 0.7646 0.0410 5.3% 0.0041 0.5% 21% False False 127
100 0.8055 0.7646 0.0410 5.3% 0.0036 0.5% 21% False False 104
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8026
2.618 0.7918
1.618 0.7852
1.000 0.7811
0.618 0.7786
HIGH 0.7745
0.618 0.7720
0.500 0.7712
0.382 0.7704
LOW 0.7679
0.618 0.7638
1.000 0.7613
1.618 0.7572
2.618 0.7506
4.250 0.7399
Fisher Pivots for day following 13-May-2022
Pivot 1 day 3 day
R1 0.7725 0.7720
PP 0.7719 0.7708
S1 0.7712 0.7695

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

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