CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 16-May-2022
Day Change Summary
Previous Current
13-May-2022 16-May-2022 Change Change % Previous Week
Open 0.7689 0.7743 0.0054 0.7% 0.7739
High 0.7745 0.7788 0.0043 0.6% 0.7745
Low 0.7679 0.7704 0.0025 0.3% 0.7646
Close 0.7732 0.7787 0.0055 0.7% 0.7732
Range 0.0066 0.0085 0.0019 28.0% 0.0100
ATR 0.0059 0.0061 0.0002 3.1% 0.0000
Volume 307 327 20 6.5% 2,599
Daily Pivots for day following 16-May-2022
Classic Woodie Camarilla DeMark
R4 0.8013 0.7985 0.7833
R3 0.7929 0.7900 0.7810
R2 0.7844 0.7844 0.7802
R1 0.7816 0.7816 0.7795 0.7830
PP 0.7760 0.7760 0.7760 0.7767
S1 0.7731 0.7731 0.7779 0.7745
S2 0.7675 0.7675 0.7772
S3 0.7591 0.7647 0.7764
S4 0.7506 0.7562 0.7741
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 0.7788 0.7646 0.0143 1.8% 0.0063 0.8% 99% True False 421
10 0.7859 0.7646 0.0214 2.7% 0.0062 0.8% 66% False False 375
20 0.8008 0.7646 0.0362 4.6% 0.0057 0.7% 39% False False 298
40 0.8055 0.7646 0.0410 5.3% 0.0047 0.6% 35% False False 173
60 0.8055 0.7646 0.0410 5.3% 0.0046 0.6% 35% False False 162
80 0.8055 0.7646 0.0410 5.3% 0.0042 0.5% 35% False False 131
100 0.8055 0.7646 0.0410 5.3% 0.0037 0.5% 35% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8147
2.618 0.8009
1.618 0.7925
1.000 0.7873
0.618 0.7840
HIGH 0.7788
0.618 0.7756
0.500 0.7746
0.382 0.7736
LOW 0.7704
0.618 0.7651
1.000 0.7619
1.618 0.7567
2.618 0.7482
4.250 0.7344
Fisher Pivots for day following 16-May-2022
Pivot 1 day 3 day
R1 0.7773 0.7764
PP 0.7760 0.7740
S1 0.7746 0.7717

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

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