CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 0.7779 0.7805 0.0026 0.3% 0.7739
High 0.7807 0.7810 0.0004 0.0% 0.7745
Low 0.7777 0.7753 -0.0024 -0.3% 0.7646
Close 0.7793 0.7762 -0.0031 -0.4% 0.7732
Range 0.0030 0.0057 0.0028 93.2% 0.0100
ATR 0.0059 0.0058 0.0000 -0.2% 0.0000
Volume 1,708 790 -918 -53.7% 2,599
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 0.7946 0.7911 0.7793
R3 0.7889 0.7854 0.7778
R2 0.7832 0.7832 0.7772
R1 0.7797 0.7797 0.7767 0.7786
PP 0.7775 0.7775 0.7775 0.7770
S1 0.7740 0.7740 0.7757 0.7729
S2 0.7718 0.7718 0.7752
S3 0.7661 0.7683 0.7746
S4 0.7604 0.7626 0.7731
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 0.7810 0.7646 0.0165 2.1% 0.0057 0.7% 71% True False 824
10 0.7859 0.7646 0.0214 2.8% 0.0061 0.8% 55% False False 578
20 0.8008 0.7646 0.0362 4.7% 0.0058 0.8% 32% False False 399
40 0.8055 0.7646 0.0410 5.3% 0.0048 0.6% 28% False False 234
60 0.8055 0.7646 0.0410 5.3% 0.0046 0.6% 28% False False 203
80 0.8055 0.7646 0.0410 5.3% 0.0042 0.5% 28% False False 160
100 0.8055 0.7646 0.0410 5.3% 0.0037 0.5% 28% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 0.8052
2.618 0.7959
1.618 0.7902
1.000 0.7867
0.618 0.7845
HIGH 0.7810
0.618 0.7788
0.500 0.7782
0.382 0.7775
LOW 0.7753
0.618 0.7718
1.000 0.7696
1.618 0.7661
2.618 0.7604
4.250 0.7511
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 0.7782 0.7760
PP 0.7775 0.7759
S1 0.7769 0.7757

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

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