CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 19-May-2022
Day Change Summary
Previous Current
18-May-2022 19-May-2022 Change Change % Previous Week
Open 0.7805 0.7758 -0.0047 -0.6% 0.7739
High 0.7810 0.7818 0.0008 0.1% 0.7745
Low 0.7753 0.7757 0.0004 0.1% 0.7646
Close 0.7762 0.7811 0.0049 0.6% 0.7732
Range 0.0057 0.0061 0.0004 7.0% 0.0100
ATR 0.0058 0.0059 0.0000 0.3% 0.0000
Volume 790 852 62 7.8% 2,599
Daily Pivots for day following 19-May-2022
Classic Woodie Camarilla DeMark
R4 0.7978 0.7956 0.7845
R3 0.7917 0.7895 0.7828
R2 0.7856 0.7856 0.7822
R1 0.7834 0.7834 0.7817 0.7845
PP 0.7795 0.7795 0.7795 0.7801
S1 0.7773 0.7773 0.7805 0.7784
S2 0.7734 0.7734 0.7800
S3 0.7673 0.7712 0.7794
S4 0.7612 0.7651 0.7777
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 0.7818 0.7679 0.0139 1.8% 0.0060 0.8% 95% True False 796
10 0.7818 0.7646 0.0173 2.2% 0.0058 0.7% 96% True False 645
20 0.7948 0.7646 0.0302 3.9% 0.0058 0.7% 55% False False 440
40 0.8055 0.7646 0.0410 5.2% 0.0048 0.6% 40% False False 252
60 0.8055 0.7646 0.0410 5.2% 0.0046 0.6% 40% False False 217
80 0.8055 0.7646 0.0410 5.2% 0.0043 0.5% 40% False False 170
100 0.8055 0.7646 0.0410 5.2% 0.0038 0.5% 40% False False 139
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8077
2.618 0.7978
1.618 0.7917
1.000 0.7879
0.618 0.7856
HIGH 0.7818
0.618 0.7795
0.500 0.7788
0.382 0.7780
LOW 0.7757
0.618 0.7719
1.000 0.7696
1.618 0.7658
2.618 0.7597
4.250 0.7498
Fisher Pivots for day following 19-May-2022
Pivot 1 day 3 day
R1 0.7803 0.7803
PP 0.7795 0.7794
S1 0.7788 0.7786

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

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