CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 23-May-2022
Day Change Summary
Previous Current
20-May-2022 23-May-2022 Change Change % Previous Week
Open 0.7801 0.7796 -0.0005 -0.1% 0.7743
High 0.7823 0.7826 0.0003 0.0% 0.7823
Low 0.7769 0.7796 0.0028 0.4% 0.7704
Close 0.7779 0.7821 0.0042 0.5% 0.7779
Range 0.0055 0.0030 -0.0025 -45.0% 0.0120
ATR 0.0058 0.0057 -0.0001 -1.4% 0.0000
Volume 1,469 521 -948 -64.5% 5,146
Daily Pivots for day following 23-May-2022
Classic Woodie Camarilla DeMark
R4 0.7904 0.7893 0.7838
R3 0.7874 0.7863 0.7829
R2 0.7844 0.7844 0.7827
R1 0.7833 0.7833 0.7824 0.7839
PP 0.7814 0.7814 0.7814 0.7817
S1 0.7803 0.7803 0.7818 0.7809
S2 0.7784 0.7784 0.7816
S3 0.7754 0.7773 0.7813
S4 0.7724 0.7743 0.7805
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8127 0.8073 0.7845
R3 0.8008 0.7953 0.7812
R2 0.7888 0.7888 0.7801
R1 0.7834 0.7834 0.7790 0.7861
PP 0.7769 0.7769 0.7769 0.7782
S1 0.7714 0.7714 0.7768 0.7741
S2 0.7649 0.7649 0.7757
S3 0.7530 0.7595 0.7746
S4 0.7410 0.7475 0.7713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7826 0.7753 0.0073 0.9% 0.0046 0.6% 93% True False 1,068
10 0.7826 0.7646 0.0181 2.3% 0.0055 0.7% 97% True False 744
20 0.7859 0.7646 0.0214 2.7% 0.0056 0.7% 82% False False 504
40 0.8055 0.7646 0.0410 5.2% 0.0048 0.6% 43% False False 298
60 0.8055 0.7646 0.0410 5.2% 0.0046 0.6% 43% False False 245
80 0.8055 0.7646 0.0410 5.2% 0.0042 0.5% 43% False False 194
100 0.8055 0.7646 0.0410 5.2% 0.0039 0.5% 43% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7954
2.618 0.7905
1.618 0.7875
1.000 0.7856
0.618 0.7845
HIGH 0.7826
0.618 0.7815
0.500 0.7811
0.382 0.7807
LOW 0.7796
0.618 0.7777
1.000 0.7766
1.618 0.7747
2.618 0.7717
4.250 0.7669
Fisher Pivots for day following 23-May-2022
Pivot 1 day 3 day
R1 0.7818 0.7811
PP 0.7814 0.7801
S1 0.7811 0.7792

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

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