CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	0.7803	0.7825	0.0023	0.3%	0.7796
High	0.7827	0.7859	0.0032	0.4%	0.7859
Low	0.7780	0.7820	0.0040	0.5%	0.7760
Close	0.7827	0.7856	0.0029	0.4%	0.7856
Range	0.0047	0.0039	-0.0008	-17.0%	0.0099
ATR	0.0056	0.0054	-0.0001	-2.1%	0.0000
Volume	890	1,429	539	60.6%	5,699

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7962	0.7948	0.7877
R3	0.7923	0.7909	0.7866
R2	0.7884	0.7884	0.7863
R1	0.7870	0.7870	0.7859	0.7877
PP	0.7845	0.7845	0.7845	0.7848
S1	0.7831	0.7831	0.7852	0.7838
S2	0.7806	0.7806	0.7848
S3	0.7767	0.7792	0.7845
S4	0.7728	0.7753	0.7834

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8086	0.7910
R3	0.8022	0.7988	0.7883
R2	0.7923	0.7923	0.7874
R1	0.7889	0.7889	0.7865	0.7906
PP	0.7825	0.7825	0.7825	0.7833
S1	0.7791	0.7791	0.7846	0.7808
S2	0.7726	0.7726	0.7837
S3	0.7628	0.7692	0.7828
S4	0.7529	0.7594	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7859	0.7760	0.0099	1.3%	0.0043	0.5%	97%	True	False	1,139
10	0.7859	0.7704	0.0155	2.0%	0.0050	0.6%	98%	True	False	1,084
20	0.7859	0.7646	0.0214	2.7%	0.0054	0.7%	98%	False	False	725
40	0.8055	0.7646	0.0410	5.2%	0.0049	0.6%	51%	False	False	425
60	0.8055	0.7646	0.0410	5.2%	0.0046	0.6%	51%	False	False	324
80	0.8055	0.7646	0.0410	5.2%	0.0043	0.5%	51%	False	False	257
100	0.8055	0.7646	0.0410	5.2%	0.0040	0.5%	51%	False	False	211
120	0.8055	0.7646	0.0410	5.2%	0.0036	0.5%	51%	False	False	178

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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8024
2.618	0.7961
1.618	0.7922
1.000	0.7898
0.618	0.7883
HIGH	0.7859
0.618	0.7844
0.500	0.7839
0.382	0.7834
LOW	0.7820
0.618	0.7795
1.000	0.7781
1.618	0.7756
2.618	0.7717
4.250	0.7654

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	0.7850	0.7840
PP	0.7845	0.7825
S1	0.7839	0.7809

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols