CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 19-Apr-2022
Day Change Summary
Previous Current
18-Apr-2022 19-Apr-2022 Change Change % Previous Week
Open 0.7912 0.7923 0.0012 0.1% 0.7940
High 0.7921 0.7925 0.0004 0.1% 0.7975
Low 0.7912 0.7910 -0.0002 0.0% 0.7884
Close 0.7918 0.7912 -0.0007 -0.1% 0.7922
Range 0.0010 0.0015 0.0006 57.9% 0.0091
ATR 0.0043 0.0041 -0.0002 -4.6% 0.0000
Volume 14 60 46 328.6% 352
Daily Pivots for day following 19-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7961 0.7951 0.7920
R3 0.7946 0.7936 0.7916
R2 0.7931 0.7931 0.7914
R1 0.7921 0.7921 0.7913 0.7918
PP 0.7916 0.7916 0.7916 0.7914
S1 0.7906 0.7906 0.7910 0.7903
S2 0.7901 0.7901 0.7909
S3 0.7886 0.7891 0.7907
S4 0.7871 0.7876 0.7903
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8200 0.8152 0.7972
R3 0.8109 0.8061 0.7947
R2 0.8018 0.8018 0.7939
R1 0.7970 0.7970 0.7930 0.7949
PP 0.7927 0.7927 0.7927 0.7916
S1 0.7879 0.7879 0.7914 0.7858
S2 0.7836 0.7836 0.7905
S3 0.7745 0.7788 0.7897
S4 0.7654 0.7697 0.7872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7975 0.7884 0.0091 1.2% 0.0041 0.5% 30% False False 73
10 0.8053 0.7884 0.0169 2.1% 0.0036 0.5% 16% False False 64
20 0.8053 0.7884 0.0169 2.1% 0.0035 0.4% 16% False False 45
40 0.8053 0.7755 0.0299 3.8% 0.0042 0.5% 53% False False 106
60 0.8053 0.7755 0.0299 3.8% 0.0041 0.5% 53% False False 94
80 0.8053 0.7755 0.0299 3.8% 0.0037 0.5% 53% False False 77
100 0.8053 0.7699 0.0354 4.5% 0.0035 0.4% 60% False False 72
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7964
1.618 0.7949
1.000 0.7940
0.618 0.7934
HIGH 0.7925
0.618 0.7919
0.500 0.7918
0.382 0.7916
LOW 0.7910
0.618 0.7901
1.000 0.7895
1.618 0.7886
2.618 0.7871
4.250 0.7846
Fisher Pivots for day following 19-Apr-2022
Pivot 1 day 3 day
R1 0.7918 0.7939
PP 0.7916 0.7930
S1 0.7914 0.7921

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

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