CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 22-Apr-2022
Day Change Summary
Previous Current
21-Apr-2022 22-Apr-2022 Change Change % Previous Week
Open 0.8005 0.7919 -0.0087 -1.1% 0.7912
High 0.8005 0.7944 -0.0061 -0.8% 0.8007
Low 0.7940 0.7848 -0.0092 -1.2% 0.7848
Close 0.7940 0.7851 -0.0089 -1.1% 0.7851
Range 0.0066 0.0096 0.0031 46.6% 0.0159
ATR 0.0046 0.0050 0.0004 7.7% 0.0000
Volume 83 177 94 113.3% 372
Daily Pivots for day following 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8169 0.8106 0.7903
R3 0.8073 0.8010 0.7877
R2 0.7977 0.7977 0.7868
R1 0.7914 0.7914 0.7859 0.7897
PP 0.7881 0.7881 0.7881 0.7873
S1 0.7818 0.7818 0.7842 0.7801
S2 0.7785 0.7785 0.7833
S3 0.7689 0.7722 0.7824
S4 0.7593 0.7626 0.7798
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8379 0.8274 0.7938
R3 0.8220 0.8115 0.7894
R2 0.8061 0.8061 0.7880
R1 0.7956 0.7956 0.7865 0.7929
PP 0.7902 0.7902 0.7902 0.7888
S1 0.7797 0.7797 0.7836 0.7770
S2 0.7743 0.7743 0.7821
S3 0.7584 0.7638 0.7807
S4 0.7425 0.7479 0.7763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8007 0.7848 0.0159 2.0% 0.0042 0.5% 2% False True 74
10 0.8007 0.7848 0.0159 2.0% 0.0045 0.6% 2% False True 75
20 0.8053 0.7848 0.0205 2.6% 0.0040 0.5% 1% False True 58
40 0.8053 0.7755 0.0299 3.8% 0.0043 0.5% 32% False False 97
60 0.8053 0.7755 0.0299 3.8% 0.0041 0.5% 32% False False 97
80 0.8053 0.7755 0.0299 3.8% 0.0038 0.5% 32% False False 80
100 0.8053 0.7699 0.0354 4.5% 0.0035 0.4% 43% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 0.8352
2.618 0.8195
1.618 0.8099
1.000 0.8040
0.618 0.8003
HIGH 0.7944
0.618 0.7907
0.500 0.7896
0.382 0.7885
LOW 0.7848
0.618 0.7789
1.000 0.7752
1.618 0.7693
2.618 0.7597
4.250 0.7440
Fisher Pivots for day following 22-Apr-2022
Pivot 1 day 3 day
R1 0.7896 0.7928
PP 0.7881 0.7902
S1 0.7866 0.7876

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

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