CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 25-Apr-2022

Day Change Summary
	Previous	Current
	22-Apr-2022	25-Apr-2022	Change	Change %	Previous Week
Open	0.7919	0.7824	-0.0095	-1.2%	0.7912
High	0.7944	0.7848	-0.0096	-1.2%	0.8007
Low	0.7848	0.7818	-0.0030	-0.4%	0.7848
Close	0.7851	0.7848	-0.0003	0.0%	0.7851
Range	0.0096	0.0030	-0.0066	-68.8%	0.0159
ATR	0.0050	0.0048	-0.0001	-2.5%	0.0000
Volume	177	152	-25	-14.1%	372

Daily Pivots for day following 25-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7918	0.7865
R3	0.7898	0.7888	0.7856
R2	0.7868	0.7868	0.7854
R1	0.7858	0.7858	0.7851	0.7863
PP	0.7838	0.7838	0.7838	0.7841
S1	0.7828	0.7828	0.7845	0.7833
S2	0.7808	0.7808	0.7843
S3	0.7778	0.7798	0.7840
S4	0.7748	0.7768	0.7832

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	0.7818	0.0189	2.4%	0.0046	0.6%	16%	False	True	102
10	0.8007	0.7818	0.0189	2.4%	0.0045	0.6%	16%	False	True	87
20	0.8053	0.7818	0.0235	3.0%	0.0039	0.5%	13%	False	True	63
40	0.8053	0.7755	0.0299	3.8%	0.0042	0.5%	31%	False	False	99
60	0.8053	0.7755	0.0299	3.8%	0.0040	0.5%	31%	False	False	99
80	0.8053	0.7755	0.0299	3.8%	0.0039	0.5%	31%	False	False	82
100	0.8053	0.7699	0.0354	4.5%	0.0035	0.4%	42%	False	False	75

Crabel Price Patterns
NR	True
NR4	False
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7976
2.618	0.7927
1.618	0.7897
1.000	0.7878
0.618	0.7867
HIGH	0.7848
0.618	0.7837
0.500	0.7833
0.382	0.7829
LOW	0.7818
0.618	0.7799
1.000	0.7788
1.618	0.7769
2.618	0.7739
4.250	0.7691

Fisher Pivots for day following 25-Apr-2022
Pivot	1 day	3 day
R1	0.7843	0.7912
PP	0.7838	0.7890
S1	0.7833	0.7869

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