CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 28-Apr-2022
Day Change Summary
Previous Current
27-Apr-2022 28-Apr-2022 Change Change % Previous Week
Open 0.7780 0.7780 0.0000 0.0% 0.7912
High 0.7805 0.7811 0.0007 0.1% 0.8007
Low 0.7771 0.7760 -0.0012 -0.1% 0.7848
Close 0.7785 0.7802 0.0018 0.2% 0.7851
Range 0.0034 0.0052 0.0018 53.7% 0.0159
ATR 0.0048 0.0048 0.0000 0.5% 0.0000
Volume 283 150 -133 -47.0% 372
Daily Pivots for day following 28-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7945 0.7925 0.7830
R3 0.7894 0.7874 0.7816
R2 0.7842 0.7842 0.7811
R1 0.7822 0.7822 0.7807 0.7832
PP 0.7791 0.7791 0.7791 0.7796
S1 0.7771 0.7771 0.7797 0.7781
S2 0.7739 0.7739 0.7793
S3 0.7688 0.7719 0.7788
S4 0.7636 0.7668 0.7774
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 0.7944 0.7760 0.0185 2.4% 0.0052 0.7% 23% False True 182
10 0.8007 0.7760 0.0248 3.2% 0.0044 0.6% 17% False True 116
20 0.8053 0.7760 0.0294 3.8% 0.0039 0.5% 14% False True 88
40 0.8053 0.7755 0.0299 3.8% 0.0041 0.5% 16% False False 106
60 0.8053 0.7755 0.0299 3.8% 0.0041 0.5% 16% False False 103
80 0.8053 0.7755 0.0299 3.8% 0.0039 0.5% 16% False False 89
100 0.8053 0.7699 0.0354 4.5% 0.0036 0.5% 29% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8030
2.618 0.7946
1.618 0.7894
1.000 0.7863
0.618 0.7843
HIGH 0.7811
0.618 0.7791
0.500 0.7785
0.382 0.7779
LOW 0.7760
0.618 0.7728
1.000 0.7708
1.618 0.7676
2.618 0.7625
4.250 0.7541
Fisher Pivots for day following 28-Apr-2022
Pivot 1 day 3 day
R1 0.7796 0.7801
PP 0.7791 0.7801
S1 0.7785 0.7800

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

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