CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 29-Apr-2022
Day Change Summary
Previous Current
28-Apr-2022 29-Apr-2022 Change Change % Previous Week
Open 0.7780 0.7845 0.0065 0.8% 0.7824
High 0.7811 0.7853 0.0042 0.5% 0.7853
Low 0.7760 0.7772 0.0013 0.2% 0.7760
Close 0.7802 0.7786 -0.0017 -0.2% 0.7786
Range 0.0052 0.0081 0.0030 57.3% 0.0094
ATR 0.0048 0.0051 0.0002 4.8% 0.0000
Volume 150 106 -44 -29.3% 840
Daily Pivots for day following 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8047 0.7997 0.7830
R3 0.7966 0.7916 0.7808
R2 0.7885 0.7885 0.7800
R1 0.7835 0.7835 0.7793 0.7819
PP 0.7804 0.7804 0.7804 0.7796
S1 0.7754 0.7754 0.7778 0.7738
S2 0.7723 0.7723 0.7771
S3 0.7642 0.7673 0.7763
S4 0.7561 0.7592 0.7741
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8080 0.8026 0.7837
R3 0.7986 0.7933 0.7811
R2 0.7893 0.7893 0.7803
R1 0.7839 0.7839 0.7794 0.7819
PP 0.7799 0.7799 0.7799 0.7789
S1 0.7746 0.7746 0.7777 0.7726
S2 0.7706 0.7706 0.7768
S3 0.7612 0.7652 0.7760
S4 0.7519 0.7559 0.7734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7760 0.0094 1.2% 0.0049 0.6% 28% True False 168
10 0.8007 0.7760 0.0248 3.2% 0.0045 0.6% 11% False False 121
20 0.8053 0.7760 0.0294 3.8% 0.0042 0.5% 9% False False 91
40 0.8053 0.7755 0.0299 3.8% 0.0042 0.5% 10% False False 105
60 0.8053 0.7755 0.0299 3.8% 0.0042 0.5% 10% False False 103
80 0.8053 0.7755 0.0299 3.8% 0.0040 0.5% 10% False False 89
100 0.8053 0.7699 0.0354 4.5% 0.0036 0.5% 24% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8197
2.618 0.8065
1.618 0.7984
1.000 0.7934
0.618 0.7903
HIGH 0.7853
0.618 0.7822
0.500 0.7813
0.382 0.7803
LOW 0.7772
0.618 0.7722
1.000 0.7691
1.618 0.7641
2.618 0.7560
4.250 0.7428
Fisher Pivots for day following 29-Apr-2022
Pivot 1 day 3 day
R1 0.7813 0.7806
PP 0.7804 0.7799
S1 0.7795 0.7792

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

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