CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 03-May-2022
Day Change Summary
Previous Current
02-May-2022 03-May-2022 Change Change % Previous Week
Open 0.7776 0.7771 -0.0005 -0.1% 0.7824
High 0.7776 0.7782 0.0006 0.1% 0.7853
Low 0.7741 0.7770 0.0030 0.4% 0.7760
Close 0.7741 0.7780 0.0039 0.5% 0.7786
Range 0.0035 0.0012 -0.0024 -67.1% 0.0094
ATR 0.0050 0.0050 -0.0001 -1.3% 0.0000
Volume 166 245 79 47.6% 840
Daily Pivots for day following 03-May-2022
Classic Woodie Camarilla DeMark
R4 0.7812 0.7807 0.7786
R3 0.7800 0.7796 0.7783
R2 0.7789 0.7789 0.7782
R1 0.7784 0.7784 0.7781 0.7786
PP 0.7777 0.7777 0.7777 0.7778
S1 0.7773 0.7773 0.7778 0.7775
S2 0.7766 0.7766 0.7777
S3 0.7754 0.7761 0.7776
S4 0.7743 0.7750 0.7773
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 0.7741 0.0113 1.4% 0.0043 0.5% 35% False False 190
10 0.8007 0.7741 0.0267 3.4% 0.0047 0.6% 15% False False 154
20 0.8053 0.7741 0.0313 4.0% 0.0042 0.5% 12% False False 109
40 0.8053 0.7741 0.0313 4.0% 0.0040 0.5% 12% False False 95
60 0.8053 0.7741 0.0313 4.0% 0.0041 0.5% 12% False False 108
80 0.8053 0.7741 0.0313 4.0% 0.0040 0.5% 12% False False 94
100 0.8053 0.7699 0.0354 4.6% 0.0036 0.5% 23% False False 83
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7812
1.618 0.7800
1.000 0.7793
0.618 0.7789
HIGH 0.7782
0.618 0.7777
0.500 0.7776
0.382 0.7774
LOW 0.7770
0.618 0.7763
1.000 0.7759
1.618 0.7751
2.618 0.7740
4.250 0.7721
Fisher Pivots for day following 03-May-2022
Pivot 1 day 3 day
R1 0.7778 0.7797
PP 0.7777 0.7791
S1 0.7776 0.7785

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

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