CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 06-May-2022
Day Change Summary
Previous Current
05-May-2022 06-May-2022 Change Change % Previous Week
Open 0.7853 0.7744 -0.0110 -1.4% 0.7776
High 0.7858 0.7796 -0.0062 -0.8% 0.7858
Low 0.7773 0.7740 -0.0033 -0.4% 0.7740
Close 0.7773 0.7742 -0.0031 -0.4% 0.7742
Range 0.0085 0.0057 -0.0029 -33.5% 0.0118
ATR 0.0053 0.0053 0.0000 0.5% 0.0000
Volume 51 127 76 149.0% 712
Daily Pivots for day following 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7929 0.7892 0.7773
R3 0.7872 0.7835 0.7758
R2 0.7816 0.7816 0.7752
R1 0.7779 0.7779 0.7747 0.7769
PP 0.7759 0.7759 0.7759 0.7754
S1 0.7722 0.7722 0.7737 0.7713
S2 0.7703 0.7703 0.7732
S3 0.7646 0.7666 0.7726
S4 0.7590 0.7609 0.7711
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.8134 0.8056 0.7807
R3 0.8016 0.7938 0.7774
R2 0.7898 0.7898 0.7764
R1 0.7820 0.7820 0.7753 0.7800
PP 0.7780 0.7780 0.7780 0.7770
S1 0.7702 0.7702 0.7731 0.7682
S2 0.7662 0.7662 0.7720
S3 0.7544 0.7584 0.7710
S4 0.7426 0.7466 0.7677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7858 0.7740 0.0118 1.5% 0.0049 0.6% 2% False True 142
10 0.7858 0.7740 0.0118 1.5% 0.0049 0.6% 2% False True 155
20 0.8007 0.7740 0.0268 3.5% 0.0047 0.6% 1% False True 115
40 0.8053 0.7740 0.0314 4.0% 0.0041 0.5% 1% False True 78
60 0.8053 0.7740 0.0314 4.0% 0.0043 0.6% 1% False True 110
80 0.8053 0.7740 0.0314 4.0% 0.0040 0.5% 1% False True 96
100 0.8053 0.7699 0.0354 4.6% 0.0038 0.5% 12% False False 82
120 0.8053 0.7699 0.0354 4.6% 0.0036 0.5% 12% False False 78
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8036
2.618 0.7944
1.618 0.7887
1.000 0.7853
0.618 0.7831
HIGH 0.7796
0.618 0.7774
0.500 0.7768
0.382 0.7761
LOW 0.7740
0.618 0.7705
1.000 0.7683
1.618 0.7648
2.618 0.7592
4.250 0.7499
Fisher Pivots for day following 06-May-2022
Pivot 1 day 3 day
R1 0.7768 0.7799
PP 0.7759 0.7780
S1 0.7751 0.7761

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

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