CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 09-May-2022
Day Change Summary
Previous Current
06-May-2022 09-May-2022 Change Change % Previous Week
Open 0.7744 0.7725 -0.0019 -0.2% 0.7776
High 0.7796 0.7730 -0.0066 -0.8% 0.7858
Low 0.7740 0.7687 -0.0053 -0.7% 0.7740
Close 0.7742 0.7693 -0.0049 -0.6% 0.7742
Range 0.0057 0.0044 -0.0013 -23.0% 0.0118
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 127 359 232 182.7% 712
Daily Pivots for day following 09-May-2022
Classic Woodie Camarilla DeMark
R4 0.7834 0.7807 0.7717
R3 0.7790 0.7763 0.7705
R2 0.7747 0.7747 0.7701
R1 0.7720 0.7720 0.7697 0.7712
PP 0.7703 0.7703 0.7703 0.7699
S1 0.7676 0.7676 0.7689 0.7668
S2 0.7660 0.7660 0.7685
S3 0.7616 0.7633 0.7681
S4 0.7573 0.7589 0.7669
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 0.7687 0.0171 2.2% 0.0051 0.7% 4% False True 181
10 0.7858 0.7687 0.0171 2.2% 0.0050 0.7% 4% False True 175
20 0.8007 0.7687 0.0321 4.2% 0.0047 0.6% 2% False True 131
40 0.8053 0.7687 0.0367 4.8% 0.0041 0.5% 2% False True 82
60 0.8053 0.7687 0.0367 4.8% 0.0043 0.6% 2% False True 111
80 0.8053 0.7687 0.0367 4.8% 0.0041 0.5% 2% False True 100
100 0.8053 0.7687 0.0367 4.8% 0.0038 0.5% 2% False True 85
120 0.8053 0.7687 0.0367 4.8% 0.0036 0.5% 2% False True 80
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7844
1.618 0.7800
1.000 0.7774
0.618 0.7757
HIGH 0.7730
0.618 0.7713
0.500 0.7708
0.382 0.7703
LOW 0.7687
0.618 0.7660
1.000 0.7643
1.618 0.7616
2.618 0.7573
4.250 0.7502
Fisher Pivots for day following 09-May-2022
Pivot 1 day 3 day
R1 0.7708 0.7772
PP 0.7703 0.7746
S1 0.7698 0.7719

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

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