CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 0.7690 0.7708 0.0018 0.2% 0.7776
High 0.7690 0.7732 0.0042 0.5% 0.7858
Low 0.7663 0.7692 0.0029 0.4% 0.7740
Close 0.7672 0.7699 0.0027 0.3% 0.7742
Range 0.0028 0.0041 0.0013 47.3% 0.0118
ATR 0.0052 0.0052 0.0001 1.2% 0.0000
Volume 53 40 -13 -24.5% 712
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 0.7829 0.7804 0.7721
R3 0.7788 0.7764 0.7710
R2 0.7748 0.7748 0.7706
R1 0.7723 0.7723 0.7702 0.7715
PP 0.7707 0.7707 0.7707 0.7703
S1 0.7683 0.7683 0.7695 0.7675
S2 0.7667 0.7667 0.7691
S3 0.7626 0.7642 0.7687
S4 0.7586 0.7602 0.7676
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 0.7663 0.0195 2.5% 0.0051 0.7% 18% False False 126
10 0.7858 0.7663 0.0195 2.5% 0.0049 0.6% 18% False False 142
20 0.8007 0.7663 0.0345 4.5% 0.0048 0.6% 10% False False 124
40 0.8053 0.7663 0.0391 5.1% 0.0040 0.5% 9% False False 83
60 0.8053 0.7663 0.0391 5.1% 0.0043 0.6% 9% False False 112
80 0.8053 0.7663 0.0391 5.1% 0.0041 0.5% 9% False False 101
100 0.8053 0.7663 0.0391 5.1% 0.0039 0.5% 9% False False 86
120 0.8053 0.7663 0.0391 5.1% 0.0036 0.5% 9% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7904
2.618 0.7838
1.618 0.7798
1.000 0.7773
0.618 0.7757
HIGH 0.7732
0.618 0.7717
0.500 0.7712
0.382 0.7707
LOW 0.7692
0.618 0.7666
1.000 0.7651
1.618 0.7626
2.618 0.7585
4.250 0.7519
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 0.7712 0.7698
PP 0.7707 0.7698
S1 0.7703 0.7697

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

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