CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-May-2022
Day Change Summary
Previous Current
13-May-2022 16-May-2022 Change Change % Previous Week
Open 0.7684 0.7717 0.0033 0.4% 0.7725
High 0.7739 0.7786 0.0048 0.6% 0.7739
Low 0.7683 0.7713 0.0030 0.4% 0.7644
Close 0.7731 0.7786 0.0055 0.7% 0.7731
Range 0.0056 0.0074 0.0018 31.3% 0.0095
ATR 0.0055 0.0057 0.0001 2.3% 0.0000
Volume 102 46 -56 -54.9% 831
Daily Pivots for day following 16-May-2022
Classic Woodie Camarilla DeMark
R4 0.7982 0.7958 0.7826
R3 0.7909 0.7884 0.7806
R2 0.7835 0.7835 0.7799
R1 0.7811 0.7811 0.7793 0.7823
PP 0.7762 0.7762 0.7762 0.7768
S1 0.7737 0.7737 0.7779 0.7749
S2 0.7688 0.7688 0.7773
S3 0.7615 0.7664 0.7766
S4 0.7541 0.7590 0.7746
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7989 0.7955 0.7783
R3 0.7894 0.7860 0.7757
R2 0.7799 0.7799 0.7748
R1 0.7765 0.7765 0.7740 0.7782
PP 0.7704 0.7704 0.7704 0.7713
S1 0.7670 0.7670 0.7722 0.7687
S2 0.7609 0.7609 0.7714
S3 0.7514 0.7575 0.7705
S4 0.7419 0.7480 0.7679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7786 0.7644 0.0143 1.8% 0.0048 0.6% 100% True False 103
10 0.7858 0.7644 0.0214 2.7% 0.0049 0.6% 67% False False 142
20 0.8007 0.7644 0.0364 4.7% 0.0049 0.6% 39% False False 139
40 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 35% False False 92
60 0.8053 0.7644 0.0410 5.3% 0.0045 0.6% 35% False False 117
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 35% False False 105
100 0.8053 0.7644 0.0410 5.3% 0.0040 0.5% 35% False False 89
120 0.8053 0.7644 0.0410 5.3% 0.0037 0.5% 35% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8098
2.618 0.7978
1.618 0.7905
1.000 0.7860
0.618 0.7831
HIGH 0.7786
0.618 0.7758
0.500 0.7749
0.382 0.7741
LOW 0.7713
0.618 0.7667
1.000 0.7639
1.618 0.7594
2.618 0.7520
4.250 0.7400
Fisher Pivots for day following 16-May-2022
Pivot 1 day 3 day
R1 0.7774 0.7762
PP 0.7762 0.7739
S1 0.7749 0.7715

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

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