CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 0.7803 0.7803 0.0000 0.0% 0.7725
High 0.7803 0.7809 0.0006 0.1% 0.7739
Low 0.7782 0.7750 -0.0032 -0.4% 0.7644
Close 0.7793 0.7760 -0.0033 -0.4% 0.7731
Range 0.0021 0.0059 0.0038 185.4% 0.0095
ATR 0.0054 0.0054 0.0000 0.6% 0.0000
Volume 151 203 52 34.4% 831
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 0.7948 0.7913 0.7792
R3 0.7890 0.7854 0.7776
R2 0.7831 0.7831 0.7771
R1 0.7796 0.7796 0.7765 0.7784
PP 0.7773 0.7773 0.7773 0.7767
S1 0.7737 0.7737 0.7755 0.7726
S2 0.7714 0.7714 0.7749
S3 0.7656 0.7679 0.7744
S4 0.7597 0.7620 0.7728
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 0.7809 0.7644 0.0165 2.1% 0.0050 0.6% 71% True False 155
10 0.7858 0.7644 0.0214 2.8% 0.0050 0.6% 54% False False 140
20 0.8005 0.7644 0.0362 4.7% 0.0051 0.7% 32% False False 152
40 0.8053 0.7644 0.0410 5.3% 0.0043 0.5% 28% False False 99
60 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 28% False False 120
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.5% 28% False False 108
100 0.8053 0.7644 0.0410 5.3% 0.0040 0.5% 28% False False 92
120 0.8053 0.7644 0.0410 5.3% 0.0037 0.5% 28% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8057
2.618 0.7962
1.618 0.7903
1.000 0.7867
0.618 0.7845
HIGH 0.7809
0.618 0.7786
0.500 0.7779
0.382 0.7772
LOW 0.7750
0.618 0.7714
1.000 0.7692
1.618 0.7655
2.618 0.7597
4.250 0.7501
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 0.7779 0.7761
PP 0.7773 0.7760
S1 0.7766 0.7760

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

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