CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 0.7781 0.7790 0.0010 0.1% 0.7717
High 0.7815 0.7819 0.0004 0.1% 0.7819
Low 0.7780 0.7769 -0.0011 -0.1% 0.7713
Close 0.7810 0.7778 -0.0032 -0.4% 0.7778
Range 0.0036 0.0051 0.0015 42.3% 0.0107
ATR 0.0054 0.0054 0.0000 -0.5% 0.0000
Volume 385 34 -351 -91.2% 819
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7940 0.7909 0.7805
R3 0.7889 0.7859 0.7791
R2 0.7839 0.7839 0.7787
R1 0.7808 0.7808 0.7782 0.7798
PP 0.7788 0.7788 0.7788 0.7783
S1 0.7758 0.7758 0.7773 0.7748
S2 0.7738 0.7738 0.7768
S3 0.7687 0.7707 0.7764
S4 0.7637 0.7657 0.7750
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8089 0.8040 0.7836
R3 0.7983 0.7933 0.7807
R2 0.7876 0.7876 0.7797
R1 0.7827 0.7827 0.7787 0.7852
PP 0.7770 0.7770 0.7770 0.7782
S1 0.7720 0.7720 0.7768 0.7745
S2 0.7663 0.7663 0.7758
S3 0.7557 0.7614 0.7748
S4 0.7450 0.7507 0.7719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7819 0.7713 0.0107 1.4% 0.0048 0.6% 61% True False 163
10 0.7819 0.7644 0.0176 2.3% 0.0045 0.6% 76% True False 165
20 0.7858 0.7644 0.0214 2.8% 0.0047 0.6% 63% False False 160
40 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 33% False False 109
60 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 33% False False 118
80 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 33% False False 112
100 0.8053 0.7644 0.0410 5.3% 0.0040 0.5% 33% False False 96
120 0.8053 0.7644 0.0410 5.3% 0.0037 0.5% 33% False False 88
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8034
2.618 0.7951
1.618 0.7901
1.000 0.7870
0.618 0.7850
HIGH 0.7819
0.618 0.7800
0.500 0.7794
0.382 0.7788
LOW 0.7769
0.618 0.7737
1.000 0.7718
1.618 0.7687
2.618 0.7636
4.250 0.7554
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 0.7794 0.7785
PP 0.7788 0.7782
S1 0.7783 0.7780

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

View Archives - Comment on this page... - Back to Index of Symbols