CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 23-May-2022
Day Change Summary
Previous Current
20-May-2022 23-May-2022 Change Change % Previous Week
Open 0.7790 0.7809 0.0019 0.2% 0.7717
High 0.7819 0.7824 0.0005 0.1% 0.7819
Low 0.7769 0.7809 0.0041 0.5% 0.7713
Close 0.7778 0.7820 0.0042 0.5% 0.7778
Range 0.0051 0.0015 -0.0036 -71.3% 0.0107
ATR 0.0054 0.0054 -0.0001 -1.1% 0.0000
Volume 34 7 -27 -79.4% 819
Daily Pivots for day following 23-May-2022
Classic Woodie Camarilla DeMark
R4 0.7861 0.7855 0.7827
R3 0.7846 0.7840 0.7823
R2 0.7832 0.7832 0.7822
R1 0.7826 0.7826 0.7821 0.7829
PP 0.7817 0.7817 0.7817 0.7819
S1 0.7811 0.7811 0.7818 0.7814
S2 0.7803 0.7803 0.7817
S3 0.7788 0.7797 0.7816
S4 0.7774 0.7782 0.7812
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 0.7824 0.7750 0.0074 0.9% 0.0036 0.5% 95% True False 156
10 0.7824 0.7644 0.0180 2.3% 0.0042 0.5% 98% True False 129
20 0.7858 0.7644 0.0214 2.7% 0.0046 0.6% 82% False False 152
40 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 43% False False 108
60 0.8053 0.7644 0.0410 5.2% 0.0043 0.6% 43% False False 117
80 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 43% False False 112
100 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 43% False False 96
120 0.8053 0.7644 0.0410 5.2% 0.0037 0.5% 43% False False 88
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0005
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7885
2.618 0.7861
1.618 0.7847
1.000 0.7838
0.618 0.7832
HIGH 0.7824
0.618 0.7818
0.500 0.7816
0.382 0.7815
LOW 0.7809
0.618 0.7800
1.000 0.7795
1.618 0.7786
2.618 0.7771
4.250 0.7747
Fisher Pivots for day following 23-May-2022
Pivot 1 day 3 day
R1 0.7818 0.7812
PP 0.7817 0.7804
S1 0.7816 0.7796

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

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