CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 25-May-2022
Day Change Summary
Previous Current
24-May-2022 25-May-2022 Change Change % Previous Week
Open 0.7774 0.7787 0.0013 0.2% 0.7717
High 0.7786 0.7802 0.0016 0.2% 0.7819
Low 0.7774 0.7760 -0.0014 -0.2% 0.7713
Close 0.7786 0.7802 0.0016 0.2% 0.7778
Range 0.0012 0.0042 0.0030 245.8% 0.0107
ATR 0.0053 0.0052 -0.0001 -1.5% 0.0000
Volume 486 280 -206 -42.4% 819
Daily Pivots for day following 25-May-2022
Classic Woodie Camarilla DeMark
R4 0.7912 0.7898 0.7824
R3 0.7871 0.7857 0.7813
R2 0.7829 0.7829 0.7809
R1 0.7815 0.7815 0.7805 0.7822
PP 0.7788 0.7788 0.7788 0.7791
S1 0.7774 0.7774 0.7798 0.7781
S2 0.7746 0.7746 0.7794
S3 0.7705 0.7732 0.7790
S4 0.7663 0.7691 0.7779
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 0.7760 0.0064 0.8% 0.0031 0.4% 65% False True 238
10 0.7824 0.7644 0.0180 2.3% 0.0040 0.5% 88% False False 197
20 0.7858 0.7644 0.0214 2.7% 0.0045 0.6% 74% False False 169
40 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 39% False False 126
60 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 39% False False 125
80 0.8053 0.7644 0.0410 5.2% 0.0041 0.5% 39% False False 118
100 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 39% False False 103
120 0.8053 0.7644 0.0410 5.2% 0.0037 0.5% 39% False False 94
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7978
2.618 0.7910
1.618 0.7869
1.000 0.7843
0.618 0.7827
HIGH 0.7802
0.618 0.7786
0.500 0.7781
0.382 0.7776
LOW 0.7760
0.618 0.7734
1.000 0.7719
1.618 0.7693
2.618 0.7651
4.250 0.7584
Fisher Pivots for day following 25-May-2022
Pivot 1 day 3 day
R1 0.7795 0.7798
PP 0.7788 0.7795
S1 0.7781 0.7792

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

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