CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 26-May-2022
Day Change Summary
Previous Current
25-May-2022 26-May-2022 Change Change % Previous Week
Open 0.7787 0.7795 0.0009 0.1% 0.7717
High 0.7802 0.7827 0.0026 0.3% 0.7819
Low 0.7760 0.7791 0.0031 0.4% 0.7713
Close 0.7802 0.7825 0.0024 0.3% 0.7778
Range 0.0042 0.0036 -0.0006 -13.3% 0.0107
ATR 0.0052 0.0051 -0.0001 -2.2% 0.0000
Volume 280 96 -184 -65.7% 819
Daily Pivots for day following 26-May-2022
Classic Woodie Camarilla DeMark
R4 0.7922 0.7910 0.7845
R3 0.7886 0.7874 0.7835
R2 0.7850 0.7850 0.7832
R1 0.7838 0.7838 0.7828 0.7844
PP 0.7814 0.7814 0.7814 0.7818
S1 0.7802 0.7802 0.7822 0.7808
S2 0.7778 0.7778 0.7818
S3 0.7742 0.7766 0.7815
S4 0.7706 0.7730 0.7805
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 0.7827 0.7760 0.0067 0.9% 0.0031 0.4% 97% True False 180
10 0.7827 0.7683 0.0145 1.8% 0.0040 0.5% 99% True False 179
20 0.7858 0.7644 0.0214 2.7% 0.0044 0.6% 85% False False 166
40 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 44% False False 127
60 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 44% False False 126
80 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 44% False False 119
100 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 44% False False 104
120 0.8053 0.7644 0.0410 5.2% 0.0037 0.5% 44% False False 95
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7921
1.618 0.7885
1.000 0.7863
0.618 0.7849
HIGH 0.7827
0.618 0.7813
0.500 0.7809
0.382 0.7805
LOW 0.7791
0.618 0.7769
1.000 0.7755
1.618 0.7733
2.618 0.7697
4.250 0.7638
Fisher Pivots for day following 26-May-2022
Pivot 1 day 3 day
R1 0.7820 0.7815
PP 0.7814 0.7804
S1 0.7809 0.7794

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

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