CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 27-May-2022
Day Change Summary
Previous Current
26-May-2022 27-May-2022 Change Change % Previous Week
Open 0.7795 0.7833 0.0038 0.5% 0.7809
High 0.7827 0.7854 0.0027 0.3% 0.7854
Low 0.7791 0.7820 0.0029 0.4% 0.7760
Close 0.7825 0.7854 0.0029 0.4% 0.7854
Range 0.0036 0.0035 -0.0002 -4.2% 0.0094
ATR 0.0051 0.0050 -0.0001 -2.3% 0.0000
Volume 96 166 70 72.9% 1,035
Daily Pivots for day following 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.7946 0.7934 0.7872
R3 0.7911 0.7900 0.7863
R2 0.7877 0.7877 0.7860
R1 0.7865 0.7865 0.7857 0.7871
PP 0.7842 0.7842 0.7842 0.7845
S1 0.7831 0.7831 0.7850 0.7837
S2 0.7808 0.7808 0.7847
S3 0.7773 0.7796 0.7844
S4 0.7739 0.7762 0.7835
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.8105 0.8073 0.7905
R3 0.8011 0.7979 0.7879
R2 0.7917 0.7917 0.7871
R1 0.7885 0.7885 0.7862 0.7901
PP 0.7823 0.7823 0.7823 0.7830
S1 0.7791 0.7791 0.7845 0.7807
S2 0.7729 0.7729 0.7836
S3 0.7635 0.7697 0.7828
S4 0.7541 0.7603 0.7802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7854 0.7760 0.0094 1.2% 0.0028 0.4% 99% True False 207
10 0.7854 0.7713 0.0142 1.8% 0.0038 0.5% 100% True False 185
20 0.7858 0.7644 0.0214 2.7% 0.0042 0.5% 98% False False 169
40 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 51% False False 130
60 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 51% False False 126
80 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 51% False False 119
100 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 51% False False 105
120 0.8053 0.7644 0.0410 5.2% 0.0037 0.5% 51% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8001
2.618 0.7944
1.618 0.7910
1.000 0.7889
0.618 0.7875
HIGH 0.7854
0.618 0.7841
0.500 0.7837
0.382 0.7833
LOW 0.7820
0.618 0.7798
1.000 0.7785
1.618 0.7764
2.618 0.7729
4.250 0.7673
Fisher Pivots for day following 27-May-2022
Pivot 1 day 3 day
R1 0.7848 0.7838
PP 0.7842 0.7823
S1 0.7837 0.7807

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

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