CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 0.7778 0.7734 -0.0044 -0.6% 0.7723
High 0.7790 0.7755 -0.0036 -0.5% 0.7853
Low 0.7727 0.7710 -0.0017 -0.2% 0.7723
Close 0.7749 0.7723 -0.0026 -0.3% 0.7826
Range 0.0063 0.0045 -0.0019 -29.4% 0.0130
ATR 0.0053 0.0052 -0.0001 -1.1% 0.0000
Volume 570 286 -284 -49.8% 2,701
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7863 0.7837 0.7747
R3 0.7818 0.7793 0.7735
R2 0.7774 0.7774 0.7731
R1 0.7748 0.7748 0.7727 0.7739
PP 0.7729 0.7729 0.7729 0.7724
S1 0.7704 0.7704 0.7718 0.7694
S2 0.7685 0.7685 0.7714
S3 0.7640 0.7659 0.7710
S4 0.7596 0.7615 0.7698
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8190 0.8138 0.7898
R3 0.8060 0.8008 0.7862
R2 0.7930 0.7930 0.7850
R1 0.7878 0.7878 0.7838 0.7904
PP 0.7800 0.7800 0.7800 0.7813
S1 0.7748 0.7748 0.7814 0.7774
S2 0.7670 0.7670 0.7802
S3 0.7540 0.7618 0.7790
S4 0.7410 0.7488 0.7755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7848 0.7710 0.0138 1.8% 0.0059 0.8% 9% False True 954
10 0.7853 0.7700 0.0153 2.0% 0.0054 0.7% 15% False False 872
20 0.7853 0.7700 0.0153 2.0% 0.0047 0.6% 15% False False 550
40 0.7853 0.7569 0.0284 3.7% 0.0049 0.6% 54% False False 420
60 0.7975 0.7569 0.0407 5.3% 0.0048 0.6% 38% False False 402
80 0.7975 0.7569 0.0407 5.3% 0.0047 0.6% 38% False False 340
100 0.8053 0.7569 0.0485 6.3% 0.0046 0.6% 32% False False 285
120 0.8053 0.7569 0.0485 6.3% 0.0045 0.6% 32% False False 260
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7944
2.618 0.7871
1.618 0.7827
1.000 0.7799
0.618 0.7782
HIGH 0.7755
0.618 0.7738
0.500 0.7732
0.382 0.7727
LOW 0.7710
0.618 0.7682
1.000 0.7666
1.618 0.7638
2.618 0.7593
4.250 0.7521
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 0.7732 0.7750
PP 0.7729 0.7741
S1 0.7726 0.7732

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

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