CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 12-May-2022
Day Change Summary
Previous Current
11-May-2022 12-May-2022 Change Change % Previous Week
Open 0.7674 0.7688 0.0014 0.2% 0.7783
High 0.7736 0.7692 -0.0045 -0.6% 0.7859
Low 0.7667 0.7646 -0.0022 -0.3% 0.7740
Close 0.7701 0.7646 -0.0055 -0.7% 0.7745
Range 0.0069 0.0046 -0.0023 -33.3% 0.0119
ATR 0.0056 0.0056 0.0000 -0.1% 0.0000
Volume 260 990 730 280.8% 1,063
Daily Pivots for day following 12-May-2022
Classic Woodie Camarilla DeMark
R4 0.7799 0.7768 0.7671
R3 0.7753 0.7722 0.7658
R2 0.7707 0.7707 0.7654
R1 0.7676 0.7676 0.7650 0.7669
PP 0.7661 0.7661 0.7661 0.7657
S1 0.7630 0.7630 0.7641 0.7623
S2 0.7615 0.7615 0.7637
S3 0.7569 0.7584 0.7633
S4 0.7523 0.7538 0.7620
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.8138 0.8061 0.7810
R3 0.8019 0.7942 0.7778
R2 0.7900 0.7900 0.7767
R1 0.7823 0.7823 0.7756 0.7802
PP 0.7781 0.7781 0.7781 0.7771
S1 0.7704 0.7704 0.7734 0.7683
S2 0.7662 0.7662 0.7723
S3 0.7543 0.7585 0.7712
S4 0.7424 0.7466 0.7680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7646 0.0154 2.0% 0.0057 0.7% 0% False True 494
10 0.7859 0.7646 0.0214 2.8% 0.0060 0.8% 0% False True 355
20 0.8008 0.7646 0.0362 4.7% 0.0054 0.7% 0% False True 269
40 0.8055 0.7646 0.0410 5.4% 0.0045 0.6% 0% False True 166
60 0.8055 0.7646 0.0410 5.4% 0.0044 0.6% 0% False True 152
80 0.8055 0.7646 0.0410 5.4% 0.0040 0.5% 0% False True 123
100 0.8055 0.7646 0.0410 5.4% 0.0035 0.5% 0% False True 101
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7887
2.618 0.7812
1.618 0.7766
1.000 0.7738
0.618 0.7720
HIGH 0.7692
0.618 0.7674
0.500 0.7669
0.382 0.7663
LOW 0.7646
0.618 0.7617
1.000 0.7600
1.618 0.7571
2.618 0.7525
4.250 0.7450
Fisher Pivots for day following 12-May-2022
Pivot 1 day 3 day
R1 0.7669 0.7691
PP 0.7661 0.7676
S1 0.7653 0.7661

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

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