CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 24-May-2022
Day Change Summary
Previous Current
23-May-2022 24-May-2022 Change Change % Previous Week
Open 0.7796 0.7825 0.0029 0.4% 0.7743
High 0.7826 0.7825 -0.0001 0.0% 0.7823
Low 0.7796 0.7771 -0.0026 -0.3% 0.7704
Close 0.7821 0.7788 -0.0033 -0.4% 0.7779
Range 0.0030 0.0055 0.0025 81.7% 0.0120
ATR 0.0057 0.0057 0.0000 -0.4% 0.0000
Volume 521 1,933 1,412 271.0% 5,146
Daily Pivots for day following 24-May-2022
Classic Woodie Camarilla DeMark
R4 0.7958 0.7928 0.7818
R3 0.7904 0.7873 0.7803
R2 0.7849 0.7849 0.7798
R1 0.7819 0.7819 0.7793 0.7807
PP 0.7795 0.7795 0.7795 0.7789
S1 0.7764 0.7764 0.7783 0.7752
S2 0.7740 0.7740 0.7778
S3 0.7686 0.7710 0.7773
S4 0.7631 0.7655 0.7758
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8127 0.8073 0.7845
R3 0.8008 0.7953 0.7812
R2 0.7888 0.7888 0.7801
R1 0.7834 0.7834 0.7790 0.7861
PP 0.7769 0.7769 0.7769 0.7782
S1 0.7714 0.7714 0.7768 0.7741
S2 0.7649 0.7649 0.7757
S3 0.7530 0.7595 0.7746
S4 0.7410 0.7475 0.7713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7826 0.7753 0.0073 0.9% 0.0051 0.7% 48% False False 1,113
10 0.7826 0.7646 0.0181 2.3% 0.0055 0.7% 79% False False 915
20 0.7859 0.7646 0.0214 2.7% 0.0056 0.7% 67% False False 596
40 0.8055 0.7646 0.0410 5.3% 0.0048 0.6% 35% False False 345
60 0.8055 0.7646 0.0410 5.3% 0.0046 0.6% 35% False False 275
80 0.8055 0.7646 0.0410 5.3% 0.0042 0.5% 35% False False 218
100 0.8055 0.7646 0.0410 5.3% 0.0039 0.5% 35% False False 179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8057
2.618 0.7968
1.618 0.7913
1.000 0.7880
0.618 0.7859
HIGH 0.7825
0.618 0.7804
0.500 0.7798
0.382 0.7791
LOW 0.7771
0.618 0.7737
1.000 0.7716
1.618 0.7682
2.618 0.7628
4.250 0.7539
Fisher Pivots for day following 24-May-2022
Pivot 1 day 3 day
R1 0.7798 0.7797
PP 0.7795 0.7794
S1 0.7791 0.7791

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.