CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 25-May-2022
Day Change Summary
Previous Current
24-May-2022 25-May-2022 Change Change % Previous Week
Open 0.7825 0.7797 -0.0028 -0.4% 0.7743
High 0.7825 0.7804 -0.0022 -0.3% 0.7823
Low 0.7771 0.7760 -0.0011 -0.1% 0.7704
Close 0.7788 0.7804 0.0016 0.2% 0.7779
Range 0.0055 0.0044 -0.0011 -20.2% 0.0120
ATR 0.0057 0.0056 -0.0001 -1.7% 0.0000
Volume 1,933 926 -1,007 -52.1% 5,146
Daily Pivots for day following 25-May-2022
Classic Woodie Camarilla DeMark
R4 0.7920 0.7905 0.7827
R3 0.7876 0.7862 0.7815
R2 0.7833 0.7833 0.7811
R1 0.7818 0.7818 0.7807 0.7825
PP 0.7789 0.7789 0.7789 0.7793
S1 0.7775 0.7775 0.7800 0.7782
S2 0.7746 0.7746 0.7796
S3 0.7702 0.7731 0.7792
S4 0.7659 0.7688 0.7780
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 0.7757 0.0069 0.9% 0.0049 0.6% 67% False False 1,140
10 0.7826 0.7646 0.0181 2.3% 0.0053 0.7% 88% False False 982
20 0.7859 0.7646 0.0214 2.7% 0.0056 0.7% 74% False False 627
40 0.8055 0.7646 0.0410 5.2% 0.0049 0.6% 39% False False 368
60 0.8055 0.7646 0.0410 5.2% 0.0046 0.6% 39% False False 288
80 0.8055 0.7646 0.0410 5.2% 0.0042 0.5% 39% False False 228
100 0.8055 0.7646 0.0410 5.2% 0.0040 0.5% 39% False False 188
120 0.8055 0.7646 0.0410 5.2% 0.0035 0.5% 39% False False 159
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7988
2.618 0.7917
1.618 0.7874
1.000 0.7847
0.618 0.7830
HIGH 0.7804
0.618 0.7787
0.500 0.7782
0.382 0.7777
LOW 0.7760
0.618 0.7733
1.000 0.7717
1.618 0.7690
2.618 0.7646
4.250 0.7575
Fisher Pivots for day following 25-May-2022
Pivot 1 day 3 day
R1 0.7796 0.7800
PP 0.7789 0.7797
S1 0.7782 0.7793

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

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