CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 26-May-2022
Day Change Summary
Previous Current
25-May-2022 26-May-2022 Change Change % Previous Week
Open 0.7797 0.7803 0.0006 0.1% 0.7743
High 0.7804 0.7827 0.0024 0.3% 0.7823
Low 0.7760 0.7780 0.0020 0.3% 0.7704
Close 0.7804 0.7827 0.0023 0.3% 0.7779
Range 0.0044 0.0047 0.0004 8.0% 0.0120
ATR 0.0056 0.0056 -0.0001 -1.2% 0.0000
Volume 926 890 -36 -3.9% 5,146
Daily Pivots for day following 26-May-2022
Classic Woodie Camarilla DeMark
R4 0.7952 0.7936 0.7852
R3 0.7905 0.7889 0.7839
R2 0.7858 0.7858 0.7835
R1 0.7842 0.7842 0.7831 0.7850
PP 0.7811 0.7811 0.7811 0.7815
S1 0.7795 0.7795 0.7822 0.7803
S2 0.7764 0.7764 0.7818
S3 0.7717 0.7748 0.7814
S4 0.7670 0.7701 0.7801
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 0.7827 0.7760 0.0067 0.9% 0.0046 0.6% 99% True False 1,147
10 0.7827 0.7679 0.0148 1.9% 0.0053 0.7% 100% True False 972
20 0.7859 0.7646 0.0214 2.7% 0.0056 0.7% 85% False False 664
40 0.8055 0.7646 0.0410 5.2% 0.0049 0.6% 44% False False 390
60 0.8055 0.7646 0.0410 5.2% 0.0046 0.6% 44% False False 302
80 0.8055 0.7646 0.0410 5.2% 0.0043 0.5% 44% False False 239
100 0.8055 0.7646 0.0410 5.2% 0.0040 0.5% 44% False False 197
120 0.8055 0.7646 0.0410 5.2% 0.0035 0.5% 44% False False 166
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7950
1.618 0.7903
1.000 0.7874
0.618 0.7856
HIGH 0.7827
0.618 0.7809
0.500 0.7804
0.382 0.7798
LOW 0.7780
0.618 0.7751
1.000 0.7733
1.618 0.7704
2.618 0.7657
4.250 0.7580
Fisher Pivots for day following 26-May-2022
Pivot 1 day 3 day
R1 0.7819 0.7816
PP 0.7811 0.7805
S1 0.7804 0.7794

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

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