CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 27-May-2022
Day Change Summary
Previous Current
26-May-2022 27-May-2022 Change Change % Previous Week
Open 0.7803 0.7825 0.0023 0.3% 0.7796
High 0.7827 0.7859 0.0032 0.4% 0.7859
Low 0.7780 0.7820 0.0040 0.5% 0.7760
Close 0.7827 0.7856 0.0029 0.4% 0.7856
Range 0.0047 0.0039 -0.0008 -17.0% 0.0099
ATR 0.0056 0.0054 -0.0001 -2.1% 0.0000
Volume 890 1,429 539 60.6% 5,699
Daily Pivots for day following 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.7962 0.7948 0.7877
R3 0.7923 0.7909 0.7866
R2 0.7884 0.7884 0.7863
R1 0.7870 0.7870 0.7859 0.7877
PP 0.7845 0.7845 0.7845 0.7848
S1 0.7831 0.7831 0.7852 0.7838
S2 0.7806 0.7806 0.7848
S3 0.7767 0.7792 0.7845
S4 0.7728 0.7753 0.7834
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.8120 0.8086 0.7910
R3 0.8022 0.7988 0.7883
R2 0.7923 0.7923 0.7874
R1 0.7889 0.7889 0.7865 0.7906
PP 0.7825 0.7825 0.7825 0.7833
S1 0.7791 0.7791 0.7846 0.7808
S2 0.7726 0.7726 0.7837
S3 0.7628 0.7692 0.7828
S4 0.7529 0.7594 0.7801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7859 0.7760 0.0099 1.3% 0.0043 0.5% 97% True False 1,139
10 0.7859 0.7704 0.0155 2.0% 0.0050 0.6% 98% True False 1,084
20 0.7859 0.7646 0.0214 2.7% 0.0054 0.7% 98% False False 725
40 0.8055 0.7646 0.0410 5.2% 0.0049 0.6% 51% False False 425
60 0.8055 0.7646 0.0410 5.2% 0.0046 0.6% 51% False False 324
80 0.8055 0.7646 0.0410 5.2% 0.0043 0.5% 51% False False 257
100 0.8055 0.7646 0.0410 5.2% 0.0040 0.5% 51% False False 211
120 0.8055 0.7646 0.0410 5.2% 0.0036 0.5% 51% False False 178
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7961
1.618 0.7922
1.000 0.7898
0.618 0.7883
HIGH 0.7859
0.618 0.7844
0.500 0.7839
0.382 0.7834
LOW 0.7820
0.618 0.7795
1.000 0.7781
1.618 0.7756
2.618 0.7717
4.250 0.7654
Fisher Pivots for day following 27-May-2022
Pivot 1 day 3 day
R1 0.7850 0.7840
PP 0.7845 0.7825
S1 0.7839 0.7809

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

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