CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 11-Apr-2022
Day Change Summary
Previous Current
08-Apr-2022 11-Apr-2022 Change Change % Previous Week
Open 0.7940 0.7940 0.0000 0.0% 0.7996
High 0.7950 0.7940 -0.0010 -0.1% 0.8053
Low 0.7920 0.7910 -0.0010 -0.1% 0.7920
Close 0.7950 0.7917 -0.0033 -0.4% 0.7950
Range 0.0030 0.0030 0.0001 1.7% 0.0133
ATR 0.0042 0.0041 0.0000 -0.4% 0.0000
Volume 33 61 28 84.8% 263
Daily Pivots for day following 11-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8012 0.7994 0.7933
R3 0.7982 0.7964 0.7925
R2 0.7952 0.7952 0.7922
R1 0.7934 0.7934 0.7919 0.7928
PP 0.7922 0.7922 0.7922 0.7919
S1 0.7904 0.7904 0.7914 0.7898
S2 0.7892 0.7892 0.7911
S3 0.7862 0.7874 0.7908
S4 0.7832 0.7844 0.7900
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8373 0.8294 0.8023
R3 0.8240 0.8161 0.7986
R2 0.8107 0.8107 0.7974
R1 0.8028 0.8028 0.7962 0.8001
PP 0.7974 0.7974 0.7974 0.7961
S1 0.7895 0.7895 0.7937 0.7868
S2 0.7841 0.7841 0.7925
S3 0.7708 0.7762 0.7913
S4 0.7575 0.7629 0.7876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8053 0.7910 0.0143 1.8% 0.0032 0.4% 5% False True 56
10 0.8053 0.7910 0.0143 1.8% 0.0030 0.4% 5% False True 43
20 0.8053 0.7775 0.0278 3.5% 0.0034 0.4% 51% False False 36
40 0.8053 0.7755 0.0299 3.8% 0.0040 0.5% 54% False False 102
60 0.8053 0.7755 0.0299 3.8% 0.0039 0.5% 54% False False 91
80 0.8053 0.7699 0.0354 4.5% 0.0036 0.5% 61% False False 74
100 0.8053 0.7699 0.0354 4.5% 0.0034 0.4% 61% False False 70
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 False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.8019
1.618 0.7989
1.000 0.7970
0.618 0.7959
HIGH 0.7940
0.618 0.7929
0.500 0.7925
0.382 0.7921
LOW 0.7910
0.618 0.7891
1.000 0.7880
1.618 0.7861
2.618 0.7831
4.250 0.7783
Fisher Pivots for day following 11-Apr-2022
Pivot 1 day 3 day
R1 0.7925 0.7933
PP 0.7922 0.7927
S1 0.7919 0.7922

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

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