CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 13-Apr-2022
Day Change Summary
Previous Current
12-Apr-2022 13-Apr-2022 Change Change % Previous Week
Open 0.7904 0.7895 -0.0009 -0.1% 0.7996
High 0.7929 0.7954 0.0025 0.3% 0.8053
Low 0.7892 0.7884 -0.0008 -0.1% 0.7920
Close 0.7908 0.7948 0.0041 0.5% 0.7950
Range 0.0037 0.0070 0.0033 87.8% 0.0133
ATR 0.0041 0.0043 0.0002 4.9% 0.0000
Volume 178 59 -119 -66.9% 263
Daily Pivots for day following 13-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8137 0.8112 0.7986
R3 0.8068 0.8043 0.7967
R2 0.7998 0.7998 0.7961
R1 0.7973 0.7973 0.7954 0.7986
PP 0.7929 0.7929 0.7929 0.7935
S1 0.7904 0.7904 0.7942 0.7916
S2 0.7859 0.7859 0.7935
S3 0.7790 0.7834 0.7929
S4 0.7720 0.7765 0.7910
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 0.7955 0.7884 0.0071 0.9% 0.0039 0.5% 90% False True 75
10 0.8053 0.7884 0.0169 2.1% 0.0034 0.4% 38% False True 61
20 0.8053 0.7883 0.0171 2.1% 0.0034 0.4% 38% False False 44
40 0.8053 0.7755 0.0299 3.8% 0.0041 0.5% 65% False False 105
60 0.8053 0.7755 0.0299 3.8% 0.0040 0.5% 65% False False 94
80 0.8053 0.7699 0.0354 4.5% 0.0037 0.5% 70% False False 77
100 0.8053 0.7699 0.0354 4.5% 0.0035 0.4% 70% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8249
2.618 0.8135
1.618 0.8066
1.000 0.8023
0.618 0.7996
HIGH 0.7954
0.618 0.7927
0.500 0.7919
0.382 0.7911
LOW 0.7884
0.618 0.7841
1.000 0.7815
1.618 0.7772
2.618 0.7702
4.250 0.7589
Fisher Pivots for day following 13-Apr-2022
Pivot 1 day 3 day
R1 0.7938 0.7938
PP 0.7929 0.7929
S1 0.7919 0.7919

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

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