CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 0.7845 0.7776 -0.0070 -0.9% 0.7824
High 0.7853 0.7776 -0.0078 -1.0% 0.7853
Low 0.7772 0.7741 -0.0032 -0.4% 0.7760
Close 0.7786 0.7741 -0.0045 -0.6% 0.7786
Range 0.0081 0.0035 -0.0046 -56.8% 0.0094
ATR 0.0051 0.0050 0.0000 -0.8% 0.0000
Volume 106 166 60 56.6% 840
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 0.7857 0.7834 0.7760
R3 0.7822 0.7799 0.7750
R2 0.7787 0.7787 0.7747
R1 0.7764 0.7764 0.7744 0.7758
PP 0.7752 0.7752 0.7752 0.7749
S1 0.7729 0.7729 0.7737 0.7723
S2 0.7717 0.7717 0.7734
S3 0.7682 0.7694 0.7731
S4 0.7647 0.7659 0.7721
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8080 0.8026 0.7837
R3 0.7986 0.7933 0.7811
R2 0.7893 0.7893 0.7803
R1 0.7839 0.7839 0.7794 0.7819
PP 0.7799 0.7799 0.7799 0.7789
S1 0.7746 0.7746 0.7777 0.7726
S2 0.7706 0.7706 0.7768
S3 0.7612 0.7652 0.7760
S4 0.7519 0.7559 0.7734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7741 0.0113 1.5% 0.0050 0.6% 0% False True 170
10 0.8007 0.7741 0.0267 3.4% 0.0048 0.6% 0% False True 136
20 0.8053 0.7741 0.0313 4.0% 0.0042 0.5% 0% False True 99
40 0.8053 0.7741 0.0313 4.0% 0.0041 0.5% 0% False True 105
60 0.8053 0.7741 0.0313 4.0% 0.0042 0.5% 0% False True 105
80 0.8053 0.7741 0.0313 4.0% 0.0040 0.5% 0% False True 91
100 0.8053 0.7699 0.0354 4.6% 0.0037 0.5% 12% False False 82
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7924
2.618 0.7867
1.618 0.7832
1.000 0.7811
0.618 0.7797
HIGH 0.7776
0.618 0.7762
0.500 0.7758
0.382 0.7754
LOW 0.7741
0.618 0.7719
1.000 0.7706
1.618 0.7684
2.618 0.7649
4.250 0.7592
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 0.7758 0.7797
PP 0.7752 0.7778
S1 0.7746 0.7759

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

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