CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 04-May-2022
Day Change Summary
Previous Current
03-May-2022 04-May-2022 Change Change % Previous Week
Open 0.7771 0.7793 0.0023 0.3% 0.7824
High 0.7782 0.7838 0.0057 0.7% 0.7853
Low 0.7770 0.7781 0.0011 0.1% 0.7760
Close 0.7780 0.7838 0.0059 0.8% 0.7786
Range 0.0012 0.0057 0.0046 395.7% 0.0094
ATR 0.0050 0.0050 0.0001 1.3% 0.0000
Volume 245 123 -122 -49.8% 840
Daily Pivots for day following 04-May-2022
Classic Woodie Camarilla DeMark
R4 0.7990 0.7971 0.7869
R3 0.7933 0.7914 0.7854
R2 0.7876 0.7876 0.7848
R1 0.7857 0.7857 0.7843 0.7867
PP 0.7819 0.7819 0.7819 0.7824
S1 0.7800 0.7800 0.7833 0.7810
S2 0.7762 0.7762 0.7828
S3 0.7705 0.7743 0.7822
S4 0.7648 0.7686 0.7807
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 1.4% 0.0047 0.6% 87% False False 158
10 0.8005 0.7741 0.0265 3.4% 0.0051 0.7% 37% False False 163
20 0.8007 0.7741 0.0267 3.4% 0.0043 0.5% 37% False False 112
40 0.8053 0.7741 0.0313 4.0% 0.0040 0.5% 31% False False 89
60 0.8053 0.7741 0.0313 4.0% 0.0041 0.5% 31% False False 110
80 0.8053 0.7741 0.0313 4.0% 0.0040 0.5% 31% False False 95
100 0.8053 0.7699 0.0354 4.5% 0.0037 0.5% 39% False False 84
120 0.8053 0.7699 0.0354 4.5% 0.0035 0.4% 39% False False 76
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8080
2.618 0.7987
1.618 0.7930
1.000 0.7895
0.618 0.7873
HIGH 0.7838
0.618 0.7816
0.500 0.7810
0.382 0.7803
LOW 0.7781
0.618 0.7746
1.000 0.7724
1.618 0.7689
2.618 0.7632
4.250 0.7539
Fisher Pivots for day following 04-May-2022
Pivot 1 day 3 day
R1 0.7829 0.7822
PP 0.7819 0.7806
S1 0.7810 0.7789

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

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