CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 05-May-2022
Day Change Summary
Previous Current
04-May-2022 05-May-2022 Change Change % Previous Week
Open 0.7793 0.7853 0.0060 0.8% 0.7824
High 0.7838 0.7858 0.0020 0.2% 0.7853
Low 0.7781 0.7773 -0.0009 -0.1% 0.7760
Close 0.7838 0.7773 -0.0066 -0.8% 0.7786
Range 0.0057 0.0085 0.0028 49.1% 0.0094
ATR 0.0050 0.0053 0.0002 5.0% 0.0000
Volume 123 51 -72 -58.5% 840
Daily Pivots for day following 05-May-2022
Classic Woodie Camarilla DeMark
R4 0.8056 0.7999 0.7819
R3 0.7971 0.7914 0.7796
R2 0.7886 0.7886 0.7788
R1 0.7829 0.7829 0.7780 0.7815
PP 0.7801 0.7801 0.7801 0.7794
S1 0.7744 0.7744 0.7765 0.7730
S2 0.7716 0.7716 0.7757
S3 0.7631 0.7659 0.7749
S4 0.7546 0.7574 0.7726
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 0.7858 0.7741 0.0117 1.5% 0.0054 0.7% 27% True False 138
10 0.7944 0.7741 0.0204 2.6% 0.0053 0.7% 16% False False 160
20 0.8007 0.7741 0.0267 3.4% 0.0045 0.6% 12% False False 111
40 0.8053 0.7741 0.0313 4.0% 0.0041 0.5% 10% False False 81
60 0.8053 0.7741 0.0313 4.0% 0.0042 0.5% 10% False False 110
80 0.8053 0.7741 0.0313 4.0% 0.0040 0.5% 10% False False 95
100 0.8053 0.7699 0.0354 4.6% 0.0038 0.5% 21% False False 81
120 0.8053 0.7699 0.0354 4.6% 0.0036 0.5% 21% False False 77
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 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8080
1.618 0.7995
1.000 0.7943
0.618 0.7910
HIGH 0.7858
0.618 0.7825
0.500 0.7815
0.382 0.7805
LOW 0.7773
0.618 0.7720
1.000 0.7688
1.618 0.7635
2.618 0.7550
4.250 0.7411
Fisher Pivots for day following 05-May-2022
Pivot 1 day 3 day
R1 0.7815 0.7814
PP 0.7801 0.7800
S1 0.7787 0.7786

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

View Archives - Comment on this page... - Back to Index of Symbols