CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 0.7725 0.7690 -0.0035 -0.5% 0.7776
High 0.7730 0.7690 -0.0040 -0.5% 0.7858
Low 0.7687 0.7663 -0.0024 -0.3% 0.7740
Close 0.7693 0.7672 -0.0021 -0.3% 0.7742
Range 0.0044 0.0028 -0.0016 -36.8% 0.0118
ATR 0.0053 0.0052 -0.0002 -3.0% 0.0000
Volume 359 53 -306 -85.2% 712
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 0.7757 0.7742 0.7687
R3 0.7730 0.7715 0.7680
R2 0.7702 0.7702 0.7677
R1 0.7687 0.7687 0.7675 0.7681
PP 0.7675 0.7675 0.7675 0.7672
S1 0.7660 0.7660 0.7669 0.7654
S2 0.7647 0.7647 0.7667
S3 0.7620 0.7632 0.7664
S4 0.7592 0.7605 0.7657
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.8134 0.8056 0.7807
R3 0.8016 0.7938 0.7774
R2 0.7898 0.7898 0.7764
R1 0.7820 0.7820 0.7753 0.7800
PP 0.7780 0.7780 0.7780 0.7770
S1 0.7702 0.7702 0.7731 0.7682
S2 0.7662 0.7662 0.7720
S3 0.7544 0.7584 0.7710
S4 0.7426 0.7466 0.7677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7858 0.7663 0.0195 2.5% 0.0054 0.7% 5% False True 142
10 0.7858 0.7663 0.0195 2.5% 0.0048 0.6% 5% False True 166
20 0.8007 0.7663 0.0345 4.5% 0.0047 0.6% 3% False True 131
40 0.8053 0.7663 0.0391 5.1% 0.0041 0.5% 2% False True 83
60 0.8053 0.7663 0.0391 5.1% 0.0043 0.6% 2% False True 111
80 0.8053 0.7663 0.0391 5.1% 0.0041 0.5% 2% False True 101
100 0.8053 0.7663 0.0391 5.1% 0.0038 0.5% 2% False True 86
120 0.8053 0.7663 0.0391 5.1% 0.0036 0.5% 2% False True 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7807
2.618 0.7762
1.618 0.7734
1.000 0.7718
0.618 0.7707
HIGH 0.7690
0.618 0.7679
0.500 0.7676
0.382 0.7673
LOW 0.7663
0.618 0.7646
1.000 0.7635
1.618 0.7618
2.618 0.7591
4.250 0.7546
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 0.7676 0.7729
PP 0.7675 0.7710
S1 0.7673 0.7691

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

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