CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 12-May-2022
Day Change Summary
Previous Current
11-May-2022 12-May-2022 Change Change % Previous Week
Open 0.7708 0.7685 -0.0023 -0.3% 0.7776
High 0.7732 0.7685 -0.0047 -0.6% 0.7858
Low 0.7692 0.7644 -0.0048 -0.6% 0.7740
Close 0.7699 0.7644 -0.0055 -0.7% 0.7742
Range 0.0041 0.0042 0.0001 2.5% 0.0118
ATR 0.0052 0.0052 0.0000 0.4% 0.0000
Volume 40 277 237 592.5% 712
Daily Pivots for day following 12-May-2022
Classic Woodie Camarilla DeMark
R4 0.7782 0.7754 0.7666
R3 0.7740 0.7713 0.7655
R2 0.7699 0.7699 0.7651
R1 0.7671 0.7671 0.7647 0.7664
PP 0.7657 0.7657 0.7657 0.7654
S1 0.7630 0.7630 0.7640 0.7623
S2 0.7616 0.7616 0.7636
S3 0.7574 0.7588 0.7632
S4 0.7533 0.7547 0.7621
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 0.7796 0.7644 0.0153 2.0% 0.0042 0.5% 0% False True 171
10 0.7858 0.7644 0.0214 2.8% 0.0048 0.6% 0% False True 154
20 0.8007 0.7644 0.0364 4.8% 0.0046 0.6% 0% False True 135
40 0.8053 0.7644 0.0410 5.4% 0.0040 0.5% 0% False True 89
60 0.8053 0.7644 0.0410 5.4% 0.0043 0.6% 0% False True 115
80 0.8053 0.7644 0.0410 5.4% 0.0042 0.5% 0% False True 104
100 0.8053 0.7644 0.0410 5.4% 0.0039 0.5% 0% False True 89
120 0.8053 0.7644 0.0410 5.4% 0.0037 0.5% 0% False True 82
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7861
2.618 0.7794
1.618 0.7752
1.000 0.7727
0.618 0.7711
HIGH 0.7685
0.618 0.7669
0.500 0.7664
0.382 0.7659
LOW 0.7644
0.618 0.7618
1.000 0.7602
1.618 0.7576
2.618 0.7535
4.250 0.7467
Fisher Pivots for day following 12-May-2022
Pivot 1 day 3 day
R1 0.7664 0.7688
PP 0.7657 0.7673
S1 0.7650 0.7658

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

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