CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 13-May-2022
Day Change Summary
Previous Current
12-May-2022 13-May-2022 Change Change % Previous Week
Open 0.7685 0.7684 -0.0001 0.0% 0.7725
High 0.7685 0.7739 0.0054 0.7% 0.7739
Low 0.7644 0.7683 0.0039 0.5% 0.7644
Close 0.7644 0.7731 0.0088 1.1% 0.7731
Range 0.0042 0.0056 0.0015 34.9% 0.0095
ATR 0.0052 0.0055 0.0003 5.8% 0.0000
Volume 277 102 -175 -63.2% 831
Daily Pivots for day following 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7885 0.7864 0.7762
R3 0.7829 0.7808 0.7746
R2 0.7773 0.7773 0.7741
R1 0.7752 0.7752 0.7736 0.7763
PP 0.7717 0.7717 0.7717 0.7723
S1 0.7696 0.7696 0.7726 0.7707
S2 0.7661 0.7661 0.7721
S3 0.7605 0.7640 0.7716
S4 0.7549 0.7584 0.7700
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7989 0.7955 0.7783
R3 0.7894 0.7860 0.7757
R2 0.7799 0.7799 0.7748
R1 0.7765 0.7765 0.7740 0.7782
PP 0.7704 0.7704 0.7704 0.7713
S1 0.7670 0.7670 0.7722 0.7687
S2 0.7609 0.7609 0.7714
S3 0.7514 0.7575 0.7705
S4 0.7419 0.7480 0.7679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7739 0.7644 0.0095 1.2% 0.0042 0.5% 92% True False 166
10 0.7858 0.7644 0.0214 2.8% 0.0045 0.6% 41% False False 154
20 0.8007 0.7644 0.0364 4.7% 0.0045 0.6% 24% False False 137
40 0.8053 0.7644 0.0410 5.3% 0.0041 0.5% 21% False False 91
60 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 21% False False 116
80 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 21% False False 105
100 0.8053 0.7644 0.0410 5.3% 0.0039 0.5% 21% False False 89
120 0.8053 0.7644 0.0410 5.3% 0.0037 0.5% 21% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7977
2.618 0.7885
1.618 0.7829
1.000 0.7795
0.618 0.7773
HIGH 0.7739
0.618 0.7717
0.500 0.7711
0.382 0.7704
LOW 0.7683
0.618 0.7648
1.000 0.7627
1.618 0.7592
2.618 0.7536
4.250 0.7445
Fisher Pivots for day following 13-May-2022
Pivot 1 day 3 day
R1 0.7724 0.7718
PP 0.7717 0.7704
S1 0.7711 0.7691

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

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