CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 17-May-2022
Day Change Summary
Previous Current
16-May-2022 17-May-2022 Change Change % Previous Week
Open 0.7717 0.7803 0.0086 1.1% 0.7725
High 0.7786 0.7803 0.0017 0.2% 0.7739
Low 0.7713 0.7782 0.0070 0.9% 0.7644
Close 0.7786 0.7793 0.0007 0.1% 0.7731
Range 0.0074 0.0021 -0.0053 -72.1% 0.0095
ATR 0.0057 0.0054 -0.0003 -4.6% 0.0000
Volume 46 151 105 228.3% 831
Daily Pivots for day following 17-May-2022
Classic Woodie Camarilla DeMark
R4 0.7854 0.7844 0.7804
R3 0.7833 0.7823 0.7798
R2 0.7813 0.7813 0.7796
R1 0.7803 0.7803 0.7794 0.7798
PP 0.7792 0.7792 0.7792 0.7790
S1 0.7782 0.7782 0.7791 0.7777
S2 0.7772 0.7772 0.7789
S3 0.7751 0.7762 0.7787
S4 0.7731 0.7741 0.7781
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 0.7803 0.7644 0.0159 2.0% 0.0046 0.6% 94% True False 123
10 0.7858 0.7644 0.0214 2.7% 0.0050 0.6% 70% False False 132
20 0.8007 0.7644 0.0364 4.7% 0.0049 0.6% 41% False False 143
40 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 36% False False 94
60 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 36% False False 118
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.5% 36% False False 107
100 0.8053 0.7644 0.0410 5.3% 0.0039 0.5% 36% False False 90
120 0.8053 0.7644 0.0410 5.3% 0.0037 0.5% 36% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7890
2.618 0.7856
1.618 0.7836
1.000 0.7823
0.618 0.7815
HIGH 0.7803
0.618 0.7795
0.500 0.7792
0.382 0.7790
LOW 0.7782
0.618 0.7769
1.000 0.7762
1.618 0.7749
2.618 0.7728
4.250 0.7695
Fisher Pivots for day following 17-May-2022
Pivot 1 day 3 day
R1 0.7792 0.7776
PP 0.7792 0.7759
S1 0.7792 0.7743

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

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