CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 24-May-2022
Day Change Summary
Previous Current
23-May-2022 24-May-2022 Change Change % Previous Week
Open 0.7809 0.7774 -0.0035 -0.4% 0.7717
High 0.7824 0.7786 -0.0038 -0.5% 0.7819
Low 0.7809 0.7774 -0.0035 -0.4% 0.7713
Close 0.7820 0.7786 -0.0034 -0.4% 0.7778
Range 0.0015 0.0012 -0.0003 -17.2% 0.0107
ATR 0.0054 0.0053 -0.0001 -1.1% 0.0000
Volume 7 486 479 6,842.9% 819
Daily Pivots for day following 24-May-2022
Classic Woodie Camarilla DeMark
R4 0.7818 0.7814 0.7793
R3 0.7806 0.7802 0.7789
R2 0.7794 0.7794 0.7788
R1 0.7790 0.7790 0.7787 0.7792
PP 0.7782 0.7782 0.7782 0.7783
S1 0.7778 0.7778 0.7785 0.7780
S2 0.7770 0.7770 0.7784
S3 0.7758 0.7766 0.7783
S4 0.7746 0.7754 0.7779
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8089 0.8040 0.7836
R3 0.7983 0.7933 0.7807
R2 0.7876 0.7876 0.7797
R1 0.7827 0.7827 0.7787 0.7852
PP 0.7770 0.7770 0.7770 0.7782
S1 0.7720 0.7720 0.7768 0.7745
S2 0.7663 0.7663 0.7758
S3 0.7557 0.7614 0.7748
S4 0.7450 0.7507 0.7719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7824 0.7750 0.0074 0.9% 0.0034 0.4% 49% False False 223
10 0.7824 0.7644 0.0180 2.3% 0.0040 0.5% 79% False False 173
20 0.7858 0.7644 0.0214 2.7% 0.0044 0.6% 67% False False 169
40 0.8053 0.7644 0.0410 5.3% 0.0041 0.5% 35% False False 119
60 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 35% False False 123
80 0.8053 0.7644 0.0410 5.3% 0.0041 0.5% 35% False False 116
100 0.8053 0.7644 0.0410 5.3% 0.0040 0.5% 35% False False 101
120 0.8053 0.7644 0.0410 5.3% 0.0037 0.5% 35% False False 92
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7837
2.618 0.7817
1.618 0.7805
1.000 0.7798
0.618 0.7793
HIGH 0.7786
0.618 0.7781
0.500 0.7780
0.382 0.7779
LOW 0.7774
0.618 0.7767
1.000 0.7762
1.618 0.7755
2.618 0.7743
4.250 0.7723
Fisher Pivots for day following 24-May-2022
Pivot 1 day 3 day
R1 0.7784 0.7796
PP 0.7782 0.7793
S1 0.7780 0.7789

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

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