CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 31-May-2022
Day Change Summary
Previous Current
27-May-2022 31-May-2022 Change Change % Previous Week
Open 0.7833 0.7874 0.0041 0.5% 0.7809
High 0.7854 0.7907 0.0053 0.7% 0.7854
Low 0.7820 0.7874 0.0055 0.7% 0.7760
Close 0.7854 0.7904 0.0050 0.6% 0.7854
Range 0.0035 0.0033 -0.0002 -4.3% 0.0094
ATR 0.0050 0.0050 0.0000 0.5% 0.0000
Volume 166 245 79 47.6% 1,035
Daily Pivots for day following 31-May-2022
Classic Woodie Camarilla DeMark
R4 0.7994 0.7982 0.7922
R3 0.7961 0.7949 0.7913
R2 0.7928 0.7928 0.7910
R1 0.7916 0.7916 0.7907 0.7922
PP 0.7895 0.7895 0.7895 0.7898
S1 0.7883 0.7883 0.7900 0.7889
S2 0.7862 0.7862 0.7897
S3 0.7829 0.7850 0.7894
S4 0.7796 0.7817 0.7885
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.8105 0.8073 0.7905
R3 0.8011 0.7979 0.7879
R2 0.7917 0.7917 0.7871
R1 0.7885 0.7885 0.7862 0.7901
PP 0.7823 0.7823 0.7823 0.7830
S1 0.7791 0.7791 0.7845 0.7807
S2 0.7729 0.7729 0.7836
S3 0.7635 0.7697 0.7828
S4 0.7541 0.7603 0.7802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7907 0.7760 0.0147 1.9% 0.0031 0.4% 98% True False 254
10 0.7907 0.7750 0.0157 2.0% 0.0034 0.4% 98% True False 205
20 0.7907 0.7644 0.0264 3.3% 0.0041 0.5% 99% True False 173
40 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 63% False False 136
60 0.8053 0.7644 0.0410 5.2% 0.0041 0.5% 63% False False 127
80 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 63% False False 122
100 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 63% False False 107
120 0.8053 0.7644 0.0410 5.2% 0.0037 0.5% 63% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8047
2.618 0.7993
1.618 0.7960
1.000 0.7940
0.618 0.7927
HIGH 0.7907
0.618 0.7894
0.500 0.7891
0.382 0.7887
LOW 0.7874
0.618 0.7854
1.000 0.7841
1.618 0.7821
2.618 0.7788
4.250 0.7734
Fisher Pivots for day following 31-May-2022
Pivot 1 day 3 day
R1 0.7899 0.7885
PP 0.7895 0.7867
S1 0.7891 0.7849

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

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