CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 09-Aug-2022
Day Change Summary
Previous Current
08-Aug-2022 09-Aug-2022 Change Change % Previous Week
Open 0.7723 0.7772 0.0050 0.6% 0.7800
High 0.7785 0.7776 -0.0009 -0.1% 0.7827
Low 0.7723 0.7752 0.0030 0.4% 0.7700
Close 0.7772 0.7755 -0.0017 -0.2% 0.7728
Range 0.0063 0.0024 -0.0039 -61.6% 0.0127
ATR 0.0050 0.0048 -0.0002 -3.7% 0.0000
Volume 191 294 103 53.9% 2,445
Daily Pivots for day following 09-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7833 0.7818 0.7768
R3 0.7809 0.7794 0.7761
R2 0.7785 0.7785 0.7759
R1 0.7770 0.7770 0.7757 0.7765
PP 0.7761 0.7761 0.7761 0.7759
S1 0.7746 0.7746 0.7752 0.7741
S2 0.7737 0.7737 0.7750
S3 0.7713 0.7722 0.7748
S4 0.7689 0.7698 0.7741
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8131 0.8056 0.7798
R3 0.8005 0.7930 0.7763
R2 0.7878 0.7878 0.7751
R1 0.7803 0.7803 0.7740 0.7777
PP 0.7752 0.7752 0.7752 0.7739
S1 0.7677 0.7677 0.7716 0.7651
S2 0.7625 0.7625 0.7705
S3 0.7499 0.7550 0.7693
S4 0.7372 0.7424 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7790 0.7700 0.0090 1.2% 0.0034 0.4% 61% False False 526
10 0.7827 0.7700 0.0127 1.6% 0.0036 0.5% 43% False False 390
20 0.7827 0.7569 0.0258 3.3% 0.0048 0.6% 72% False False 363
40 0.7827 0.7569 0.0258 3.3% 0.0048 0.6% 72% False False 313
60 0.7975 0.7569 0.0407 5.2% 0.0046 0.6% 46% False False 308
80 0.8007 0.7569 0.0439 5.7% 0.0046 0.6% 42% False False 265
100 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 38% False False 221
120 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 38% False False 212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7839
1.618 0.7815
1.000 0.7800
0.618 0.7791
HIGH 0.7776
0.618 0.7767
0.500 0.7764
0.382 0.7761
LOW 0.7752
0.618 0.7737
1.000 0.7728
1.618 0.7713
2.618 0.7689
4.250 0.7650
Fisher Pivots for day following 09-Aug-2022
Pivot 1 day 3 day
R1 0.7764 0.7751
PP 0.7761 0.7747
S1 0.7758 0.7743

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

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