CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 0.7826 0.7833 0.0008 0.1% 0.7723
High 0.7853 0.7848 -0.0005 -0.1% 0.7853
Low 0.7817 0.7810 -0.0007 -0.1% 0.7723
Close 0.7836 0.7826 -0.0010 -0.1% 0.7826
Range 0.0036 0.0038 0.0002 5.6% 0.0130
ATR 0.0050 0.0049 -0.0001 -1.7% 0.0000
Volume 415 404 -11 -2.7% 2,701
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7940 0.7921 0.7847
R3 0.7903 0.7883 0.7836
R2 0.7865 0.7865 0.7833
R1 0.7846 0.7846 0.7829 0.7837
PP 0.7828 0.7828 0.7828 0.7823
S1 0.7808 0.7808 0.7823 0.7799
S2 0.7790 0.7790 0.7819
S3 0.7753 0.7771 0.7816
S4 0.7715 0.7733 0.7805
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8190 0.8138 0.7898
R3 0.8060 0.8008 0.7862
R2 0.7930 0.7930 0.7850
R1 0.7878 0.7878 0.7838 0.7904
PP 0.7800 0.7800 0.7800 0.7813
S1 0.7748 0.7748 0.7814 0.7774
S2 0.7670 0.7670 0.7802
S3 0.7540 0.7618 0.7790
S4 0.7410 0.7488 0.7755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7723 0.0130 1.7% 0.0049 0.6% 80% False False 540
10 0.7853 0.7700 0.0153 1.9% 0.0039 0.5% 83% False False 514
20 0.7853 0.7683 0.0170 2.2% 0.0044 0.6% 84% False False 388
40 0.7853 0.7569 0.0284 3.6% 0.0049 0.6% 91% False False 334
60 0.7975 0.7569 0.0407 5.2% 0.0046 0.6% 63% False False 340
80 0.8007 0.7569 0.0439 5.6% 0.0047 0.6% 59% False False 291
100 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 53% False False 242
120 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 53% False False 229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8007
2.618 0.7946
1.618 0.7908
1.000 0.7885
0.618 0.7871
HIGH 0.7848
0.618 0.7833
0.500 0.7829
0.382 0.7824
LOW 0.7810
0.618 0.7787
1.000 0.7773
1.618 0.7749
2.618 0.7712
4.250 0.7651
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 0.7829 0.7819
PP 0.7828 0.7812
S1 0.7827 0.7804

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

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