CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 26-Aug-2022
Day Change Summary
Previous Current
25-Aug-2022 26-Aug-2022 Change Change % Previous Week
Open 0.7715 0.7725 0.0010 0.1% 0.7694
High 0.7750 0.7744 -0.0006 -0.1% 0.7750
Low 0.7714 0.7664 -0.0050 -0.6% 0.7653
Close 0.7726 0.7673 -0.0053 -0.7% 0.7673
Range 0.0037 0.0080 0.0044 119.2% 0.0097
ATR 0.0051 0.0053 0.0002 4.1% 0.0000
Volume 1,557 1,465 -92 -5.9% 7,039
Daily Pivots for day following 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7934 0.7883 0.7717
R3 0.7854 0.7803 0.7695
R2 0.7774 0.7774 0.7687
R1 0.7723 0.7723 0.7680 0.7708
PP 0.7694 0.7694 0.7694 0.7686
S1 0.7643 0.7643 0.7665 0.7628
S2 0.7614 0.7614 0.7658
S3 0.7534 0.7563 0.7651
S4 0.7454 0.7483 0.7629
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7983 0.7925 0.7726
R3 0.7886 0.7828 0.7699
R2 0.7789 0.7789 0.7690
R1 0.7731 0.7731 0.7681 0.7711
PP 0.7692 0.7692 0.7692 0.7682
S1 0.7634 0.7634 0.7664 0.7614
S2 0.7595 0.7595 0.7655
S3 0.7498 0.7537 0.7646
S4 0.7401 0.7440 0.7619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7750 0.7653 0.0097 1.3% 0.0054 0.7% 20% False False 1,407
10 0.7825 0.7653 0.0172 2.2% 0.0056 0.7% 11% False False 1,184
20 0.7853 0.7653 0.0200 2.6% 0.0048 0.6% 10% False False 849
40 0.7853 0.7569 0.0284 3.7% 0.0052 0.7% 37% False False 574
60 0.7975 0.7569 0.0407 5.3% 0.0050 0.7% 26% False False 493
80 0.7975 0.7569 0.0407 5.3% 0.0048 0.6% 26% False False 420
100 0.8053 0.7569 0.0485 6.3% 0.0047 0.6% 21% False False 358
120 0.8053 0.7569 0.0485 6.3% 0.0045 0.6% 21% False False 311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8084
2.618 0.7953
1.618 0.7873
1.000 0.7824
0.618 0.7793
HIGH 0.7744
0.618 0.7713
0.500 0.7704
0.382 0.7695
LOW 0.7664
0.618 0.7615
1.000 0.7584
1.618 0.7535
2.618 0.7455
4.250 0.7324
Fisher Pivots for day following 26-Aug-2022
Pivot 1 day 3 day
R1 0.7704 0.7707
PP 0.7694 0.7696
S1 0.7683 0.7684

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

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