CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 0.7546 0.7485 -0.0062 -0.8% 0.7673
High 0.7562 0.7487 -0.0075 -1.0% 0.7718
Low 0.7478 0.7426 -0.0052 -0.7% 0.7515
Close 0.7482 0.7484 0.0002 0.0% 0.7527
Range 0.0084 0.0062 -0.0023 -26.8% 0.0203
ATR 0.0058 0.0058 0.0000 0.5% 0.0000
Volume 98,511 112,255 13,744 14.0% 347,264
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7650 0.7628 0.7517
R3 0.7588 0.7567 0.7500
R2 0.7527 0.7527 0.7495
R1 0.7505 0.7505 0.7489 0.7485
PP 0.7465 0.7465 0.7465 0.7455
S1 0.7444 0.7444 0.7478 0.7424
S2 0.7404 0.7404 0.7472
S3 0.7342 0.7382 0.7467
S4 0.7281 0.7321 0.7450
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8194 0.8063 0.7638
R3 0.7992 0.7861 0.7583
R2 0.7789 0.7789 0.7564
R1 0.7658 0.7658 0.7546 0.7622
PP 0.7587 0.7587 0.7587 0.7569
S1 0.7456 0.7456 0.7508 0.7420
S2 0.7384 0.7384 0.7490
S3 0.7182 0.7253 0.7471
S4 0.6979 0.7051 0.7416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7603 0.7426 0.0178 2.4% 0.0059 0.8% 33% False True 97,813
10 0.7718 0.7426 0.0292 3.9% 0.0062 0.8% 20% False True 65,239
20 0.7750 0.7426 0.0325 4.3% 0.0056 0.8% 18% False True 34,478
40 0.7853 0.7426 0.0427 5.7% 0.0051 0.7% 14% False True 17,597
60 0.7853 0.7426 0.0427 5.7% 0.0052 0.7% 14% False True 11,823
80 0.7975 0.7426 0.0550 7.3% 0.0051 0.7% 11% False True 8,958
100 0.7975 0.7426 0.0550 7.3% 0.0049 0.7% 11% False True 7,200
120 0.8053 0.7426 0.0628 8.4% 0.0048 0.6% 9% False True 6,015
Crabel Price Patterns
NR True
NR4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7648
1.618 0.7587
1.000 0.7549
0.618 0.7525
HIGH 0.7487
0.618 0.7464
0.500 0.7456
0.382 0.7449
LOW 0.7426
0.618 0.7387
1.000 0.7364
1.618 0.7326
2.618 0.7264
4.250 0.7164
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 0.7474 0.7494
PP 0.7465 0.7490
S1 0.7456 0.7487

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

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