CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	0.7850	0.7828	-0.0022	-0.3%	0.7907
High	0.7856	0.7869	0.0013	0.2%	0.7919
Low	0.7794	0.7797	0.0004	0.0%	0.7815
Close	0.7824	0.7808	-0.0016	-0.2%	0.7829
Range	0.0063	0.0072	0.0009	14.4%	0.0104
ATR	0.0048	0.0050	0.0002	3.5%	0.0000
Volume	2,542	2,241	-301	-11.8%	3,445

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.7995	0.7847
R3	0.7968	0.7924	0.7828
R2	0.7896	0.7896	0.7821
R1	0.7852	0.7852	0.7815	0.7838
PP	0.7825	0.7825	0.7825	0.7818
S1	0.7781	0.7781	0.7801	0.7767
S2	0.7753	0.7753	0.7795
S3	0.7682	0.7709	0.7788
S4	0.7610	0.7638	0.7769

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8166	0.8102	0.7886
R3	0.8062	0.7998	0.7858
R2	0.7958	0.7958	0.7848
R1	0.7894	0.7894	0.7839	0.7874
PP	0.7854	0.7854	0.7854	0.7845
S1	0.7790	0.7790	0.7819	0.7770
S2	0.7750	0.7750	0.7810
S3	0.7646	0.7686	0.7800
S4	0.7542	0.7582	0.7772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7912	0.7794	0.0119	1.5%	0.0062	0.8%	12%	False	False	2,005
10	0.7973	0.7794	0.0180	2.3%	0.0053	0.7%	8%	False	False	1,235
20	0.8077	0.7794	0.0283	3.6%	0.0048	0.6%	5%	False	False	775
40	0.8137	0.7794	0.0344	4.4%	0.0043	0.6%	4%	False	False	452
60	0.8137	0.7755	0.0383	4.9%	0.0050	0.6%	14%	False	False	336
80	0.8137	0.7724	0.0413	5.3%	0.0049	0.6%	20%	False	False	262
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	20%	False	False	212
120	0.8238	0.7724	0.0514	6.6%	0.0048	0.6%	16%	False	False	179

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8172
2.618	0.8056
1.618	0.7984
1.000	0.7940
0.618	0.7913
HIGH	0.7869
0.618	0.7841
0.500	0.7833
0.382	0.7824
LOW	0.7797
0.618	0.7753
1.000	0.7726
1.618	0.7681
2.618	0.7610
4.250	0.7493

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	0.7833	0.7831
PP	0.7825	0.7823
S1	0.7816	0.7816

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols