CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 11-Jan-2022
Day Change Summary
Previous Current
10-Jan-2022 11-Jan-2022 Change Change % Previous Week
Open 0.7907 0.7889 -0.0019 -0.2% 0.7909
High 0.7929 0.7957 0.0028 0.3% 0.7916
Low 0.7874 0.7887 0.0013 0.2% 0.7803
Close 0.7886 0.7947 0.0061 0.8% 0.7914
Range 0.0055 0.0070 0.0015 26.4% 0.0113
ATR 0.0055 0.0056 0.0001 2.1% 0.0000
Volume 58,196 69,897 11,701 20.1% 300,567
Daily Pivots for day following 11-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8139 0.8112 0.7985
R3 0.8069 0.8043 0.7966
R2 0.8000 0.8000 0.7959
R1 0.7973 0.7973 0.7953 0.7986
PP 0.7930 0.7930 0.7930 0.7937
S1 0.7904 0.7904 0.7940 0.7917
S2 0.7861 0.7861 0.7934
S3 0.7791 0.7834 0.7927
S4 0.7722 0.7765 0.7908
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8216 0.8178 0.7976
R3 0.8103 0.8065 0.7945
R2 0.7990 0.7990 0.7935
R1 0.7952 0.7952 0.7924 0.7971
PP 0.7877 0.7877 0.7877 0.7887
S1 0.7839 0.7839 0.7904 0.7858
S2 0.7764 0.7764 0.7893
S3 0.7651 0.7726 0.7883
S4 0.7538 0.7613 0.7852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7957 0.7803 0.0154 1.9% 0.0060 0.8% 94% True False 63,020
10 0.7957 0.7791 0.0166 2.1% 0.0061 0.8% 94% True False 59,158
20 0.7957 0.7713 0.0244 3.1% 0.0054 0.7% 96% True False 59,232
40 0.8000 0.7713 0.0287 3.6% 0.0053 0.7% 82% False False 39,043
60 0.8137 0.7713 0.0424 5.3% 0.0049 0.6% 55% False False 26,091
80 0.8137 0.7713 0.0424 5.3% 0.0050 0.6% 55% False False 19,599
100 0.8137 0.7713 0.0424 5.3% 0.0051 0.6% 55% False False 15,693
120 0.8137 0.7713 0.0424 5.3% 0.0048 0.6% 55% False False 13,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.8138
1.618 0.8069
1.000 0.8026
0.618 0.7999
HIGH 0.7957
0.618 0.7930
0.500 0.7922
0.382 0.7914
LOW 0.7887
0.618 0.7844
1.000 0.7818
1.618 0.7775
2.618 0.7705
4.250 0.7592
Fisher Pivots for day following 11-Jan-2022
Pivot 1 day 3 day
R1 0.7938 0.7933
PP 0.7930 0.7919
S1 0.7922 0.7905

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

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