CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-Jan-2022
Day Change Summary
Previous Current
27-Jan-2022 28-Jan-2022 Change Change % Previous Week
Open 0.7895 0.7850 -0.0046 -0.6% 0.7947
High 0.7904 0.7865 -0.0039 -0.5% 0.7966
Low 0.7844 0.7813 -0.0031 -0.4% 0.7813
Close 0.7846 0.7820 -0.0026 -0.3% 0.7820
Range 0.0061 0.0052 -0.0009 -14.0% 0.0153
ATR 0.0059 0.0059 -0.0001 -0.8% 0.0000
Volume 92,918 85,242 -7,676 -8.3% 481,315
Daily Pivots for day following 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7989 0.7956 0.7849
R3 0.7937 0.7904 0.7834
R2 0.7885 0.7885 0.7830
R1 0.7852 0.7852 0.7825 0.7843
PP 0.7833 0.7833 0.7833 0.7828
S1 0.7800 0.7800 0.7815 0.7791
S2 0.7781 0.7781 0.7810
S3 0.7729 0.7748 0.7806
S4 0.7677 0.7696 0.7791
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8324 0.8224 0.7904
R3 0.8171 0.8072 0.7862
R2 0.8019 0.8019 0.7848
R1 0.7919 0.7919 0.7834 0.7893
PP 0.7866 0.7866 0.7866 0.7853
S1 0.7767 0.7767 0.7806 0.7740
S2 0.7714 0.7714 0.7792
S3 0.7561 0.7614 0.7778
S4 0.7409 0.7462 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7966 0.7813 0.0153 2.0% 0.0067 0.9% 5% False True 96,263
10 0.8032 0.7813 0.0219 2.8% 0.0060 0.8% 3% False True 88,526
20 0.8032 0.7803 0.0230 2.9% 0.0061 0.8% 8% False False 76,681
40 0.8032 0.7713 0.0319 4.1% 0.0055 0.7% 34% False False 64,519
60 0.8077 0.7713 0.0364 4.6% 0.0053 0.7% 29% False False 43,271
80 0.8137 0.7713 0.0424 5.4% 0.0049 0.6% 25% False False 32,485
100 0.8137 0.7713 0.0424 5.4% 0.0052 0.7% 25% False False 26,009
120 0.8137 0.7713 0.0424 5.4% 0.0051 0.7% 25% False False 21,681
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8086
2.618 0.8001
1.618 0.7949
1.000 0.7917
0.618 0.7897
HIGH 0.7865
0.618 0.7845
0.500 0.7839
0.382 0.7833
LOW 0.7813
0.618 0.7781
1.000 0.7761
1.618 0.7729
2.618 0.7677
4.250 0.7592
Fisher Pivots for day following 28-Jan-2022
Pivot 1 day 3 day
R1 0.7839 0.7889
PP 0.7833 0.7866
S1 0.7826 0.7843

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

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