CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 0.7806 0.7752 -0.0055 -0.7% 0.7803
High 0.7810 0.7803 -0.0007 -0.1% 0.7810
Low 0.7801 0.7750 -0.0051 -0.7% 0.7733
Close 0.7801 0.7752 -0.0049 -0.6% 0.7752
Range 0.0009 0.0053 0.0044 488.9% 0.0077
ATR
Volume 4 0 -4 -100.0% 22
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7927 0.7892 0.7781
R3 0.7874 0.7839 0.7766
R2 0.7821 0.7821 0.7761
R1 0.7786 0.7786 0.7756 0.7778
PP 0.7768 0.7768 0.7768 0.7764
S1 0.7733 0.7733 0.7747 0.7725
S2 0.7715 0.7715 0.7742
S3 0.7662 0.7680 0.7737
S4 0.7609 0.7627 0.7722
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7994 0.7949 0.7794
R3 0.7918 0.7873 0.7773
R2 0.7841 0.7841 0.7766
R1 0.7796 0.7796 0.7759 0.7781
PP 0.7765 0.7765 0.7765 0.7757
S1 0.7720 0.7720 0.7744 0.7704
S2 0.7688 0.7688 0.7737
S3 0.7612 0.7643 0.7730
S4 0.7535 0.7567 0.7709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7810 0.7733 0.0077 1.0% 0.0022 0.3% 24% False False 4
10 0.7888 0.7733 0.0155 2.0% 0.0017 0.2% 12% False False 14
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 0.0002
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7941
1.618 0.7888
1.000 0.7856
0.618 0.7835
HIGH 0.7803
0.618 0.7782
0.500 0.7776
0.382 0.7770
LOW 0.7750
0.618 0.7717
1.000 0.7697
1.618 0.7664
2.618 0.7611
4.250 0.7524
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 0.7776 0.7771
PP 0.7768 0.7765
S1 0.7760 0.7758

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

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