CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 0.7752 0.7724 -0.0028 -0.4% 0.7803
High 0.7803 0.7724 -0.0079 -1.0% 0.7810
Low 0.7750 0.7709 -0.0041 -0.5% 0.7733
Close 0.7752 0.7709 -0.0043 -0.6% 0.7752
Range 0.0053 0.0016 -0.0038 -70.8% 0.0077
ATR
Volume 0 2 2 22
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7760 0.7750 0.7717
R3 0.7745 0.7734 0.7713
R2 0.7729 0.7729 0.7711
R1 0.7719 0.7719 0.7710 0.7716
PP 0.7714 0.7714 0.7714 0.7712
S1 0.7703 0.7703 0.7707 0.7701
S2 0.7698 0.7698 0.7706
S3 0.7683 0.7688 0.7704
S4 0.7667 0.7672 0.7700
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 0.7709 0.0101 1.3% 0.0025 0.3% 0% False True 4
10 0.7888 0.7709 0.0179 2.3% 0.0018 0.2% 0% False True 15
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7765
1.618 0.7749
1.000 0.7740
0.618 0.7734
HIGH 0.7724
0.618 0.7718
0.500 0.7716
0.382 0.7714
LOW 0.7709
0.618 0.7699
1.000 0.7693
1.618 0.7683
2.618 0.7668
4.250 0.7643
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 0.7716 0.7759
PP 0.7714 0.7742
S1 0.7711 0.7725

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

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