CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 23-Dec-2021
Day Change Summary
Previous Current
22-Dec-2021 23-Dec-2021 Change Change % Previous Week
Open 0.7773 0.7794 0.0021 0.3% 0.7803
High 0.7779 0.7798 0.0019 0.2% 0.7810
Low 0.7773 0.7781 0.0008 0.1% 0.7733
Close 0.7773 0.7796 0.0023 0.3% 0.7752
Range 0.0006 0.0018 0.0012 191.7% 0.0077
ATR 0.0038 0.0037 -0.0001 -2.5% 0.0000
Volume 93 8 -85 -91.4% 22
Daily Pivots for day following 23-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7844 0.7837 0.7805
R3 0.7826 0.7820 0.7800
R2 0.7809 0.7809 0.7799
R1 0.7802 0.7802 0.7797 0.7806
PP 0.7791 0.7791 0.7791 0.7793
S1 0.7785 0.7785 0.7794 0.7788
S2 0.7774 0.7774 0.7792
S3 0.7756 0.7767 0.7791
S4 0.7739 0.7750 0.7786
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 0.7803 0.7709 0.0094 1.2% 0.0019 0.2% 93% False False 20
10 0.7866 0.7709 0.0157 2.0% 0.0017 0.2% 55% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7844
1.618 0.7826
1.000 0.7816
0.618 0.7809
HIGH 0.7798
0.618 0.7791
0.500 0.7789
0.382 0.7787
LOW 0.7781
0.618 0.7770
1.000 0.7763
1.618 0.7752
2.618 0.7735
4.250 0.7706
Fisher Pivots for day following 23-Dec-2021
Pivot 1 day 3 day
R1 0.7793 0.7784
PP 0.7791 0.7772
S1 0.7789 0.7760

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

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