CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 0.7778 0.7766 -0.0013 -0.2% 0.7812
High 0.7779 0.7809 0.0031 0.4% 0.7821
Low 0.7778 0.7762 -0.0016 -0.2% 0.7762
Close 0.7779 0.7763 -0.0016 -0.2% 0.7763
Range 0.0001 0.0047 0.0047 9,300.0% 0.0059
ATR 0.0035 0.0036 0.0001 2.5% 0.0000
Volume 11 24 13 118.2% 202
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7919 0.7888 0.7788
R3 0.7872 0.7841 0.7775
R2 0.7825 0.7825 0.7771
R1 0.7794 0.7794 0.7767 0.7786
PP 0.7778 0.7778 0.7778 0.7774
S1 0.7747 0.7747 0.7758 0.7739
S2 0.7731 0.7731 0.7754
S3 0.7684 0.7700 0.7750
S4 0.7637 0.7653 0.7737
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7959 0.7920 0.7795
R3 0.7900 0.7861 0.7779
R2 0.7841 0.7841 0.7773
R1 0.7802 0.7802 0.7768 0.7792
PP 0.7782 0.7782 0.7782 0.7777
S1 0.7743 0.7743 0.7757 0.7733
S2 0.7723 0.7723 0.7752
S3 0.7664 0.7684 0.7746
S4 0.7605 0.7625 0.7730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7821 0.7762 0.0059 0.8% 0.0029 0.4% 1% False True 40
10 0.7900 0.7762 0.0138 1.8% 0.0035 0.5% 0% False True 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7932
1.618 0.7885
1.000 0.7856
0.618 0.7838
HIGH 0.7809
0.618 0.7791
0.500 0.7786
0.382 0.7780
LOW 0.7762
0.618 0.7733
1.000 0.7715
1.618 0.7686
2.618 0.7639
4.250 0.7562
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 0.7786 0.7792
PP 0.7778 0.7782
S1 0.7770 0.7772

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

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