CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 06-Dec-2021
Day Change Summary
Previous Current
03-Dec-2021 06-Dec-2021 Change Change % Previous Week
Open 0.7766 0.7790 0.0025 0.3% 0.7812
High 0.7809 0.7800 -0.0009 -0.1% 0.7821
Low 0.7762 0.7790 0.0028 0.4% 0.7762
Close 0.7763 0.7800 0.0038 0.5% 0.7763
Range 0.0047 0.0010 -0.0037 -78.7% 0.0059
ATR 0.0036 0.0036 0.0000 0.3% 0.0000
Volume 24 80 56 233.3% 202
Daily Pivots for day following 06-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7827 0.7823 0.7806
R3 0.7817 0.7813 0.7803
R2 0.7807 0.7807 0.7802
R1 0.7803 0.7803 0.7801 0.7805
PP 0.7797 0.7797 0.7797 0.7798
S1 0.7793 0.7793 0.7799 0.7795
S2 0.7787 0.7787 0.7798
S3 0.7777 0.7783 0.7797
S4 0.7767 0.7773 0.7795
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% 0.0028 0.4% 64% False False 31
10 0.7889 0.7762 0.0127 1.6% 0.0033 0.4% 30% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7843
2.618 0.7826
1.618 0.7816
1.000 0.7810
0.618 0.7806
HIGH 0.7800
0.618 0.7796
0.500 0.7795
0.382 0.7794
LOW 0.7790
0.618 0.7784
1.000 0.7780
1.618 0.7774
2.618 0.7764
4.250 0.7748
Fisher Pivots for day following 06-Dec-2021
Pivot 1 day 3 day
R1 0.7798 0.7795
PP 0.7797 0.7790
S1 0.7795 0.7786

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

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