CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 0.7874 0.7892 0.0018 0.2% 0.7812
High 0.7874 0.7897 0.0023 0.3% 0.7821
Low 0.7874 0.7872 -0.0003 0.0% 0.7762
Close 0.7874 0.7872 -0.0003 0.0% 0.7763
Range 0.0000 0.0026 0.0026 0.0059
ATR 0.0039 0.0038 -0.0001 -2.4% 0.0000
Volume 0 149 149 202
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7957 0.7940 0.7886
R3 0.7931 0.7914 0.7879
R2 0.7906 0.7906 0.7876
R1 0.7889 0.7889 0.7874 0.7884
PP 0.7880 0.7880 0.7880 0.7878
S1 0.7863 0.7863 0.7869 0.7859
S2 0.7855 0.7855 0.7867
S3 0.7829 0.7838 0.7864
S4 0.7804 0.7812 0.7857
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 0.7897 0.7762 0.0135 1.7% 0.0017 0.2% 81% True False 52
10 0.7897 0.7762 0.0135 1.7% 0.0029 0.4% 81% True False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8005
2.618 0.7964
1.618 0.7938
1.000 0.7923
0.618 0.7913
HIGH 0.7897
0.618 0.7887
0.500 0.7884
0.382 0.7881
LOW 0.7872
0.618 0.7856
1.000 0.7846
1.618 0.7830
2.618 0.7805
4.250 0.7763
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 0.7884 0.7862
PP 0.7880 0.7853
S1 0.7876 0.7844

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

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