CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 0.7750 0.7789 0.0039 0.5% 0.7790
High 0.7750 0.7789 0.0039 0.5% 0.7897
Low 0.7720 0.7789 0.0070 0.9% 0.7790
Close 0.7744 0.7789 0.0046 0.6% 0.7831
Range 0.0031 0.0000 -0.0031 -100.0% 0.0107
ATR 0.0037 0.0037 0.0001 1.7% 0.0000
Volume 39 0 -39 -100.0% 592
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7789 0.7789 0.7789
R3 0.7789 0.7789 0.7789
R2 0.7789 0.7789 0.7789
R1 0.7789 0.7789 0.7789 0.7789
PP 0.7789 0.7789 0.7789 0.7789
S1 0.7789 0.7789 0.7789 0.7789
S2 0.7789 0.7789 0.7789
S3 0.7789 0.7789 0.7789
S4 0.7789 0.7789 0.7789
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8160 0.8103 0.7890
R3 0.8053 0.7996 0.7860
R2 0.7946 0.7946 0.7851
R1 0.7889 0.7889 0.7841 0.7918
PP 0.7839 0.7839 0.7839 0.7854
S1 0.7782 0.7782 0.7821 0.7811
S2 0.7732 0.7732 0.7811
S3 0.7625 0.7675 0.7802
S4 0.7518 0.7568 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7855 0.7720 0.0136 1.7% 0.0017 0.2% 51% False False 79
10 0.7897 0.7720 0.0178 2.3% 0.0017 0.2% 39% False False 72
20 0.7900 0.7720 0.0180 2.3% 0.0025 0.3% 39% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7789
2.618 0.7789
1.618 0.7789
1.000 0.7789
0.618 0.7789
HIGH 0.7789
0.618 0.7789
0.500 0.7789
0.382 0.7789
LOW 0.7789
0.618 0.7789
1.000 0.7789
1.618 0.7789
2.618 0.7789
4.250 0.7789
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 0.7789 0.7777
PP 0.7789 0.7766
S1 0.7789 0.7754

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

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