CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 0.7800 0.7725 -0.0075 -1.0% 0.7800
High 0.7800 0.7725 -0.0075 -1.0% 0.7800
Low 0.7744 0.7699 -0.0045 -0.6% 0.7720
Close 0.7741 0.7699 -0.0042 -0.5% 0.7741
Range 0.0056 0.0026 -0.0030 -53.6% 0.0081
ATR 0.0039 0.0039 0.0000 0.6% 0.0000
Volume 16 41 25 156.3% 129
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7786 0.7768 0.7713
R3 0.7760 0.7742 0.7706
R2 0.7734 0.7734 0.7704
R1 0.7716 0.7716 0.7701 0.7712
PP 0.7708 0.7708 0.7708 0.7706
S1 0.7690 0.7690 0.7697 0.7686
S2 0.7682 0.7682 0.7694
S3 0.7656 0.7664 0.7692
S4 0.7630 0.7638 0.7685
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7995 0.7949 0.7785
R3 0.7915 0.7868 0.7763
R2 0.7834 0.7834 0.7756
R1 0.7788 0.7788 0.7748 0.7771
PP 0.7754 0.7754 0.7754 0.7745
S1 0.7707 0.7707 0.7734 0.7690
S2 0.7673 0.7673 0.7726
S3 0.7593 0.7627 0.7719
S4 0.7512 0.7546 0.7697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7699 0.0101 1.3% 0.0028 0.4% 0% False True 21
10 0.7897 0.7699 0.0198 2.6% 0.0019 0.3% 0% False True 68
20 0.7897 0.7699 0.0198 2.6% 0.0026 0.3% 0% False True 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7836
2.618 0.7793
1.618 0.7767
1.000 0.7751
0.618 0.7741
HIGH 0.7725
0.618 0.7715
0.500 0.7712
0.382 0.7709
LOW 0.7699
0.618 0.7683
1.000 0.7673
1.618 0.7657
2.618 0.7631
4.250 0.7589
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 0.7712 0.7750
PP 0.7708 0.7733
S1 0.7703 0.7716

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

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