CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 0.7725 0.7717 -0.0008 -0.1% 0.7800
High 0.7725 0.7720 -0.0005 -0.1% 0.7800
Low 0.7699 0.7709 0.0010 0.1% 0.7720
Close 0.7699 0.7713 0.0014 0.2% 0.7741
Range 0.0026 0.0011 -0.0015 -57.7% 0.0081
ATR 0.0039 0.0038 -0.0001 -3.3% 0.0000
Volume 41 95 54 131.7% 129
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7747 0.7741 0.7719
R3 0.7736 0.7730 0.7716
R2 0.7725 0.7725 0.7715
R1 0.7719 0.7719 0.7714 0.7717
PP 0.7714 0.7714 0.7714 0.7713
S1 0.7708 0.7708 0.7712 0.7706
S2 0.7703 0.7703 0.7711
S3 0.7692 0.7697 0.7710
S4 0.7681 0.7686 0.7707
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% 0.0025 0.3% 14% False False 38
10 0.7897 0.7699 0.0198 2.6% 0.0021 0.3% 7% False False 77
20 0.7897 0.7699 0.0198 2.6% 0.0024 0.3% 7% False False 54
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7767
2.618 0.7749
1.618 0.7738
1.000 0.7731
0.618 0.7727
HIGH 0.7720
0.618 0.7716
0.500 0.7715
0.382 0.7713
LOW 0.7709
0.618 0.7702
1.000 0.7698
1.618 0.7691
2.618 0.7680
4.250 0.7662
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 0.7715 0.7750
PP 0.7714 0.7737
S1 0.7714 0.7725

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

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