CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 0.7840 0.7802 -0.0039 -0.5% 0.7781
High 0.7854 0.7835 -0.0019 -0.2% 0.7892
Low 0.7816 0.7801 -0.0015 -0.2% 0.7773
Close 0.7816 0.7833 0.0017 0.2% 0.7882
Range 0.0038 0.0034 -0.0004 -10.5% 0.0119
ATR 0.0039 0.0039 0.0000 -0.9% 0.0000
Volume 39 10 -29 -74.4% 50
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7925 0.7913 0.7851
R3 0.7891 0.7879 0.7842
R2 0.7857 0.7857 0.7839
R1 0.7845 0.7845 0.7836 0.7851
PP 0.7823 0.7823 0.7823 0.7826
S1 0.7811 0.7811 0.7829 0.7817
S2 0.7789 0.7789 0.7826
S3 0.7755 0.7777 0.7823
S4 0.7721 0.7743 0.7814
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8206 0.8163 0.7947
R3 0.8087 0.8044 0.7915
R2 0.7968 0.7968 0.7904
R1 0.7925 0.7925 0.7893 0.7947
PP 0.7849 0.7849 0.7849 0.7860
S1 0.7806 0.7806 0.7871 0.7828
S2 0.7730 0.7730 0.7860
S3 0.7611 0.7687 0.7849
S4 0.7492 0.7568 0.7817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7892 0.7801 0.0091 1.2% 0.0033 0.4% 35% False True 32
10 0.7892 0.7773 0.0119 1.5% 0.0024 0.3% 50% False False 20
20 0.7892 0.7699 0.0193 2.5% 0.0023 0.3% 69% False False 42
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 True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7924
1.618 0.7890
1.000 0.7869
0.618 0.7856
HIGH 0.7835
0.618 0.7822
0.500 0.7818
0.382 0.7814
LOW 0.7801
0.618 0.7780
1.000 0.7767
1.618 0.7746
2.618 0.7712
4.250 0.7657
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 0.7828 0.7835
PP 0.7823 0.7834
S1 0.7818 0.7833

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

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