CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 0.7840 0.7900 0.0060 0.8% 0.7840
High 0.7898 0.7900 0.0002 0.0% 0.7898
Low 0.7840 0.7856 0.0016 0.2% 0.7801
Close 0.7892 0.7863 -0.0029 -0.4% 0.7892
Range 0.0058 0.0044 -0.0014 -24.1% 0.0097
ATR 0.0041 0.0041 0.0000 0.6% 0.0000
Volume 10 20 10 100.0% 159
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8005 0.7978 0.7887
R3 0.7961 0.7934 0.7875
R2 0.7917 0.7917 0.7871
R1 0.7890 0.7890 0.7867 0.7882
PP 0.7873 0.7873 0.7873 0.7869
S1 0.7846 0.7846 0.7859 0.7838
S2 0.7829 0.7829 0.7855
S3 0.7785 0.7802 0.7851
S4 0.7741 0.7758 0.7839
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8155 0.8120 0.7945
R3 0.8058 0.8023 0.7919
R2 0.7961 0.7961 0.7910
R1 0.7926 0.7926 0.7901 0.7944
PP 0.7864 0.7864 0.7864 0.7872
S1 0.7829 0.7829 0.7883 0.7847
S2 0.7767 0.7767 0.7874
S3 0.7670 0.7732 0.7865
S4 0.7573 0.7635 0.7839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7900 0.7801 0.0099 1.3% 0.0040 0.5% 63% True False 31
10 0.7900 0.7773 0.0127 1.6% 0.0031 0.4% 71% True False 20
20 0.7900 0.7699 0.0201 2.6% 0.0028 0.4% 82% True False 25
40 0.7965 0.7699 0.0266 3.4% 0.0027 0.3% 62% False False 39
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 True
Bear Hook False
Bull Hook True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8087
2.618 0.8015
1.618 0.7971
1.000 0.7944
0.618 0.7927
HIGH 0.7900
0.618 0.7883
0.500 0.7878
0.382 0.7873
LOW 0.7856
0.618 0.7829
1.000 0.7812
1.618 0.7785
2.618 0.7741
4.250 0.7669
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 0.7878 0.7859
PP 0.7873 0.7855
S1 0.7868 0.7851

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

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