CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 11-Jan-2022
Day Change Summary
Previous Current
10-Jan-2022 11-Jan-2022 Change Change % Previous Week
Open 0.7900 0.7885 -0.0015 -0.2% 0.7840
High 0.7900 0.7928 0.0028 0.4% 0.7898
Low 0.7856 0.7885 0.0029 0.4% 0.7801
Close 0.7863 0.7925 0.0062 0.8% 0.7892
Range 0.0044 0.0043 -0.0001 -2.3% 0.0097
ATR 0.0041 0.0043 0.0002 4.2% 0.0000
Volume 20 51 31 155.0% 159
Daily Pivots for day following 11-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8042 0.8026 0.7949
R3 0.7999 0.7983 0.7937
R2 0.7956 0.7956 0.7933
R1 0.7940 0.7940 0.7929 0.7948
PP 0.7913 0.7913 0.7913 0.7917
S1 0.7897 0.7897 0.7921 0.7905
S2 0.7870 0.7870 0.7917
S3 0.7827 0.7854 0.7913
S4 0.7784 0.7811 0.7901
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 0.7928 0.7801 0.0127 1.6% 0.0043 0.5% 98% True False 26
10 0.7928 0.7773 0.0155 2.0% 0.0033 0.4% 98% True False 25
20 0.7928 0.7699 0.0229 2.9% 0.0029 0.4% 99% True False 25
40 0.7965 0.7699 0.0266 3.4% 0.0028 0.4% 85% False False 41
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8111
2.618 0.8041
1.618 0.7998
1.000 0.7971
0.618 0.7955
HIGH 0.7928
0.618 0.7912
0.500 0.7907
0.382 0.7901
LOW 0.7885
0.618 0.7858
1.000 0.7842
1.618 0.7815
2.618 0.7772
4.250 0.7702
Fisher Pivots for day following 11-Jan-2022
Pivot 1 day 3 day
R1 0.7919 0.7911
PP 0.7913 0.7898
S1 0.7907 0.7884

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

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