CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 12-Jan-2022
Day Change Summary
Previous Current
11-Jan-2022 12-Jan-2022 Change Change % Previous Week
Open 0.7885 0.7950 0.0065 0.8% 0.7840
High 0.7928 0.7978 0.0050 0.6% 0.7898
Low 0.7885 0.7950 0.0065 0.8% 0.7801
Close 0.7925 0.7976 0.0051 0.6% 0.7892
Range 0.0043 0.0028 -0.0015 -34.9% 0.0097
ATR 0.0043 0.0043 0.0001 1.7% 0.0000
Volume 51 27 -24 -47.1% 159
Daily Pivots for day following 12-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8052 0.8042 0.7991
R3 0.8024 0.8014 0.7984
R2 0.7996 0.7996 0.7981
R1 0.7986 0.7986 0.7979 0.7991
PP 0.7968 0.7968 0.7968 0.7971
S1 0.7958 0.7958 0.7973 0.7963
S2 0.7940 0.7940 0.7971
S3 0.7912 0.7930 0.7968
S4 0.7884 0.7902 0.7961
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 0.7978 0.7801 0.0177 2.2% 0.0041 0.5% 99% True False 23
10 0.7978 0.7801 0.0177 2.2% 0.0034 0.4% 99% True False 27
20 0.7978 0.7699 0.0279 3.5% 0.0029 0.4% 99% True False 25
40 0.7978 0.7699 0.0279 3.5% 0.0028 0.3% 99% True False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8097
2.618 0.8051
1.618 0.8023
1.000 0.8006
0.618 0.7995
HIGH 0.7978
0.618 0.7967
0.500 0.7964
0.382 0.7961
LOW 0.7950
0.618 0.7933
1.000 0.7922
1.618 0.7905
2.618 0.7877
4.250 0.7831
Fisher Pivots for day following 12-Jan-2022
Pivot 1 day 3 day
R1 0.7972 0.7956
PP 0.7968 0.7937
S1 0.7964 0.7917

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

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