CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 0.7960 0.7967 0.0007 0.1% 0.7900
High 0.7960 0.7972 0.0012 0.1% 0.7986
Low 0.7938 0.7967 0.0029 0.4% 0.7856
Close 0.7938 0.7972 0.0034 0.4% 0.7938
Range 0.0023 0.0005 -0.0018 -77.8% 0.0130
ATR 0.0041 0.0041 -0.0001 -1.3% 0.0000
Volume 14 22 8 57.1% 134
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7985 0.7983 0.7974
R3 0.7980 0.7978 0.7973
R2 0.7975 0.7975 0.7972
R1 0.7973 0.7973 0.7972 0.7974
PP 0.7970 0.7970 0.7970 0.7970
S1 0.7968 0.7968 0.7971 0.7969
S2 0.7965 0.7965 0.7971
S3 0.7960 0.7963 0.7970
S4 0.7955 0.7958 0.7969
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8315 0.8256 0.8009
R3 0.8185 0.8126 0.7973
R2 0.8056 0.8056 0.7961
R1 0.7997 0.7997 0.7949 0.8026
PP 0.7926 0.7926 0.7926 0.7941
S1 0.7867 0.7867 0.7926 0.7897
S2 0.7797 0.7797 0.7914
S3 0.7667 0.7738 0.7902
S4 0.7538 0.7608 0.7866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7986 0.7885 0.0101 1.3% 0.0021 0.3% 86% False False 27
10 0.7986 0.7801 0.0185 2.3% 0.0031 0.4% 92% False False 29
20 0.7986 0.7699 0.0287 3.6% 0.0026 0.3% 95% False False 26
40 0.7986 0.7699 0.0287 3.6% 0.0027 0.3% 95% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7985
1.618 0.7980
1.000 0.7977
0.618 0.7975
HIGH 0.7972
0.618 0.7970
0.500 0.7969
0.382 0.7968
LOW 0.7967
0.618 0.7963
1.000 0.7962
1.618 0.7958
2.618 0.7953
4.250 0.7945
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 0.7971 0.7968
PP 0.7970 0.7965
S1 0.7969 0.7962

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

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