CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 0.7976 0.7988 0.0013 0.2% 0.7900
High 0.7991 0.8003 0.0012 0.2% 0.7986
Low 0.7975 0.7988 0.0013 0.2% 0.7856
Close 0.7983 0.7993 0.0010 0.1% 0.7938
Range 0.0016 0.0015 -0.0001 -6.3% 0.0130
ATR 0.0039 0.0038 -0.0001 -3.5% 0.0000
Volume 53 35 -18 -34.0% 134
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8040 0.8031 0.8001
R3 0.8025 0.8016 0.7997
R2 0.8010 0.8010 0.7996
R1 0.8001 0.8001 0.7994 0.8006
PP 0.7995 0.7995 0.7995 0.7997
S1 0.7986 0.7986 0.7992 0.7991
S2 0.7980 0.7980 0.7990
S3 0.7965 0.7971 0.7989
S4 0.7950 0.7956 0.7985
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 0.8003 0.7938 0.0066 0.8% 0.0013 0.2% 85% True False 29
10 0.8003 0.7801 0.0202 2.5% 0.0027 0.3% 95% True False 26
20 0.8003 0.7720 0.0283 3.5% 0.0026 0.3% 96% True False 23
40 0.8003 0.7699 0.0304 3.8% 0.0025 0.3% 97% True False 38
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8067
2.618 0.8042
1.618 0.8027
1.000 0.8018
0.618 0.8012
HIGH 0.8003
0.618 0.7997
0.500 0.7996
0.382 0.7994
LOW 0.7988
0.618 0.7979
1.000 0.7973
1.618 0.7964
2.618 0.7949
4.250 0.7924
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 0.7996 0.7990
PP 0.7995 0.7988
S1 0.7994 0.7985

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

View Archives - Comment on this page... - Back to Index of Symbols