CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 0.7937 0.7860 -0.0077 -1.0% 0.7967
High 0.7937 0.7880 -0.0057 -0.7% 0.8003
Low 0.7863 0.7831 -0.0033 -0.4% 0.7928
Close 0.7883 0.7831 -0.0052 -0.7% 0.7928
Range 0.0074 0.0050 -0.0024 -32.7% 0.0075
ATR 0.0044 0.0045 0.0001 1.3% 0.0000
Volume 25 32 7 28.0% 139
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7996 0.7963 0.7858
R3 0.7946 0.7913 0.7844
R2 0.7897 0.7897 0.7840
R1 0.7864 0.7864 0.7835 0.7855
PP 0.7847 0.7847 0.7847 0.7843
S1 0.7814 0.7814 0.7826 0.7806
S2 0.7798 0.7798 0.7821
S3 0.7748 0.7765 0.7817
S4 0.7699 0.7715 0.7803
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8178 0.8128 0.7969
R3 0.8103 0.8053 0.7949
R2 0.8028 0.8028 0.7942
R1 0.7978 0.7978 0.7935 0.7966
PP 0.7953 0.7953 0.7953 0.7947
S1 0.7903 0.7903 0.7921 0.7891
S2 0.7878 0.7878 0.7914
S3 0.7803 0.7828 0.7907
S4 0.7728 0.7753 0.7887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7960 0.7831 0.0130 1.7% 0.0051 0.7% 0% False True 45
10 0.8003 0.7831 0.0173 2.2% 0.0032 0.4% 0% False True 37
20 0.8003 0.7801 0.0202 2.6% 0.0033 0.4% 15% False False 32
40 0.8003 0.7699 0.0304 3.9% 0.0027 0.3% 43% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.8010
1.618 0.7960
1.000 0.7930
0.618 0.7911
HIGH 0.7880
0.618 0.7861
0.500 0.7855
0.382 0.7849
LOW 0.7831
0.618 0.7800
1.000 0.7781
1.618 0.7750
2.618 0.7701
4.250 0.7620
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 0.7855 0.7884
PP 0.7847 0.7866
S1 0.7839 0.7848

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

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