CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 31-Jan-2022
Day Change Summary
Previous Current
28-Jan-2022 31-Jan-2022 Change Change % Previous Week
Open 0.7845 0.7820 -0.0025 -0.3% 0.7920
High 0.7848 0.7867 0.0020 0.2% 0.7937
Low 0.7796 0.7820 0.0024 0.3% 0.7796
Close 0.7805 0.7860 0.0055 0.7% 0.7805
Range 0.0052 0.0047 -0.0005 -8.7% 0.0141
ATR 0.0045 0.0046 0.0001 2.7% 0.0000
Volume 152 107 -45 -29.6% 349
Daily Pivots for day following 31-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7990 0.7972 0.7886
R3 0.7943 0.7925 0.7873
R2 0.7896 0.7896 0.7869
R1 0.7878 0.7878 0.7864 0.7887
PP 0.7849 0.7849 0.7849 0.7854
S1 0.7831 0.7831 0.7856 0.7840
S2 0.7802 0.7802 0.7851
S3 0.7755 0.7784 0.7847
S4 0.7708 0.7737 0.7834
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8267 0.8177 0.7882
R3 0.8127 0.8036 0.7844
R2 0.7986 0.7986 0.7831
R1 0.7896 0.7896 0.7818 0.7871
PP 0.7846 0.7846 0.7846 0.7833
S1 0.7755 0.7755 0.7792 0.7730
S2 0.7705 0.7705 0.7779
S3 0.7565 0.7615 0.7766
S4 0.7424 0.7474 0.7728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7937 0.7796 0.0141 1.8% 0.0051 0.6% 46% False False 71
10 0.8003 0.7796 0.0207 2.6% 0.0039 0.5% 31% False False 59
20 0.8003 0.7796 0.0207 2.6% 0.0036 0.5% 31% False False 44
40 0.8003 0.7699 0.0304 3.9% 0.0028 0.4% 53% False False 46
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8067
2.618 0.7990
1.618 0.7943
1.000 0.7914
0.618 0.7896
HIGH 0.7867
0.618 0.7849
0.500 0.7844
0.382 0.7838
LOW 0.7820
0.618 0.7791
1.000 0.7773
1.618 0.7744
2.618 0.7697
4.250 0.7620
Fisher Pivots for day following 31-Jan-2022
Pivot 1 day 3 day
R1 0.7855 0.7853
PP 0.7849 0.7845
S1 0.7844 0.7838

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

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