CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 02-Mar-2022
Day Change Summary
Previous Current
01-Mar-2022 02-Mar-2022 Change Change % Previous Week
Open 0.7875 0.7875 0.0000 0.0% 0.7834
High 0.7886 0.7912 0.0026 0.3% 0.7877
Low 0.7835 0.7870 0.0035 0.4% 0.7764
Close 0.7837 0.7897 0.0060 0.8% 0.7859
Range 0.0051 0.0042 -0.0009 -17.6% 0.0113
ATR 0.0046 0.0048 0.0002 4.4% 0.0000
Volume 123 70 -53 -43.1% 719
Daily Pivots for day following 02-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8019 0.8000 0.7920
R3 0.7977 0.7958 0.7909
R2 0.7935 0.7935 0.7905
R1 0.7916 0.7916 0.7901 0.7926
PP 0.7893 0.7893 0.7893 0.7898
S1 0.7874 0.7874 0.7893 0.7884
S2 0.7851 0.7851 0.7889
S3 0.7809 0.7832 0.7885
S4 0.7767 0.7790 0.7874
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8172 0.8129 0.7921
R3 0.8059 0.8016 0.7890
R2 0.7946 0.7946 0.7880
R1 0.7903 0.7903 0.7869 0.7924
PP 0.7833 0.7833 0.7833 0.7844
S1 0.7790 0.7790 0.7849 0.7811
S2 0.7720 0.7720 0.7838
S3 0.7607 0.7677 0.7828
S4 0.7494 0.7564 0.7797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7912 0.7764 0.0149 1.9% 0.0059 0.7% 90% True False 160
10 0.7912 0.7764 0.0149 1.9% 0.0045 0.6% 90% True False 115
20 0.7912 0.7764 0.0149 1.9% 0.0040 0.5% 90% True False 97
40 0.8003 0.7764 0.0240 3.0% 0.0038 0.5% 56% False False 72
60 0.8003 0.7699 0.0304 3.8% 0.0032 0.4% 65% False False 64
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8091
2.618 0.8022
1.618 0.7980
1.000 0.7954
0.618 0.7938
HIGH 0.7912
0.618 0.7896
0.500 0.7891
0.382 0.7886
LOW 0.7870
0.618 0.7844
1.000 0.7828
1.618 0.7802
2.618 0.7760
4.250 0.7692
Fisher Pivots for day following 02-Mar-2022
Pivot 1 day 3 day
R1 0.7895 0.7888
PP 0.7893 0.7879
S1 0.7891 0.7869

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

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