CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 03-Mar-2022
Day Change Summary
Previous Current
02-Mar-2022 03-Mar-2022 Change Change % Previous Week
Open 0.7875 0.7914 0.0039 0.5% 0.7834
High 0.7912 0.7916 0.0004 0.1% 0.7877
Low 0.7870 0.7877 0.0007 0.1% 0.7764
Close 0.7897 0.7877 -0.0020 -0.3% 0.7859
Range 0.0042 0.0039 -0.0003 -7.1% 0.0113
ATR 0.0048 0.0048 -0.0001 -1.4% 0.0000
Volume 70 136 66 94.3% 719
Daily Pivots for day following 03-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8007 0.7981 0.7898
R3 0.7968 0.7942 0.7888
R2 0.7929 0.7929 0.7884
R1 0.7903 0.7903 0.7881 0.7897
PP 0.7890 0.7890 0.7890 0.7887
S1 0.7864 0.7864 0.7873 0.7858
S2 0.7851 0.7851 0.7870
S3 0.7812 0.7825 0.7866
S4 0.7773 0.7786 0.7856
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 0.7916 0.7793 0.0123 1.6% 0.0052 0.7% 68% True False 104
10 0.7916 0.7764 0.0153 1.9% 0.0047 0.6% 74% True False 126
20 0.7916 0.7764 0.0153 1.9% 0.0040 0.5% 74% True False 99
40 0.8003 0.7764 0.0240 3.0% 0.0038 0.5% 47% False False 73
60 0.8003 0.7699 0.0304 3.9% 0.0032 0.4% 59% False False 65
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 True
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.8018
1.618 0.7979
1.000 0.7955
0.618 0.7940
HIGH 0.7916
0.618 0.7901
0.500 0.7897
0.382 0.7892
LOW 0.7877
0.618 0.7853
1.000 0.7838
1.618 0.7814
2.618 0.7775
4.250 0.7711
Fisher Pivots for day following 03-Mar-2022
Pivot 1 day 3 day
R1 0.7897 0.7877
PP 0.7890 0.7876
S1 0.7884 0.7876

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

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