CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 0.7914 0.7865 -0.0049 -0.6% 0.7827
High 0.7916 0.7884 -0.0033 -0.4% 0.7916
Low 0.7877 0.7813 -0.0065 -0.8% 0.7813
Close 0.7877 0.7844 -0.0033 -0.4% 0.7844
Range 0.0039 0.0071 0.0032 82.1% 0.0104
ATR 0.0048 0.0049 0.0002 3.5% 0.0000
Volume 136 175 39 28.7% 636
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8060 0.8023 0.7883
R3 0.7989 0.7952 0.7864
R2 0.7918 0.7918 0.7857
R1 0.7881 0.7881 0.7851 0.7864
PP 0.7847 0.7847 0.7847 0.7838
S1 0.7810 0.7810 0.7837 0.7793
S2 0.7776 0.7776 0.7831
S3 0.7705 0.7739 0.7824
S4 0.7634 0.7668 0.7805
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8168 0.8110 0.7901
R3 0.8065 0.8006 0.7872
R2 0.7961 0.7961 0.7863
R1 0.7903 0.7903 0.7853 0.7932
PP 0.7858 0.7858 0.7858 0.7872
S1 0.7799 0.7799 0.7835 0.7828
S2 0.7754 0.7754 0.7825
S3 0.7651 0.7696 0.7816
S4 0.7547 0.7592 0.7787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7916 0.7813 0.0104 1.3% 0.0052 0.7% 30% False True 127
10 0.7916 0.7764 0.0153 1.9% 0.0053 0.7% 53% False False 141
20 0.7916 0.7764 0.0153 1.9% 0.0043 0.5% 53% False False 107
40 0.8003 0.7764 0.0240 3.1% 0.0039 0.5% 34% False False 77
60 0.8003 0.7699 0.0304 3.9% 0.0034 0.4% 48% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8185
2.618 0.8069
1.618 0.7998
1.000 0.7955
0.618 0.7927
HIGH 0.7884
0.618 0.7856
0.500 0.7848
0.382 0.7840
LOW 0.7813
0.618 0.7769
1.000 0.7742
1.618 0.7698
2.618 0.7627
4.250 0.7511
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 0.7848 0.7864
PP 0.7847 0.7858
S1 0.7845 0.7851

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

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