CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 0.7865 0.7861 -0.0005 -0.1% 0.7827
High 0.7884 0.7875 -0.0009 -0.1% 0.7916
Low 0.7813 0.7807 -0.0006 -0.1% 0.7813
Close 0.7844 0.7807 -0.0037 -0.5% 0.7844
Range 0.0071 0.0068 -0.0003 -4.2% 0.0104
ATR 0.0049 0.0051 0.0001 2.7% 0.0000
Volume 175 632 457 261.1% 636
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8034 0.7988 0.7844
R3 0.7966 0.7920 0.7826
R2 0.7898 0.7898 0.7819
R1 0.7852 0.7852 0.7813 0.7841
PP 0.7830 0.7830 0.7830 0.7824
S1 0.7784 0.7784 0.7801 0.7773
S2 0.7762 0.7762 0.7795
S3 0.7694 0.7716 0.7788
S4 0.7626 0.7648 0.7770
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 0.7807 0.0109 1.4% 0.0054 0.7% 0% False True 227
10 0.7916 0.7764 0.0153 2.0% 0.0055 0.7% 29% False False 198
20 0.7916 0.7764 0.0153 2.0% 0.0043 0.5% 29% False False 135
40 0.8003 0.7764 0.0240 3.1% 0.0040 0.5% 18% False False 92
60 0.8003 0.7699 0.0304 3.9% 0.0034 0.4% 36% False False 76
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8164
2.618 0.8053
1.618 0.7985
1.000 0.7943
0.618 0.7917
HIGH 0.7875
0.618 0.7849
0.500 0.7841
0.382 0.7833
LOW 0.7807
0.618 0.7765
1.000 0.7739
1.618 0.7697
2.618 0.7629
4.250 0.7518
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 0.7841 0.7862
PP 0.7830 0.7843
S1 0.7818 0.7825

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

View Archives - Comment on this page... - Back to Index of Symbols