CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 08-Mar-2022
Day Change Summary
Previous Current
07-Mar-2022 08-Mar-2022 Change Change % Previous Week
Open 0.7861 0.7809 -0.0052 -0.7% 0.7827
High 0.7875 0.7811 -0.0065 -0.8% 0.7916
Low 0.7807 0.7755 -0.0053 -0.7% 0.7813
Close 0.7807 0.7756 -0.0051 -0.7% 0.7844
Range 0.0068 0.0056 -0.0012 -17.6% 0.0104
ATR 0.0051 0.0051 0.0000 0.7% 0.0000
Volume 632 366 -266 -42.1% 636
Daily Pivots for day following 08-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7942 0.7905 0.7787
R3 0.7886 0.7849 0.7771
R2 0.7830 0.7830 0.7766
R1 0.7793 0.7793 0.7761 0.7783
PP 0.7774 0.7774 0.7774 0.7769
S1 0.7737 0.7737 0.7751 0.7727
S2 0.7718 0.7718 0.7746
S3 0.7662 0.7681 0.7741
S4 0.7606 0.7625 0.7725
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 0.7755 0.0162 2.1% 0.0055 0.7% 1% False True 275
10 0.7916 0.7755 0.0162 2.1% 0.0056 0.7% 1% False True 225
20 0.7916 0.7755 0.0162 2.1% 0.0044 0.6% 1% False True 151
40 0.8003 0.7755 0.0249 3.2% 0.0040 0.5% 1% False True 101
60 0.8003 0.7699 0.0304 3.9% 0.0035 0.5% 19% False False 80
80 0.8003 0.7699 0.0304 3.9% 0.0033 0.4% 19% False False 70
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8049
2.618 0.7957
1.618 0.7901
1.000 0.7867
0.618 0.7845
HIGH 0.7811
0.618 0.7789
0.500 0.7783
0.382 0.7776
LOW 0.7755
0.618 0.7720
1.000 0.7699
1.618 0.7664
2.618 0.7608
4.250 0.7517
Fisher Pivots for day following 08-Mar-2022
Pivot 1 day 3 day
R1 0.7783 0.7819
PP 0.7774 0.7798
S1 0.7765 0.7777

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

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