CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 09-Mar-2022
Day Change Summary
Previous Current
08-Mar-2022 09-Mar-2022 Change Change % Previous Week
Open 0.7809 0.7765 -0.0045 -0.6% 0.7827
High 0.7811 0.7806 -0.0005 -0.1% 0.7916
Low 0.7755 0.7765 0.0010 0.1% 0.7813
Close 0.7756 0.7793 0.0037 0.5% 0.7844
Range 0.0056 0.0042 -0.0015 -25.9% 0.0104
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 366 378 12 3.3% 636
Daily Pivots for day following 09-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7912 0.7894 0.7815
R3 0.7871 0.7852 0.7804
R2 0.7829 0.7829 0.7800
R1 0.7811 0.7811 0.7796 0.7820
PP 0.7788 0.7788 0.7788 0.7792
S1 0.7769 0.7769 0.7789 0.7779
S2 0.7746 0.7746 0.7785
S3 0.7705 0.7728 0.7781
S4 0.7663 0.7686 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 0.7755 0.0162 2.1% 0.0055 0.7% 24% False False 337
10 0.7916 0.7755 0.0162 2.1% 0.0057 0.7% 24% False False 248
20 0.7916 0.7755 0.0162 2.1% 0.0045 0.6% 24% False False 169
40 0.8003 0.7755 0.0249 3.2% 0.0040 0.5% 15% False False 110
60 0.8003 0.7699 0.0304 3.9% 0.0036 0.5% 31% False False 82
80 0.8003 0.7699 0.0304 3.9% 0.0033 0.4% 31% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7982
2.618 0.7915
1.618 0.7873
1.000 0.7848
0.618 0.7832
HIGH 0.7806
0.618 0.7790
0.500 0.7785
0.382 0.7780
LOW 0.7765
0.618 0.7739
1.000 0.7723
1.618 0.7697
2.618 0.7656
4.250 0.7588
Fisher Pivots for day following 09-Mar-2022
Pivot 1 day 3 day
R1 0.7790 0.7815
PP 0.7788 0.7807
S1 0.7785 0.7800

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

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