CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 0.7829 0.7820 -0.0009 -0.1% 0.7861
High 0.7872 0.7834 -0.0038 -0.5% 0.7875
Low 0.7829 0.7793 -0.0037 -0.5% 0.7755
Close 0.7854 0.7793 -0.0062 -0.8% 0.7854
Range 0.0043 0.0042 -0.0002 -3.5% 0.0121
ATR 0.0051 0.0051 0.0001 1.5% 0.0000
Volume 203 5 -198 -97.5% 1,797
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7931 0.7903 0.7815
R3 0.7889 0.7862 0.7804
R2 0.7848 0.7848 0.7800
R1 0.7820 0.7820 0.7796 0.7813
PP 0.7806 0.7806 0.7806 0.7803
S1 0.7779 0.7779 0.7789 0.7772
S2 0.7765 0.7765 0.7785
S3 0.7723 0.7737 0.7781
S4 0.7682 0.7696 0.7770
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8189 0.8142 0.7920
R3 0.8069 0.8022 0.7887
R2 0.7948 0.7948 0.7876
R1 0.7901 0.7901 0.7865 0.7865
PP 0.7828 0.7828 0.7828 0.7810
S1 0.7781 0.7781 0.7843 0.7744
S2 0.7707 0.7707 0.7832
S3 0.7587 0.7660 0.7821
S4 0.7466 0.7540 0.7788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7872 0.7755 0.0118 1.5% 0.0047 0.6% 32% False False 234
10 0.7916 0.7755 0.0162 2.1% 0.0051 0.6% 24% False False 230
20 0.7916 0.7755 0.0162 2.1% 0.0046 0.6% 24% False False 167
40 0.8003 0.7755 0.0249 3.2% 0.0041 0.5% 15% False False 118
60 0.8003 0.7699 0.0304 3.9% 0.0037 0.5% 31% False False 87
80 0.8003 0.7699 0.0304 3.9% 0.0034 0.4% 31% False False 78
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 0.8010
2.618 0.7943
1.618 0.7901
1.000 0.7876
0.618 0.7860
HIGH 0.7834
0.618 0.7818
0.500 0.7813
0.382 0.7808
LOW 0.7793
0.618 0.7767
1.000 0.7751
1.618 0.7725
2.618 0.7684
4.250 0.7616
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 0.7813 0.7832
PP 0.7806 0.7819
S1 0.7799 0.7806

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

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