CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 15-Mar-2022
Day Change Summary
Previous Current
14-Mar-2022 15-Mar-2022 Change Change % Previous Week
Open 0.7820 0.7790 -0.0030 -0.4% 0.7861
High 0.7834 0.7828 -0.0006 -0.1% 0.7875
Low 0.7793 0.7775 -0.0018 -0.2% 0.7755
Close 0.7793 0.7820 0.0027 0.3% 0.7854
Range 0.0042 0.0053 0.0012 27.7% 0.0121
ATR 0.0051 0.0051 0.0000 0.2% 0.0000
Volume 5 56 51 1,020.0% 1,797
Daily Pivots for day following 15-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7967 0.7946 0.7849
R3 0.7914 0.7893 0.7834
R2 0.7861 0.7861 0.7829
R1 0.7840 0.7840 0.7824 0.7850
PP 0.7808 0.7808 0.7808 0.7813
S1 0.7787 0.7787 0.7815 0.7797
S2 0.7755 0.7755 0.7810
S3 0.7702 0.7734 0.7805
S4 0.7649 0.7681 0.7790
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 0.7765 0.0108 1.4% 0.0046 0.6% 51% False False 172
10 0.7916 0.7755 0.0162 2.1% 0.0051 0.6% 40% False False 223
20 0.7916 0.7755 0.0162 2.1% 0.0048 0.6% 40% False False 169
40 0.8003 0.7755 0.0249 3.2% 0.0042 0.5% 26% False False 119
60 0.8003 0.7699 0.0304 3.9% 0.0038 0.5% 40% False False 88
80 0.8003 0.7699 0.0304 3.9% 0.0034 0.4% 40% False False 78
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 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8053
2.618 0.7967
1.618 0.7914
1.000 0.7881
0.618 0.7861
HIGH 0.7828
0.618 0.7808
0.500 0.7802
0.382 0.7795
LOW 0.7775
0.618 0.7742
1.000 0.7722
1.618 0.7689
2.618 0.7636
4.250 0.7550
Fisher Pivots for day following 15-Mar-2022
Pivot 1 day 3 day
R1 0.7814 0.7824
PP 0.7808 0.7822
S1 0.7802 0.7821

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

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