CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-Mar-2022
Day Change Summary
Previous Current
15-Mar-2022 16-Mar-2022 Change Change % Previous Week
Open 0.7790 0.7827 0.0037 0.5% 0.7861
High 0.7828 0.7875 0.0047 0.6% 0.7875
Low 0.7775 0.7827 0.0052 0.7% 0.7755
Close 0.7820 0.7857 0.0038 0.5% 0.7854
Range 0.0053 0.0048 -0.0005 -9.4% 0.0121
ATR 0.0051 0.0052 0.0000 0.6% 0.0000
Volume 56 21 -35 -62.5% 1,797
Daily Pivots for day following 16-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7997 0.7975 0.7883
R3 0.7949 0.7927 0.7870
R2 0.7901 0.7901 0.7866
R1 0.7879 0.7879 0.7861 0.7890
PP 0.7853 0.7853 0.7853 0.7859
S1 0.7831 0.7831 0.7853 0.7842
S2 0.7805 0.7805 0.7848
S3 0.7757 0.7783 0.7844
S4 0.7709 0.7735 0.7831
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 0.7875 0.7775 0.0100 1.3% 0.0048 0.6% 82% True False 100
10 0.7916 0.7755 0.0162 2.1% 0.0051 0.7% 63% False False 219
20 0.7916 0.7755 0.0162 2.1% 0.0048 0.6% 63% False False 167
40 0.8003 0.7755 0.0249 3.2% 0.0043 0.5% 41% False False 119
60 0.8003 0.7699 0.0304 3.9% 0.0037 0.5% 52% False False 88
80 0.8003 0.7699 0.0304 3.9% 0.0035 0.4% 52% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8079
2.618 0.8001
1.618 0.7953
1.000 0.7923
0.618 0.7905
HIGH 0.7875
0.618 0.7857
0.500 0.7851
0.382 0.7845
LOW 0.7827
0.618 0.7797
1.000 0.7779
1.618 0.7749
2.618 0.7701
4.250 0.7623
Fisher Pivots for day following 16-Mar-2022
Pivot 1 day 3 day
R1 0.7855 0.7846
PP 0.7853 0.7836
S1 0.7851 0.7825

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

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