CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 17-Mar-2022
Day Change Summary
Previous Current
16-Mar-2022 17-Mar-2022 Change Change % Previous Week
Open 0.7827 0.7885 0.0058 0.7% 0.7861
High 0.7875 0.7910 0.0035 0.4% 0.7875
Low 0.7827 0.7883 0.0056 0.7% 0.7755
Close 0.7857 0.7907 0.0050 0.6% 0.7854
Range 0.0048 0.0028 -0.0021 -42.7% 0.0121
ATR 0.0052 0.0052 0.0000 0.2% 0.0000
Volume 21 26 5 23.8% 1,797
Daily Pivots for day following 17-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7982 0.7972 0.7922
R3 0.7955 0.7944 0.7914
R2 0.7927 0.7927 0.7912
R1 0.7917 0.7917 0.7909 0.7922
PP 0.7900 0.7900 0.7900 0.7902
S1 0.7889 0.7889 0.7904 0.7895
S2 0.7872 0.7872 0.7901
S3 0.7845 0.7862 0.7899
S4 0.7817 0.7834 0.7891
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 0.7910 0.7775 0.0135 1.7% 0.0043 0.5% 97% True False 62
10 0.7910 0.7755 0.0156 2.0% 0.0050 0.6% 98% True False 208
20 0.7916 0.7755 0.0162 2.0% 0.0049 0.6% 94% False False 167
40 0.8003 0.7755 0.0249 3.1% 0.0043 0.5% 61% False False 119
60 0.8003 0.7709 0.0294 3.7% 0.0037 0.5% 67% False False 88
80 0.8003 0.7699 0.0304 3.8% 0.0035 0.4% 68% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7982
1.618 0.7954
1.000 0.7938
0.618 0.7927
HIGH 0.7910
0.618 0.7899
0.500 0.7896
0.382 0.7893
LOW 0.7883
0.618 0.7866
1.000 0.7855
1.618 0.7838
2.618 0.7811
4.250 0.7766
Fisher Pivots for day following 17-Mar-2022
Pivot 1 day 3 day
R1 0.7903 0.7885
PP 0.7900 0.7864
S1 0.7896 0.7843

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

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