CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-Mar-2022
Day Change Summary
Previous Current
17-Mar-2022 18-Mar-2022 Change Change % Previous Week
Open 0.7885 0.7919 0.0034 0.4% 0.7820
High 0.7910 0.7939 0.0029 0.4% 0.7939
Low 0.7883 0.7908 0.0025 0.3% 0.7775
Close 0.7907 0.7934 0.0028 0.3% 0.7934
Range 0.0028 0.0032 0.0004 14.5% 0.0164
ATR 0.0052 0.0050 -0.0001 -2.7% 0.0000
Volume 26 22 -4 -15.4% 130
Daily Pivots for day following 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8021 0.8009 0.7951
R3 0.7990 0.7978 0.7943
R2 0.7958 0.7958 0.7940
R1 0.7946 0.7946 0.7937 0.7952
PP 0.7927 0.7927 0.7927 0.7930
S1 0.7915 0.7915 0.7931 0.7921
S2 0.7895 0.7895 0.7928
S3 0.7864 0.7883 0.7925
S4 0.7832 0.7852 0.7917
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8375 0.8318 0.8024
R3 0.8211 0.8154 0.7979
R2 0.8047 0.8047 0.7964
R1 0.7990 0.7990 0.7949 0.8019
PP 0.7883 0.7883 0.7883 0.7897
S1 0.7826 0.7826 0.7919 0.7855
S2 0.7719 0.7719 0.7904
S3 0.7555 0.7662 0.7889
S4 0.7391 0.7498 0.7844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7939 0.7775 0.0164 2.1% 0.0040 0.5% 97% True False 26
10 0.7939 0.7755 0.0185 2.3% 0.0046 0.6% 97% True False 192
20 0.7939 0.7755 0.0185 2.3% 0.0050 0.6% 97% True False 166
40 0.7960 0.7755 0.0206 2.6% 0.0044 0.6% 87% False False 118
60 0.8003 0.7720 0.0283 3.6% 0.0038 0.5% 76% False False 87
80 0.8003 0.7699 0.0304 3.8% 0.0034 0.4% 77% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.8021
1.618 0.7990
1.000 0.7971
0.618 0.7958
HIGH 0.7939
0.618 0.7927
0.500 0.7923
0.382 0.7920
LOW 0.7908
0.618 0.7888
1.000 0.7876
1.618 0.7857
2.618 0.7825
4.250 0.7774
Fisher Pivots for day following 18-Mar-2022
Pivot 1 day 3 day
R1 0.7930 0.7917
PP 0.7927 0.7900
S1 0.7923 0.7883

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

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