CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 0.7919 0.7936 0.0017 0.2% 0.7820
High 0.7939 0.7956 0.0017 0.2% 0.7939
Low 0.7908 0.7928 0.0021 0.3% 0.7775
Close 0.7934 0.7939 0.0005 0.1% 0.7934
Range 0.0032 0.0028 -0.0004 -11.1% 0.0164
ATR 0.0050 0.0049 -0.0002 -3.2% 0.0000
Volume 22 56 34 154.5% 130
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8025 0.8010 0.7954
R3 0.7997 0.7982 0.7946
R2 0.7969 0.7969 0.7944
R1 0.7954 0.7954 0.7941 0.7961
PP 0.7941 0.7941 0.7941 0.7945
S1 0.7926 0.7926 0.7936 0.7933
S2 0.7913 0.7913 0.7933
S3 0.7885 0.7898 0.7931
S4 0.7857 0.7870 0.7923
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 0.7956 0.7775 0.0181 2.3% 0.0038 0.5% 90% True False 36
10 0.7956 0.7755 0.0202 2.5% 0.0042 0.5% 91% True False 135
20 0.7956 0.7755 0.0202 2.5% 0.0048 0.6% 91% True False 166
40 0.7956 0.7755 0.0202 2.5% 0.0044 0.5% 91% True False 119
60 0.8003 0.7755 0.0249 3.1% 0.0038 0.5% 74% False False 87
80 0.8003 0.7699 0.0304 3.8% 0.0035 0.4% 79% False False 79
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8075
2.618 0.8029
1.618 0.8001
1.000 0.7984
0.618 0.7973
HIGH 0.7956
0.618 0.7945
0.500 0.7942
0.382 0.7939
LOW 0.7928
0.618 0.7911
1.000 0.7900
1.618 0.7883
2.618 0.7855
4.250 0.7809
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 0.7942 0.7932
PP 0.7941 0.7926
S1 0.7940 0.7919

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

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