CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 22-Mar-2022
Day Change Summary
Previous Current
21-Mar-2022 22-Mar-2022 Change Change % Previous Week
Open 0.7936 0.7950 0.0014 0.2% 0.7820
High 0.7956 0.7954 -0.0003 0.0% 0.7939
Low 0.7928 0.7925 -0.0003 0.0% 0.7775
Close 0.7939 0.7946 0.0008 0.1% 0.7934
Range 0.0028 0.0029 0.0001 1.8% 0.0164
ATR 0.0049 0.0047 -0.0001 -3.0% 0.0000
Volume 56 8 -48 -85.7% 130
Daily Pivots for day following 22-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8027 0.8015 0.7962
R3 0.7999 0.7987 0.7954
R2 0.7970 0.7970 0.7951
R1 0.7958 0.7958 0.7949 0.7950
PP 0.7942 0.7942 0.7942 0.7937
S1 0.7930 0.7930 0.7943 0.7921
S2 0.7913 0.7913 0.7941
S3 0.7885 0.7901 0.7938
S4 0.7856 0.7873 0.7930
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 0.7827 0.0129 1.6% 0.0033 0.4% 92% False False 26
10 0.7956 0.7765 0.0192 2.4% 0.0040 0.5% 95% False False 99
20 0.7956 0.7755 0.0202 2.5% 0.0048 0.6% 95% False False 162
40 0.7956 0.7755 0.0202 2.5% 0.0043 0.5% 95% False False 117
60 0.8003 0.7755 0.0249 3.1% 0.0038 0.5% 77% False False 87
80 0.8003 0.7699 0.0304 3.8% 0.0034 0.4% 81% False False 79
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 True
3BNR True
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 0.8075
2.618 0.8028
1.618 0.8000
1.000 0.7982
0.618 0.7971
HIGH 0.7954
0.618 0.7943
0.500 0.7939
0.382 0.7936
LOW 0.7925
0.618 0.7907
1.000 0.7897
1.618 0.7879
2.618 0.7850
4.250 0.7804
Fisher Pivots for day following 22-Mar-2022
Pivot 1 day 3 day
R1 0.7944 0.7941
PP 0.7942 0.7937
S1 0.7939 0.7932

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

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