CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 23-Mar-2022
Day Change Summary
Previous Current
22-Mar-2022 23-Mar-2022 Change Change % Previous Week
Open 0.7950 0.7937 -0.0013 -0.2% 0.7820
High 0.7954 0.7970 0.0017 0.2% 0.7939
Low 0.7925 0.7936 0.0011 0.1% 0.7775
Close 0.7946 0.7958 0.0012 0.1% 0.7934
Range 0.0029 0.0034 0.0006 19.3% 0.0164
ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000
Volume 8 25 17 212.5% 130
Daily Pivots for day following 23-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8057 0.8041 0.7976
R3 0.8023 0.8007 0.7967
R2 0.7989 0.7989 0.7964
R1 0.7973 0.7973 0.7961 0.7981
PP 0.7955 0.7955 0.7955 0.7958
S1 0.7939 0.7939 0.7954 0.7947
S2 0.7921 0.7921 0.7951
S3 0.7887 0.7905 0.7948
S4 0.7853 0.7871 0.7939
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 0.7970 0.7883 0.0088 1.1% 0.0030 0.4% 86% True False 27
10 0.7970 0.7775 0.0195 2.5% 0.0039 0.5% 94% True False 64
20 0.7970 0.7755 0.0216 2.7% 0.0048 0.6% 94% True False 156
40 0.7970 0.7755 0.0216 2.7% 0.0043 0.5% 94% True False 116
60 0.8003 0.7755 0.0249 3.1% 0.0038 0.5% 82% False False 87
80 0.8003 0.7699 0.0304 3.8% 0.0034 0.4% 85% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8115
2.618 0.8059
1.618 0.8025
1.000 0.8004
0.618 0.7991
HIGH 0.7970
0.618 0.7957
0.500 0.7953
0.382 0.7949
LOW 0.7936
0.618 0.7915
1.000 0.7902
1.618 0.7881
2.618 0.7847
4.250 0.7792
Fisher Pivots for day following 23-Mar-2022
Pivot 1 day 3 day
R1 0.7956 0.7954
PP 0.7955 0.7951
S1 0.7953 0.7948

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

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