CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 24-Mar-2022
Day Change Summary
Previous Current
23-Mar-2022 24-Mar-2022 Change Change % Previous Week
Open 0.7937 0.7960 0.0023 0.3% 0.7820
High 0.7970 0.7968 -0.0003 0.0% 0.7939
Low 0.7936 0.7952 0.0016 0.2% 0.7775
Close 0.7958 0.7968 0.0010 0.1% 0.7934
Range 0.0034 0.0016 -0.0018 -52.9% 0.0164
ATR 0.0046 0.0044 -0.0002 -4.7% 0.0000
Volume 25 2 -23 -92.0% 130
Daily Pivots for day following 24-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8010 0.8005 0.7976
R3 0.7994 0.7989 0.7972
R2 0.7978 0.7978 0.7970
R1 0.7973 0.7973 0.7969 0.7976
PP 0.7962 0.7962 0.7962 0.7964
S1 0.7957 0.7957 0.7966 0.7960
S2 0.7946 0.7946 0.7965
S3 0.7930 0.7941 0.7963
S4 0.7914 0.7925 0.7959
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 0.7908 0.0063 0.8% 0.0028 0.3% 96% False False 22
10 0.7970 0.7775 0.0195 2.4% 0.0035 0.4% 99% False False 42
20 0.7970 0.7755 0.0216 2.7% 0.0045 0.6% 99% False False 135
40 0.7970 0.7755 0.0216 2.7% 0.0041 0.5% 99% False False 116
60 0.8003 0.7755 0.0249 3.1% 0.0038 0.5% 86% False False 87
80 0.8003 0.7699 0.0304 3.8% 0.0034 0.4% 88% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8036
2.618 0.8009
1.618 0.7993
1.000 0.7984
0.618 0.7977
HIGH 0.7968
0.618 0.7961
0.500 0.7960
0.382 0.7958
LOW 0.7952
0.618 0.7942
1.000 0.7936
1.618 0.7926
2.618 0.7910
4.250 0.7884
Fisher Pivots for day following 24-Mar-2022
Pivot 1 day 3 day
R1 0.7965 0.7961
PP 0.7962 0.7954
S1 0.7960 0.7948

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

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