CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 30-Mar-2022
Day Change Summary
Previous Current
29-Mar-2022 30-Mar-2022 Change Change % Previous Week
Open 0.7990 0.7991 0.0001 0.0% 0.7936
High 0.8005 0.8039 0.0034 0.4% 0.8020
Low 0.7987 0.7991 0.0004 0.1% 0.7925
Close 0.7998 0.8009 0.0011 0.1% 0.8012
Range 0.0018 0.0048 0.0030 163.9% 0.0095
ATR 0.0045 0.0045 0.0000 0.4% 0.0000
Volume 35 20 -15 -42.9% 149
Daily Pivots for day following 30-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8155 0.8129 0.8035
R3 0.8108 0.8082 0.8022
R2 0.8060 0.8060 0.8017
R1 0.8034 0.8034 0.8013 0.8047
PP 0.8013 0.8013 0.8013 0.8019
S1 0.7987 0.7987 0.8004 0.8000
S2 0.7965 0.7965 0.8000
S3 0.7918 0.7939 0.7995
S4 0.7870 0.7892 0.7982
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8269 0.8235 0.8064
R3 0.8175 0.8141 0.8038
R2 0.8080 0.8080 0.8029
R1 0.8046 0.8046 0.8021 0.8063
PP 0.7986 0.7986 0.7986 0.7994
S1 0.7952 0.7952 0.8003 0.7969
S2 0.7891 0.7891 0.7995
S3 0.7797 0.7857 0.7986
S4 0.7702 0.7763 0.7960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7949 0.0090 1.1% 0.0039 0.5% 66% True False 26
10 0.8039 0.7883 0.0156 1.9% 0.0034 0.4% 81% True False 27
20 0.8039 0.7755 0.0284 3.5% 0.0043 0.5% 89% True False 123
40 0.8039 0.7755 0.0284 3.5% 0.0041 0.5% 89% True False 110
60 0.8039 0.7755 0.0284 3.5% 0.0039 0.5% 89% True False 89
80 0.8039 0.7699 0.0340 4.2% 0.0035 0.4% 91% True 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 0.8240
2.618 0.8163
1.618 0.8115
1.000 0.8086
0.618 0.8068
HIGH 0.8039
0.618 0.8020
0.500 0.8015
0.382 0.8009
LOW 0.7991
0.618 0.7962
1.000 0.7944
1.618 0.7914
2.618 0.7867
4.250 0.7789
Fisher Pivots for day following 30-Mar-2022
Pivot 1 day 3 day
R1 0.8015 0.8004
PP 0.8013 0.7999
S1 0.8011 0.7994

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

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