CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 0.7307 0.7329 0.0023 0.3% 0.7328
High 0.7338 0.7358 0.0020 0.3% 0.7398
Low 0.7305 0.7298 -0.0008 -0.1% 0.7297
Close 0.7318 0.7358 0.0040 0.5% 0.7304
Range 0.0033 0.0061 0.0028 83.3% 0.0101
ATR 0.0065 0.0065 0.0000 -0.5% 0.0000
Volume 5,826 390 -5,436 -93.3% 467,949
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7519 0.7499 0.7391
R3 0.7459 0.7438 0.7374
R2 0.7398 0.7398 0.7369
R1 0.7378 0.7378 0.7363 0.7388
PP 0.7338 0.7338 0.7338 0.7343
S1 0.7317 0.7317 0.7352 0.7328
S2 0.7277 0.7277 0.7346
S3 0.7217 0.7257 0.7341
S4 0.7156 0.7196 0.7324
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7636 0.7571 0.7360
R3 0.7535 0.7470 0.7332
R2 0.7434 0.7434 0.7323
R1 0.7369 0.7369 0.7313 0.7351
PP 0.7333 0.7333 0.7333 0.7324
S1 0.7268 0.7268 0.7295 0.7250
S2 0.7232 0.7232 0.7285
S3 0.7131 0.7167 0.7276
S4 0.7030 0.7066 0.7248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7398 0.7297 0.0101 1.4% 0.0053 0.7% 60% False False 52,902
10 0.7398 0.7297 0.0101 1.4% 0.0056 0.8% 60% False False 70,316
20 0.7511 0.7297 0.0214 2.9% 0.0064 0.9% 29% False False 76,432
40 0.7563 0.7244 0.0319 4.3% 0.0069 0.9% 36% False False 81,735
60 0.7563 0.7156 0.0407 5.5% 0.0075 1.0% 50% False False 89,399
80 0.7718 0.7156 0.0562 7.6% 0.0072 1.0% 36% False False 80,876
100 0.7853 0.7156 0.0697 9.5% 0.0067 0.9% 29% False False 64,870
120 0.7853 0.7156 0.0697 9.5% 0.0065 0.9% 29% False False 54,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7615
2.618 0.7516
1.618 0.7456
1.000 0.7419
0.618 0.7395
HIGH 0.7358
0.618 0.7335
0.500 0.7328
0.382 0.7321
LOW 0.7298
0.618 0.7260
1.000 0.7237
1.618 0.7200
2.618 0.7139
4.250 0.7040
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 0.7348 0.7347
PP 0.7338 0.7337
S1 0.7328 0.7327

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

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