CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 0.7991 0.7968 -0.0023 -0.3% 0.7907
High 0.8017 0.8007 -0.0010 -0.1% 0.8029
Low 0.7954 0.7958 0.0004 0.1% 0.7874
Close 0.7959 0.7995 0.0036 0.4% 0.7959
Range 0.0064 0.0050 -0.0014 -22.0% 0.0155
ATR 0.0055 0.0055 0.0000 -0.8% 0.0000
Volume 76,906 107,503 30,597 39.8% 352,054
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8135 0.8114 0.8022
R3 0.8085 0.8065 0.8008
R2 0.8036 0.8036 0.8004
R1 0.8015 0.8015 0.7999 0.8026
PP 0.7986 0.7986 0.7986 0.7992
S1 0.7966 0.7966 0.7990 0.7976
S2 0.7937 0.7937 0.7985
S3 0.7887 0.7916 0.7981
S4 0.7838 0.7867 0.7967
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8417 0.8343 0.8044
R3 0.8263 0.8188 0.8001
R2 0.8108 0.8108 0.7987
R1 0.8034 0.8034 0.7973 0.8071
PP 0.7954 0.7954 0.7954 0.7973
S1 0.7879 0.7879 0.7945 0.7917
S2 0.7799 0.7799 0.7931
S3 0.7645 0.7725 0.7917
S4 0.7490 0.7570 0.7874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8029 0.7887 0.0142 1.8% 0.0056 0.7% 76% False False 80,272
10 0.8029 0.7803 0.0226 2.8% 0.0057 0.7% 85% False False 70,965
20 0.8029 0.7713 0.0316 3.9% 0.0052 0.7% 89% False False 60,374
40 0.8029 0.7713 0.0316 3.9% 0.0054 0.7% 89% False False 47,285
60 0.8127 0.7713 0.0414 5.2% 0.0050 0.6% 68% False False 31,609
80 0.8137 0.7713 0.0424 5.3% 0.0049 0.6% 66% False False 23,737
100 0.8137 0.7713 0.0424 5.3% 0.0051 0.6% 66% False False 19,004
120 0.8137 0.7713 0.0424 5.3% 0.0049 0.6% 66% False False 15,841
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8217
2.618 0.8137
1.618 0.8087
1.000 0.8057
0.618 0.8038
HIGH 0.8007
0.618 0.7988
0.500 0.7982
0.382 0.7976
LOW 0.7958
0.618 0.7927
1.000 0.7908
1.618 0.7877
2.618 0.7828
4.250 0.7747
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 0.7990 0.7993
PP 0.7986 0.7992
S1 0.7982 0.7991

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

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