CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 0.7993 0.7991 -0.0002 0.0% 0.7907
High 0.8032 0.8028 -0.0005 -0.1% 0.8029
Low 0.7982 0.7987 0.0005 0.1% 0.7874
Close 0.8006 0.8016 0.0011 0.1% 0.7959
Range 0.0050 0.0041 -0.0010 -19.0% 0.0155
ATR 0.0055 0.0054 -0.0001 -1.8% 0.0000
Volume 73,026 60,416 -12,610 -17.3% 352,054
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8132 0.8114 0.8038
R3 0.8091 0.8074 0.8027
R2 0.8051 0.8051 0.8023
R1 0.8033 0.8033 0.8020 0.8042
PP 0.8010 0.8010 0.8010 0.8015
S1 0.7993 0.7993 0.8012 0.8002
S2 0.7970 0.7970 0.8009
S3 0.7929 0.7952 0.8005
S4 0.7889 0.7912 0.7994
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 0.8032 0.7954 0.0079 1.0% 0.0049 0.6% 80% False False 76,742
10 0.8032 0.7803 0.0230 2.9% 0.0055 0.7% 93% False False 72,931
20 0.8032 0.7737 0.0296 3.7% 0.0054 0.7% 95% False False 60,677
40 0.8032 0.7713 0.0319 4.0% 0.0054 0.7% 95% False False 50,600
60 0.8127 0.7713 0.0414 5.2% 0.0050 0.6% 73% False False 33,829
80 0.8137 0.7713 0.0424 5.3% 0.0049 0.6% 71% False False 25,403
100 0.8137 0.7713 0.0424 5.3% 0.0051 0.6% 71% False False 20,338
120 0.8137 0.7713 0.0424 5.3% 0.0049 0.6% 71% False False 16,953
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8200
2.618 0.8134
1.618 0.8093
1.000 0.8068
0.618 0.8053
HIGH 0.8028
0.618 0.8012
0.500 0.8007
0.382 0.8002
LOW 0.7987
0.618 0.7962
1.000 0.7947
1.618 0.7921
2.618 0.7881
4.250 0.7815
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 0.8013 0.8009
PP 0.8010 0.8002
S1 0.8007 0.7995

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

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