CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 21-Jan-2022
Day Change Summary
Previous Current
20-Jan-2022 21-Jan-2022 Change Change % Previous Week
Open 0.7991 0.7996 0.0005 0.1% 0.7968
High 0.8028 0.7999 -0.0029 -0.4% 0.8032
Low 0.7987 0.7942 -0.0045 -0.6% 0.7942
Close 0.8016 0.7952 -0.0065 -0.8% 0.7952
Range 0.0041 0.0057 0.0016 39.5% 0.0090
ATR 0.0054 0.0055 0.0001 2.7% 0.0000
Volume 60,416 86,096 25,680 42.5% 327,041
Daily Pivots for day following 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8134 0.8099 0.7983
R3 0.8077 0.8043 0.7967
R2 0.8021 0.8021 0.7962
R1 0.7986 0.7986 0.7957 0.7975
PP 0.7964 0.7964 0.7964 0.7959
S1 0.7930 0.7930 0.7946 0.7919
S2 0.7908 0.7908 0.7941
S3 0.7851 0.7873 0.7936
S4 0.7795 0.7817 0.7920
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8245 0.8188 0.8001
R3 0.8155 0.8098 0.7976
R2 0.8065 0.8065 0.7968
R1 0.8008 0.8008 0.7960 0.7992
PP 0.7975 0.7975 0.7975 0.7967
S1 0.7918 0.7918 0.7943 0.7902
S2 0.7885 0.7885 0.7935
S3 0.7795 0.7828 0.7927
S4 0.7705 0.7738 0.7902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8032 0.7942 0.0090 1.1% 0.0052 0.7% 11% False True 80,789
10 0.8032 0.7854 0.0179 2.2% 0.0054 0.7% 55% False False 74,052
20 0.8032 0.7780 0.0252 3.2% 0.0054 0.7% 68% False False 62,056
40 0.8032 0.7713 0.0319 4.0% 0.0054 0.7% 75% False False 52,737
60 0.8127 0.7713 0.0414 5.2% 0.0051 0.6% 58% False False 35,262
80 0.8137 0.7713 0.0424 5.3% 0.0049 0.6% 56% False False 26,479
100 0.8137 0.7713 0.0424 5.3% 0.0051 0.6% 56% False False 21,197
120 0.8137 0.7713 0.0424 5.3% 0.0050 0.6% 56% False False 17,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8239
2.618 0.8146
1.618 0.8090
1.000 0.8055
0.618 0.8033
HIGH 0.7999
0.618 0.7977
0.500 0.7970
0.382 0.7964
LOW 0.7942
0.618 0.7907
1.000 0.7886
1.618 0.7851
2.618 0.7794
4.250 0.7702
Fisher Pivots for day following 21-Jan-2022
Pivot 1 day 3 day
R1 0.7970 0.7987
PP 0.7964 0.7975
S1 0.7958 0.7963

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

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