CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 07-Dec-2021
Day Change Summary
Previous Current
06-Dec-2021 07-Dec-2021 Change Change % Previous Week
Open 0.7790 0.7874 0.0084 1.1% 0.7812
High 0.7800 0.7874 0.0074 0.9% 0.7821
Low 0.7790 0.7874 0.0084 1.1% 0.7762
Close 0.7800 0.7874 0.0074 0.9% 0.7763
Range 0.0010 0.0000 -0.0010 -100.0% 0.0059
ATR 0.0036 0.0039 0.0003 7.6% 0.0000
Volume 80 0 -80 -100.0% 202
Daily Pivots for day following 07-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7874 0.7874 0.7874
R3 0.7874 0.7874 0.7874
R2 0.7874 0.7874 0.7874
R1 0.7874 0.7874 0.7874 0.7874
PP 0.7874 0.7874 0.7874 0.7874
S1 0.7874 0.7874 0.7874 0.7874
S2 0.7874 0.7874 0.7874
S3 0.7874 0.7874 0.7874
S4 0.7874 0.7874 0.7874
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7959 0.7920 0.7795
R3 0.7900 0.7861 0.7779
R2 0.7841 0.7841 0.7773
R1 0.7802 0.7802 0.7768 0.7792
PP 0.7782 0.7782 0.7782 0.7777
S1 0.7743 0.7743 0.7757 0.7733
S2 0.7723 0.7723 0.7752
S3 0.7664 0.7684 0.7746
S4 0.7605 0.7625 0.7730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7762 0.0112 1.4% 0.0020 0.3% 100% True False 23
10 0.7874 0.7762 0.0112 1.4% 0.0028 0.4% 100% True False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0002
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7874
2.618 0.7874
1.618 0.7874
1.000 0.7874
0.618 0.7874
HIGH 0.7874
0.618 0.7874
0.500 0.7874
0.382 0.7874
LOW 0.7874
0.618 0.7874
1.000 0.7874
1.618 0.7874
2.618 0.7874
4.250 0.7874
Fisher Pivots for day following 07-Dec-2021
Pivot 1 day 3 day
R1 0.7874 0.7855
PP 0.7874 0.7837
S1 0.7874 0.7818

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

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