CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 0.7775 0.7781 0.0006 0.1% 0.7725
High 0.7793 0.7801 0.0008 0.1% 0.7793
Low 0.7775 0.7781 0.0006 0.1% 0.7699
Close 0.7786 0.7792 0.0006 0.1% 0.7786
Range 0.0018 0.0020 0.0002 8.3% 0.0094
ATR 0.0038 0.0037 -0.0001 -3.5% 0.0000
Volume 8 20 12 150.0% 157
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7850 0.7840 0.7802
R3 0.7830 0.7821 0.7797
R2 0.7811 0.7811 0.7795
R1 0.7801 0.7801 0.7793 0.7806
PP 0.7791 0.7791 0.7791 0.7793
S1 0.7782 0.7782 0.7790 0.7786
S2 0.7772 0.7772 0.7788
S3 0.7752 0.7762 0.7786
S4 0.7733 0.7743 0.7781
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8041 0.8007 0.7837
R3 0.7947 0.7913 0.7811
R2 0.7853 0.7853 0.7803
R1 0.7819 0.7819 0.7794 0.7836
PP 0.7759 0.7759 0.7759 0.7768
S1 0.7725 0.7725 0.7777 0.7742
S2 0.7665 0.7665 0.7768
S3 0.7571 0.7631 0.7760
S4 0.7477 0.7537 0.7734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7801 0.7699 0.0102 1.3% 0.0023 0.3% 91% True False 35
10 0.7801 0.7699 0.0102 1.3% 0.0024 0.3% 91% True False 30
20 0.7897 0.7699 0.0198 2.5% 0.0022 0.3% 47% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7852
1.618 0.7832
1.000 0.7820
0.618 0.7813
HIGH 0.7801
0.618 0.7793
0.500 0.7791
0.382 0.7788
LOW 0.7781
0.618 0.7769
1.000 0.7762
1.618 0.7749
2.618 0.7730
4.250 0.7698
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 0.7791 0.7781
PP 0.7791 0.7771
S1 0.7791 0.7760

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

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