CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 31-Dec-2021
Day Change Summary
Previous Current
30-Dec-2021 31-Dec-2021 Change Change % Previous Week
Open 0.7824 0.7850 0.0027 0.3% 0.7781
High 0.7824 0.7892 0.0069 0.9% 0.7892
Low 0.7824 0.7850 0.0027 0.3% 0.7773
Close 0.7824 0.7882 0.0059 0.7% 0.7882
Range 0.0000 0.0042 0.0042 0.0119
ATR 0.0034 0.0037 0.0002 7.2% 0.0000
Volume 10 11 1 10.0% 50
Daily Pivots for day following 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8001 0.7983 0.7905
R3 0.7959 0.7941 0.7894
R2 0.7917 0.7917 0.7890
R1 0.7899 0.7899 0.7886 0.7908
PP 0.7875 0.7875 0.7875 0.7879
S1 0.7857 0.7857 0.7878 0.7866
S2 0.7833 0.7833 0.7874
S3 0.7791 0.7815 0.7870
S4 0.7749 0.7773 0.7859
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8206 0.8163 0.7947
R3 0.8087 0.8044 0.7915
R2 0.7968 0.7968 0.7904
R1 0.7925 0.7925 0.7893 0.7947
PP 0.7849 0.7849 0.7849 0.7860
S1 0.7806 0.7806 0.7871 0.7828
S2 0.7730 0.7730 0.7860
S3 0.7611 0.7687 0.7849
S4 0.7492 0.7568 0.7817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7892 0.7773 0.0119 1.5% 0.0020 0.3% 92% True False 10
10 0.7892 0.7699 0.0193 2.4% 0.0026 0.3% 95% True False 22
20 0.7897 0.7699 0.0198 2.5% 0.0021 0.3% 92% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8071
2.618 0.8002
1.618 0.7960
1.000 0.7934
0.618 0.7918
HIGH 0.7892
0.618 0.7876
0.500 0.7871
0.382 0.7866
LOW 0.7850
0.618 0.7824
1.000 0.7808
1.618 0.7782
2.618 0.7740
4.250 0.7672
Fisher Pivots for day following 31-Dec-2021
Pivot 1 day 3 day
R1 0.7878 0.7866
PP 0.7875 0.7849
S1 0.7871 0.7833

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

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