CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 0.7840 0.7868 0.0028 0.4% 0.7781
High 0.7840 0.7868 0.0028 0.4% 0.7892
Low 0.7816 0.7840 0.0024 0.3% 0.7773
Close 0.7822 0.7846 0.0024 0.3% 0.7882
Range 0.0024 0.0028 0.0004 16.7% 0.0119
ATR 0.0039 0.0039 0.0001 1.4% 0.0000
Volume 21 79 58 276.2% 50
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7935 0.7918 0.7861
R3 0.7907 0.7890 0.7853
R2 0.7879 0.7879 0.7851
R1 0.7862 0.7862 0.7848 0.7857
PP 0.7851 0.7851 0.7851 0.7848
S1 0.7834 0.7834 0.7843 0.7829
S2 0.7823 0.7823 0.7840
S3 0.7795 0.7806 0.7838
S4 0.7767 0.7778 0.7830
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% 0.0023 0.3% 61% False False 24
10 0.7892 0.7709 0.0183 2.3% 0.0023 0.3% 75% False False 26
20 0.7897 0.7699 0.0198 2.5% 0.0021 0.3% 74% False False 47
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 0.7987
2.618 0.7941
1.618 0.7913
1.000 0.7896
0.618 0.7885
HIGH 0.7868
0.618 0.7857
0.500 0.7854
0.382 0.7851
LOW 0.7840
0.618 0.7823
1.000 0.7812
1.618 0.7795
2.618 0.7767
4.250 0.7721
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 0.7854 0.7854
PP 0.7851 0.7851
S1 0.7848 0.7848

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

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