CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 0.7868 0.7840 -0.0028 -0.4% 0.7781
High 0.7868 0.7854 -0.0014 -0.2% 0.7892
Low 0.7840 0.7816 -0.0024 -0.3% 0.7773
Close 0.7846 0.7816 -0.0030 -0.4% 0.7882
Range 0.0028 0.0038 0.0010 35.7% 0.0119
ATR 0.0039 0.0039 0.0000 -0.2% 0.0000
Volume 79 39 -40 -50.6% 50
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7943 0.7917 0.7837
R3 0.7905 0.7879 0.7826
R2 0.7867 0.7867 0.7823
R1 0.7841 0.7841 0.7819 0.7835
PP 0.7829 0.7829 0.7829 0.7826
S1 0.7803 0.7803 0.7813 0.7797
S2 0.7791 0.7791 0.7809
S3 0.7753 0.7765 0.7806
S4 0.7715 0.7727 0.7795
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 0.7816 0.0076 1.0% 0.0026 0.3% 0% False True 32
10 0.7892 0.7720 0.0172 2.2% 0.0025 0.3% 56% False False 21
20 0.7897 0.7699 0.0198 2.5% 0.0023 0.3% 59% False False 49
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8016
2.618 0.7953
1.618 0.7915
1.000 0.7892
0.618 0.7877
HIGH 0.7854
0.618 0.7839
0.500 0.7835
0.382 0.7831
LOW 0.7816
0.618 0.7793
1.000 0.7778
1.618 0.7755
2.618 0.7717
4.250 0.7655
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 0.7835 0.7842
PP 0.7829 0.7833
S1 0.7822 0.7825

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.