CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 0.7950 0.7986 0.0036 0.4% 0.7840
High 0.7978 0.7986 0.0008 0.1% 0.7898
Low 0.7950 0.7980 0.0030 0.4% 0.7801
Close 0.7976 0.7983 0.0007 0.1% 0.7892
Range 0.0028 0.0006 -0.0023 -80.4% 0.0097
ATR 0.0043 0.0041 -0.0002 -5.6% 0.0000
Volume 27 22 -5 -18.5% 159
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7999 0.7997 0.7986
R3 0.7994 0.7991 0.7985
R2 0.7988 0.7988 0.7984
R1 0.7986 0.7986 0.7984 0.7984
PP 0.7983 0.7983 0.7983 0.7982
S1 0.7980 0.7980 0.7982 0.7979
S2 0.7977 0.7977 0.7982
S3 0.7972 0.7975 0.7981
S4 0.7966 0.7969 0.7980
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8155 0.8120 0.7945
R3 0.8058 0.8023 0.7919
R2 0.7961 0.7961 0.7910
R1 0.7926 0.7926 0.7901 0.7944
PP 0.7864 0.7864 0.7864 0.7872
S1 0.7829 0.7829 0.7883 0.7847
S2 0.7767 0.7767 0.7874
S3 0.7670 0.7732 0.7865
S4 0.7573 0.7635 0.7839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7986 0.7840 0.0146 1.8% 0.0036 0.4% 98% True False 26
10 0.7986 0.7801 0.0185 2.3% 0.0034 0.4% 99% True False 29
20 0.7986 0.7699 0.0287 3.6% 0.0028 0.3% 99% True False 25
40 0.7986 0.7699 0.0287 3.6% 0.0027 0.3% 99% True False 38
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 0.0001
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.8000
1.618 0.7994
1.000 0.7991
0.618 0.7989
HIGH 0.7986
0.618 0.7983
0.500 0.7983
0.382 0.7982
LOW 0.7980
0.618 0.7977
1.000 0.7975
1.618 0.7971
2.618 0.7966
4.250 0.7957
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 0.7983 0.7967
PP 0.7983 0.7951
S1 0.7983 0.7935

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

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