CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 14-Jan-2022
Day Change Summary
Previous Current
13-Jan-2022 14-Jan-2022 Change Change % Previous Week
Open 0.7986 0.7960 -0.0026 -0.3% 0.7900
High 0.7986 0.7960 -0.0026 -0.3% 0.7986
Low 0.7980 0.7938 -0.0043 -0.5% 0.7856
Close 0.7983 0.7938 -0.0046 -0.6% 0.7938
Range 0.0006 0.0023 0.0017 309.1% 0.0130
ATR 0.0041 0.0041 0.0000 0.8% 0.0000
Volume 22 14 -8 -36.4% 134
Daily Pivots for day following 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8013 0.7998 0.7950
R3 0.7990 0.7975 0.7944
R2 0.7968 0.7968 0.7942
R1 0.7953 0.7953 0.7940 0.7949
PP 0.7945 0.7945 0.7945 0.7943
S1 0.7930 0.7930 0.7935 0.7926
S2 0.7923 0.7923 0.7933
S3 0.7900 0.7908 0.7931
S4 0.7878 0.7885 0.7925
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8315 0.8256 0.8009
R3 0.8185 0.8126 0.7973
R2 0.8056 0.8056 0.7961
R1 0.7997 0.7997 0.7949 0.8026
PP 0.7926 0.7926 0.7926 0.7941
S1 0.7867 0.7867 0.7926 0.7897
S2 0.7797 0.7797 0.7914
S3 0.7667 0.7738 0.7902
S4 0.7538 0.7608 0.7866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7986 0.7856 0.0130 1.6% 0.0029 0.4% 63% False False 26
10 0.7986 0.7801 0.0185 2.3% 0.0033 0.4% 74% False False 29
20 0.7986 0.7699 0.0287 3.6% 0.0029 0.4% 83% False False 25
40 0.7986 0.7699 0.0287 3.6% 0.0027 0.3% 83% False False 37
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8056
2.618 0.8019
1.618 0.7996
1.000 0.7983
0.618 0.7974
HIGH 0.7960
0.618 0.7951
0.500 0.7949
0.382 0.7946
LOW 0.7938
0.618 0.7924
1.000 0.7915
1.618 0.7901
2.618 0.7879
4.250 0.7842
Fisher Pivots for day following 14-Jan-2022
Pivot 1 day 3 day
R1 0.7949 0.7962
PP 0.7945 0.7954
S1 0.7941 0.7946

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

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