CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Jan-2022
Day Change Summary
Previous Current
20-Jan-2022 21-Jan-2022 Change Change % Previous Week
Open 0.7988 0.7960 -0.0028 -0.4% 0.7967
High 0.8003 0.7960 -0.0043 -0.5% 0.8003
Low 0.7988 0.7928 -0.0060 -0.8% 0.7928
Close 0.7993 0.7928 -0.0065 -0.8% 0.7928
Range 0.0015 0.0032 0.0017 113.3% 0.0075
ATR 0.0038 0.0040 0.0002 5.1% 0.0000
Volume 35 29 -6 -17.1% 139
Daily Pivots for day following 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8035 0.8013 0.7946
R3 0.8003 0.7981 0.7937
R2 0.7971 0.7971 0.7934
R1 0.7949 0.7949 0.7931 0.7944
PP 0.7939 0.7939 0.7939 0.7936
S1 0.7917 0.7917 0.7925 0.7912
S2 0.7907 0.7907 0.7922
S3 0.7875 0.7885 0.7919
S4 0.7843 0.7853 0.7910
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8178 0.8128 0.7969
R3 0.8103 0.8053 0.7949
R2 0.8028 0.8028 0.7942
R1 0.7978 0.7978 0.7935 0.7966
PP 0.7953 0.7953 0.7953 0.7947
S1 0.7903 0.7903 0.7921 0.7891
S2 0.7878 0.7878 0.7914
S3 0.7803 0.7828 0.7907
S4 0.7728 0.7753 0.7887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8003 0.7928 0.0075 0.9% 0.0018 0.2% 0% False True 30
10 0.8003 0.7840 0.0163 2.1% 0.0027 0.3% 54% False False 28
20 0.8003 0.7773 0.0230 2.9% 0.0026 0.3% 67% False False 24
40 0.8003 0.7699 0.0304 3.8% 0.0026 0.3% 75% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8096
2.618 0.8044
1.618 0.8012
1.000 0.7992
0.618 0.7980
HIGH 0.7960
0.618 0.7948
0.500 0.7944
0.382 0.7940
LOW 0.7928
0.618 0.7908
1.000 0.7896
1.618 0.7876
2.618 0.7844
4.250 0.7792
Fisher Pivots for day following 21-Jan-2022
Pivot 1 day 3 day
R1 0.7944 0.7966
PP 0.7939 0.7953
S1 0.7933 0.7941

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

View Archives - Comment on this page... - Back to Index of Symbols