CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 01-Mar-2022
Day Change Summary
Previous Current
28-Feb-2022 01-Mar-2022 Change Change % Previous Week
Open 0.7827 0.7875 0.0049 0.6% 0.7834
High 0.7882 0.7886 0.0004 0.1% 0.7877
Low 0.7827 0.7835 0.0009 0.1% 0.7764
Close 0.7876 0.7837 -0.0039 -0.5% 0.7859
Range 0.0056 0.0051 -0.0005 -8.1% 0.0113
ATR 0.0046 0.0046 0.0000 0.8% 0.0000
Volume 132 123 -9 -6.8% 719
Daily Pivots for day following 01-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8006 0.7972 0.7865
R3 0.7955 0.7921 0.7851
R2 0.7904 0.7904 0.7846
R1 0.7870 0.7870 0.7842 0.7862
PP 0.7853 0.7853 0.7853 0.7848
S1 0.7819 0.7819 0.7832 0.7811
S2 0.7802 0.7802 0.7828
S3 0.7751 0.7768 0.7823
S4 0.7700 0.7717 0.7809
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8172 0.8129 0.7921
R3 0.8059 0.8016 0.7890
R2 0.7946 0.7946 0.7880
R1 0.7903 0.7903 0.7869 0.7924
PP 0.7833 0.7833 0.7833 0.7844
S1 0.7790 0.7790 0.7849 0.7811
S2 0.7720 0.7720 0.7838
S3 0.7607 0.7677 0.7828
S4 0.7494 0.7564 0.7797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7886 0.7764 0.0123 1.6% 0.0058 0.7% 60% True False 174
10 0.7886 0.7764 0.0123 1.6% 0.0045 0.6% 60% True False 116
20 0.7905 0.7764 0.0142 1.8% 0.0039 0.5% 52% False False 98
40 0.8003 0.7764 0.0240 3.1% 0.0037 0.5% 31% False False 71
60 0.8003 0.7699 0.0304 3.9% 0.0032 0.4% 45% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8103
2.618 0.8020
1.618 0.7969
1.000 0.7937
0.618 0.7918
HIGH 0.7886
0.618 0.7867
0.500 0.7861
0.382 0.7854
LOW 0.7835
0.618 0.7803
1.000 0.7784
1.618 0.7752
2.618 0.7701
4.250 0.7618
Fisher Pivots for day following 01-Mar-2022
Pivot 1 day 3 day
R1 0.7861 0.7840
PP 0.7853 0.7839
S1 0.7845 0.7838

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

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