CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-Mar-2022
Day Change Summary
Previous Current
09-Mar-2022 10-Mar-2022 Change Change % Previous Week
Open 0.7765 0.7794 0.0029 0.4% 0.7827
High 0.7806 0.7846 0.0040 0.5% 0.7916
Low 0.7765 0.7793 0.0029 0.4% 0.7813
Close 0.7793 0.7838 0.0045 0.6% 0.7844
Range 0.0042 0.0053 0.0011 26.5% 0.0104
ATR 0.0051 0.0051 0.0000 0.3% 0.0000
Volume 378 218 -160 -42.3% 636
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7983 0.7963 0.7866
R3 0.7930 0.7910 0.7852
R2 0.7878 0.7878 0.7847
R1 0.7858 0.7858 0.7842 0.7868
PP 0.7825 0.7825 0.7825 0.7830
S1 0.7805 0.7805 0.7833 0.7815
S2 0.7773 0.7773 0.7828
S3 0.7720 0.7753 0.7823
S4 0.7668 0.7700 0.7809
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8168 0.8110 0.7901
R3 0.8065 0.8006 0.7872
R2 0.7961 0.7961 0.7863
R1 0.7903 0.7903 0.7853 0.7932
PP 0.7858 0.7858 0.7858 0.7872
S1 0.7799 0.7799 0.7835 0.7828
S2 0.7754 0.7754 0.7825
S3 0.7651 0.7696 0.7816
S4 0.7547 0.7592 0.7787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7884 0.7755 0.0129 1.6% 0.0058 0.7% 64% False False 353
10 0.7916 0.7755 0.0162 2.1% 0.0055 0.7% 51% False False 229
20 0.7916 0.7755 0.0162 2.1% 0.0046 0.6% 51% False False 173
40 0.8003 0.7755 0.0249 3.2% 0.0040 0.5% 33% False False 114
60 0.8003 0.7699 0.0304 3.9% 0.0036 0.5% 46% False False 84
80 0.8003 0.7699 0.0304 3.9% 0.0034 0.4% 46% False False 77
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.7983
1.618 0.7930
1.000 0.7898
0.618 0.7878
HIGH 0.7846
0.618 0.7825
0.500 0.7819
0.382 0.7813
LOW 0.7793
0.618 0.7761
1.000 0.7741
1.618 0.7708
2.618 0.7656
4.250 0.7570
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 0.7831 0.7825
PP 0.7825 0.7813
S1 0.7819 0.7800

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

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