CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 25-Mar-2022
Day Change Summary
Previous Current
24-Mar-2022 25-Mar-2022 Change Change % Previous Week
Open 0.7960 0.7985 0.0025 0.3% 0.7936
High 0.7968 0.8020 0.0052 0.7% 0.8020
Low 0.7952 0.7964 0.0013 0.2% 0.7925
Close 0.7968 0.8012 0.0045 0.6% 0.8012
Range 0.0016 0.0056 0.0040 246.9% 0.0095
ATR 0.0044 0.0045 0.0001 1.8% 0.0000
Volume 2 58 56 2,800.0% 149
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8165 0.8144 0.8043
R3 0.8110 0.8089 0.8027
R2 0.8054 0.8054 0.8022
R1 0.8033 0.8033 0.8017 0.8044
PP 0.7999 0.7999 0.7999 0.8004
S1 0.7978 0.7978 0.8007 0.7988
S2 0.7943 0.7943 0.8002
S3 0.7888 0.7922 0.7997
S4 0.7832 0.7867 0.7981
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8269 0.8235 0.8064
R3 0.8175 0.8141 0.8038
R2 0.8080 0.8080 0.8029
R1 0.8046 0.8046 0.8021 0.8063
PP 0.7986 0.7986 0.7986 0.7994
S1 0.7952 0.7952 0.8003 0.7969
S2 0.7891 0.7891 0.7995
S3 0.7797 0.7857 0.7986
S4 0.7702 0.7763 0.7960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8020 0.7925 0.0095 1.2% 0.0032 0.4% 92% True False 29
10 0.8020 0.7775 0.0245 3.1% 0.0036 0.5% 97% True False 27
20 0.8020 0.7755 0.0265 3.3% 0.0044 0.6% 97% True False 135
40 0.8020 0.7755 0.0265 3.3% 0.0041 0.5% 97% True False 116
60 0.8020 0.7755 0.0265 3.3% 0.0039 0.5% 97% True False 88
80 0.8020 0.7699 0.0321 4.0% 0.0034 0.4% 98% True False 78
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 0.0008
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8255
2.618 0.8165
1.618 0.8109
1.000 0.8075
0.618 0.8054
HIGH 0.8020
0.618 0.7998
0.500 0.7992
0.382 0.7985
LOW 0.7964
0.618 0.7930
1.000 0.7909
1.618 0.7874
2.618 0.7819
4.250 0.7728
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 0.8005 0.8001
PP 0.7999 0.7989
S1 0.7992 0.7978

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

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