CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 28-Mar-2022
Day Change Summary
Previous Current
25-Mar-2022 28-Mar-2022 Change Change % Previous Week
Open 0.7985 0.8004 0.0019 0.2% 0.7936
High 0.8020 0.8007 -0.0013 -0.2% 0.8020
Low 0.7964 0.7949 -0.0015 -0.2% 0.7925
Close 0.8012 0.7982 -0.0030 -0.4% 0.8012
Range 0.0056 0.0058 0.0003 4.5% 0.0095
ATR 0.0045 0.0046 0.0001 2.8% 0.0000
Volume 58 19 -39 -67.2% 149
Daily Pivots for day following 28-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8153 0.8126 0.8014
R3 0.8095 0.8068 0.7998
R2 0.8037 0.8037 0.7993
R1 0.8010 0.8010 0.7987 0.7995
PP 0.7979 0.7979 0.7979 0.7972
S1 0.7952 0.7952 0.7977 0.7937
S2 0.7921 0.7921 0.7971
S3 0.7863 0.7894 0.7966
S4 0.7805 0.7836 0.7950
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% 0.0038 0.5% 60% False False 22
10 0.8020 0.7775 0.0245 3.1% 0.0038 0.5% 85% False False 29
20 0.8020 0.7755 0.0265 3.3% 0.0044 0.6% 86% False False 129
40 0.8020 0.7755 0.0265 3.3% 0.0041 0.5% 86% False False 113
60 0.8020 0.7755 0.0265 3.3% 0.0039 0.5% 86% False False 88
80 0.8020 0.7699 0.0321 4.0% 0.0034 0.4% 88% False 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 0.0007
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8254
2.618 0.8159
1.618 0.8101
1.000 0.8065
0.618 0.8043
HIGH 0.8007
0.618 0.7985
0.500 0.7978
0.382 0.7971
LOW 0.7949
0.618 0.7913
1.000 0.7891
1.618 0.7855
2.618 0.7797
4.250 0.7703
Fisher Pivots for day following 28-Mar-2022
Pivot 1 day 3 day
R1 0.7981 0.7984
PP 0.7979 0.7984
S1 0.7978 0.7983

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

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