CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 02-Feb-2022

Day Change Summary
	Previous	Current
	01-Feb-2022	02-Feb-2022	Change	Change %	Previous Week
Open	0.7869	0.7882	0.0013	0.2%	0.7947
High	0.7901	0.7905	0.0004	0.0%	0.7966
Low	0.7857	0.7870	0.0013	0.2%	0.7813
Close	0.7873	0.7894	0.0021	0.3%	0.7820
Range	0.0045	0.0035	-0.0010	-21.3%	0.0153
ATR	0.0058	0.0056	-0.0002	-2.8%	0.0000
Volume	58,104	47,470	-10,634	-18.3%	481,315

Daily Pivots for day following 02-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7994	0.7979	0.7913
R3	0.7959	0.7944	0.7904
R2	0.7924	0.7924	0.7900
R1	0.7909	0.7909	0.7897	0.7917
PP	0.7889	0.7889	0.7889	0.7893
S1	0.7874	0.7874	0.7891	0.7882
S2	0.7854	0.7854	0.7888
S3	0.7819	0.7839	0.7884
S4	0.7784	0.7804	0.7875

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8324	0.8224	0.7904
R3	0.8171	0.8072	0.7862
R2	0.8019	0.8019	0.7848
R1	0.7919	0.7919	0.7834	0.7893
PP	0.7866	0.7866	0.7866	0.7853
S1	0.7767	0.7767	0.7806	0.7740
S2	0.7714	0.7714	0.7792
S3	0.7561	0.7614	0.7778
S4	0.7409	0.7462	0.7736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7905	0.7813	0.0092	1.2%	0.0050	0.6%	89%	True	False	73,922
10	0.8028	0.7813	0.0215	2.7%	0.0057	0.7%	38%	False	False	81,928
20	0.8032	0.7803	0.0230	2.9%	0.0056	0.7%	40%	False	False	76,943
40	0.8032	0.7713	0.0319	4.0%	0.0055	0.7%	57%	False	False	68,731
60	0.8070	0.7713	0.0357	4.5%	0.0053	0.7%	51%	False	False	46,451
80	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	43%	False	False	34,874
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	43%	False	False	27,920
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	43%	False	False	23,276

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8053
2.618	0.7996
1.618	0.7961
1.000	0.7940
0.618	0.7926
HIGH	0.7905
0.618	0.7891
0.500	0.7887
0.382	0.7883
LOW	0.7870
0.618	0.7848
1.000	0.7835
1.618	0.7813
2.618	0.7778
4.250	0.7721

Fisher Pivots for day following 02-Feb-2022
Pivot	1 day	3 day
R1	0.7892	0.7884
PP	0.7889	0.7875
S1	0.7887	0.7865

Download as Excel Spreadsheet

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

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