CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 03-Feb-2022
Day Change Summary
Previous Current
02-Feb-2022 03-Feb-2022 Change Change % Previous Week
Open 0.7889 0.7879 -0.0010 -0.1% 0.7939
High 0.7901 0.7893 -0.0008 -0.1% 0.7955
Low 0.7870 0.7867 -0.0004 0.0% 0.7812
Close 0.7892 0.7885 -0.0007 -0.1% 0.7818
Range 0.0031 0.0027 -0.0005 -14.5% 0.0143
ATR 0.0051 0.0049 -0.0002 -3.4% 0.0000
Volume 177 186 9 5.1% 2,248
Daily Pivots for day following 03-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7961 0.7950 0.7900
R3 0.7935 0.7923 0.7892
R2 0.7908 0.7908 0.7890
R1 0.7897 0.7897 0.7887 0.7902
PP 0.7882 0.7882 0.7882 0.7884
S1 0.7870 0.7870 0.7883 0.7876
S2 0.7855 0.7855 0.7880
S3 0.7829 0.7844 0.7878
S4 0.7802 0.7817 0.7870
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8291 0.8197 0.7896
R3 0.8148 0.8054 0.7857
R2 0.8005 0.8005 0.7844
R1 0.7911 0.7911 0.7831 0.7886
PP 0.7862 0.7862 0.7862 0.7849
S1 0.7768 0.7768 0.7804 0.7743
S2 0.7719 0.7719 0.7791
S3 0.7576 0.7625 0.7778
S4 0.7433 0.7482 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7812 0.0089 1.1% 0.0040 0.5% 82% False False 243
10 0.7992 0.7812 0.0180 2.3% 0.0052 0.7% 41% False False 319
20 0.8025 0.7801 0.0224 2.8% 0.0048 0.6% 38% False False 316
40 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 54% False False 280
60 0.8055 0.7719 0.0337 4.3% 0.0043 0.5% 49% False False 253
80 0.8114 0.7719 0.0395 5.0% 0.0038 0.5% 42% False False 203
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.8006
2.618 0.7962
1.618 0.7936
1.000 0.7920
0.618 0.7909
HIGH 0.7893
0.618 0.7883
0.500 0.7880
0.382 0.7877
LOW 0.7867
0.618 0.7850
1.000 0.7840
1.618 0.7824
2.618 0.7797
4.250 0.7754
Fisher Pivots for day following 03-Feb-2022
Pivot 1 day 3 day
R1 0.7883 0.7883
PP 0.7882 0.7881
S1 0.7880 0.7879

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

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