CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 07-Feb-2022
Day Change Summary
Previous Current
04-Feb-2022 07-Feb-2022 Change Change % Previous Week
Open 0.7888 0.7847 -0.0042 -0.5% 0.7824
High 0.7893 0.7897 0.0004 0.1% 0.7901
Low 0.7818 0.7842 0.0024 0.3% 0.7818
Close 0.7839 0.7895 0.0056 0.7% 0.7839
Range 0.0075 0.0056 -0.0020 -26.0% 0.0083
ATR 0.0051 0.0051 0.0001 1.0% 0.0000
Volume 270 724 454 168.1% 979
Daily Pivots for day following 07-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8044 0.8025 0.7926
R3 0.7989 0.7970 0.7910
R2 0.7933 0.7933 0.7905
R1 0.7914 0.7914 0.7900 0.7924
PP 0.7878 0.7878 0.7878 0.7883
S1 0.7859 0.7859 0.7890 0.7868
S2 0.7822 0.7822 0.7885
S3 0.7767 0.7803 0.7880
S4 0.7711 0.7748 0.7864
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8102 0.8053 0.7885
R3 0.8019 0.7970 0.7862
R2 0.7936 0.7936 0.7854
R1 0.7887 0.7887 0.7847 0.7912
PP 0.7853 0.7853 0.7853 0.7865
S1 0.7804 0.7804 0.7831 0.7829
S2 0.7770 0.7770 0.7824
S3 0.7687 0.7721 0.7816
S4 0.7604 0.7638 0.7793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7818 0.0083 1.1% 0.0046 0.6% 93% False False 303
10 0.7955 0.7812 0.0143 1.8% 0.0051 0.6% 58% False False 362
20 0.8025 0.7812 0.0213 2.7% 0.0049 0.6% 39% False False 303
40 0.8025 0.7719 0.0306 3.9% 0.0046 0.6% 58% False False 242
60 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 58% False False 268
80 0.8114 0.7719 0.0395 5.0% 0.0039 0.5% 45% False False 215
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8133
2.618 0.8042
1.618 0.7987
1.000 0.7953
0.618 0.7931
HIGH 0.7897
0.618 0.7876
0.500 0.7869
0.382 0.7863
LOW 0.7842
0.618 0.7807
1.000 0.7786
1.618 0.7752
2.618 0.7696
4.250 0.7606
Fisher Pivots for day following 07-Feb-2022
Pivot 1 day 3 day
R1 0.7886 0.7883
PP 0.7878 0.7870
S1 0.7869 0.7858

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

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