CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 0.7847 0.7890 0.0043 0.5% 0.7824
High 0.7897 0.7890 -0.0008 -0.1% 0.7901
Low 0.7842 0.7862 0.0020 0.3% 0.7818
Close 0.7895 0.7863 -0.0032 -0.4% 0.7839
Range 0.0056 0.0028 -0.0028 -49.5% 0.0083
ATR 0.0051 0.0050 -0.0001 -2.5% 0.0000
Volume 724 211 -513 -70.9% 979
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7955 0.7937 0.7878
R3 0.7927 0.7909 0.7871
R2 0.7899 0.7899 0.7868
R1 0.7881 0.7881 0.7866 0.7876
PP 0.7871 0.7871 0.7871 0.7869
S1 0.7853 0.7853 0.7860 0.7848
S2 0.7843 0.7843 0.7858
S3 0.7815 0.7825 0.7855
S4 0.7787 0.7797 0.7848
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% 0.0043 0.5% 54% False False 313
10 0.7955 0.7812 0.0143 1.8% 0.0050 0.6% 36% False False 357
20 0.8025 0.7812 0.0213 2.7% 0.0049 0.6% 24% False False 312
40 0.8025 0.7719 0.0306 3.9% 0.0045 0.6% 47% False False 237
60 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 47% False False 271
80 0.8114 0.7719 0.0395 5.0% 0.0039 0.5% 37% False False 218
100 0.8114 0.7719 0.0395 5.0% 0.0039 0.5% 37% False False 177
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7963
1.618 0.7935
1.000 0.7918
0.618 0.7907
HIGH 0.7890
0.618 0.7879
0.500 0.7876
0.382 0.7872
LOW 0.7862
0.618 0.7844
1.000 0.7834
1.618 0.7816
2.618 0.7788
4.250 0.7743
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 0.7876 0.7861
PP 0.7871 0.7859
S1 0.7867 0.7858

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

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