CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 09-Feb-2022

Day Change Summary
	Previous	Current
	08-Feb-2022	09-Feb-2022	Change	Change %	Previous Week
Open	0.7890	0.7867	-0.0023	-0.3%	0.7824
High	0.7890	0.7894	0.0004	0.1%	0.7901
Low	0.7862	0.7864	0.0003	0.0%	0.7818
Close	0.7863	0.7891	0.0028	0.3%	0.7839
Range	0.0028	0.0030	0.0002	5.4%	0.0083
ATR	0.0050	0.0049	-0.0001	-2.8%	0.0000
Volume	211	575	364	172.5%	979

Daily Pivots for day following 09-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7971	0.7960	0.7907
R3	0.7942	0.7931	0.7899
R2	0.7912	0.7912	0.7896
R1	0.7901	0.7901	0.7893	0.7907
PP	0.7883	0.7883	0.7883	0.7885
S1	0.7872	0.7872	0.7888	0.7877
S2	0.7853	0.7853	0.7885
S3	0.7824	0.7842	0.7882
S4	0.7794	0.7813	0.7874

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	0.7897	0.7818	0.0079	1.0%	0.0043	0.5%	92%	False	False	393
10	0.7901	0.7812	0.0089	1.1%	0.0044	0.6%	88%	False	False	332
20	0.8025	0.7812	0.0213	2.7%	0.0047	0.6%	37%	False	False	336
40	0.8025	0.7719	0.0306	3.9%	0.0045	0.6%	56%	False	False	242
60	0.8025	0.7719	0.0306	3.9%	0.0044	0.6%	56%	False	False	278
80	0.8114	0.7719	0.0395	5.0%	0.0039	0.5%	44%	False	False	218
100	0.8114	0.7719	0.0395	5.0%	0.0039	0.5%	44%	False	False	182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8019
2.618	0.7971
1.618	0.7941
1.000	0.7923
0.618	0.7912
HIGH	0.7894
0.618	0.7882
0.500	0.7879
0.382	0.7875
LOW	0.7864
0.618	0.7846
1.000	0.7835
1.618	0.7816
2.618	0.7787
4.250	0.7739

Fisher Pivots for day following 09-Feb-2022
Pivot	1 day	3 day
R1	0.7887	0.7883
PP	0.7883	0.7876
S1	0.7879	0.7869

Download as Excel Spreadsheet

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

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