CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 10-Feb-2022
Day Change Summary
Previous Current
09-Feb-2022 10-Feb-2022 Change Change % Previous Week
Open 0.7867 0.7882 0.0015 0.2% 0.7824
High 0.7894 0.7913 0.0019 0.2% 0.7901
Low 0.7864 0.7858 -0.0007 -0.1% 0.7818
Close 0.7891 0.7864 -0.0027 -0.3% 0.7839
Range 0.0030 0.0055 0.0026 86.4% 0.0083
ATR 0.0049 0.0049 0.0000 0.9% 0.0000
Volume 575 942 367 63.8% 979
Daily Pivots for day following 10-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8043 0.8009 0.7894
R3 0.7988 0.7954 0.7879
R2 0.7933 0.7933 0.7874
R1 0.7899 0.7899 0.7869 0.7888
PP 0.7878 0.7878 0.7878 0.7873
S1 0.7844 0.7844 0.7859 0.7833
S2 0.7823 0.7823 0.7854
S3 0.7768 0.7789 0.7849
S4 0.7713 0.7734 0.7834
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 0.7913 0.7818 0.0095 1.2% 0.0049 0.6% 49% True False 544
10 0.7913 0.7812 0.0101 1.3% 0.0044 0.6% 52% True False 393
20 0.8025 0.7812 0.0213 2.7% 0.0048 0.6% 24% False False 378
40 0.8025 0.7719 0.0306 3.9% 0.0046 0.6% 48% False False 264
60 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 48% False False 291
80 0.8114 0.7719 0.0395 5.0% 0.0039 0.5% 37% False False 230
100 0.8114 0.7719 0.0395 5.0% 0.0039 0.5% 37% False False 192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8146
2.618 0.8056
1.618 0.8001
1.000 0.7968
0.618 0.7946
HIGH 0.7913
0.618 0.7891
0.500 0.7885
0.382 0.7879
LOW 0.7858
0.618 0.7824
1.000 0.7803
1.618 0.7769
2.618 0.7714
4.250 0.7624
Fisher Pivots for day following 10-Feb-2022
Pivot 1 day 3 day
R1 0.7885 0.7885
PP 0.7878 0.7878
S1 0.7871 0.7871

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

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