CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 11-Feb-2022

Day Change Summary
	Previous	Current
	10-Feb-2022	11-Feb-2022	Change	Change %	Previous Week
Open	0.7882	0.7861	-0.0021	-0.3%	0.7847
High	0.7913	0.7893	-0.0020	-0.3%	0.7913
Low	0.7858	0.7843	-0.0015	-0.2%	0.7842
Close	0.7864	0.7848	-0.0016	-0.2%	0.7848
Range	0.0055	0.0050	-0.0005	-9.1%	0.0071
ATR	0.0049	0.0049	0.0000	0.1%	0.0000
Volume	942	266	-676	-71.8%	2,718

Daily Pivots for day following 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8011	0.7980	0.7876
R3	0.7961	0.7930	0.7862
R2	0.7911	0.7911	0.7857
R1	0.7880	0.7880	0.7853	0.7870
PP	0.7861	0.7861	0.7861	0.7856
S1	0.7830	0.7830	0.7843	0.7820
S2	0.7811	0.7811	0.7839
S3	0.7761	0.7780	0.7834
S4	0.7711	0.7730	0.7821

Weekly Pivots for week ending 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8035	0.7887
R3	0.8009	0.7964	0.7868
R2	0.7938	0.7938	0.7861
R1	0.7893	0.7893	0.7855	0.7916
PP	0.7867	0.7867	0.7867	0.7879
S1	0.7822	0.7822	0.7841	0.7845
S2	0.7796	0.7796	0.7835
S3	0.7725	0.7751	0.7828
S4	0.7654	0.7680	0.7809

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7913	0.7842	0.0071	0.9%	0.0044	0.6%	9%	False	False	543
10	0.7913	0.7818	0.0095	1.2%	0.0044	0.6%	32%	False	False	369
20	0.8025	0.7812	0.0213	2.7%	0.0049	0.6%	17%	False	False	385
40	0.8025	0.7719	0.0306	3.9%	0.0046	0.6%	42%	False	False	263
60	0.8025	0.7719	0.0306	3.9%	0.0044	0.6%	42%	False	False	293
80	0.8114	0.7719	0.0395	5.0%	0.0040	0.5%	33%	False	False	233
100	0.8114	0.7719	0.0395	5.0%	0.0039	0.5%	33%	False	False	194

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8105
2.618	0.8023
1.618	0.7973
1.000	0.7943
0.618	0.7923
HIGH	0.7893
0.618	0.7873
0.500	0.7868
0.382	0.7862
LOW	0.7843
0.618	0.7812
1.000	0.7793
1.618	0.7762
2.618	0.7712
4.250	0.7630

Fisher Pivots for day following 11-Feb-2022
Pivot	1 day	3 day
R1	0.7868	0.7878
PP	0.7861	0.7868
S1	0.7855	0.7858

Download as Excel Spreadsheet

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

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